NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.27 |
106.57 |
1.30 |
1.2% |
105.07 |
| High |
106.01 |
106.60 |
0.59 |
0.6% |
106.01 |
| Low |
105.05 |
105.16 |
0.11 |
0.1% |
104.46 |
| Close |
105.97 |
105.42 |
-0.55 |
-0.5% |
105.97 |
| Range |
0.96 |
1.44 |
0.48 |
50.0% |
1.55 |
| ATR |
1.09 |
1.12 |
0.02 |
2.3% |
0.00 |
| Volume |
92,835 |
70,833 |
-22,002 |
-23.7% |
374,678 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.05 |
109.17 |
106.21 |
|
| R3 |
108.61 |
107.73 |
105.82 |
|
| R2 |
107.17 |
107.17 |
105.68 |
|
| R1 |
106.29 |
106.29 |
105.55 |
106.01 |
| PP |
105.73 |
105.73 |
105.73 |
105.59 |
| S1 |
104.85 |
104.85 |
105.29 |
104.57 |
| S2 |
104.29 |
104.29 |
105.16 |
|
| S3 |
102.85 |
103.41 |
105.02 |
|
| S4 |
101.41 |
101.97 |
104.63 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.13 |
109.60 |
106.82 |
|
| R3 |
108.58 |
108.05 |
106.40 |
|
| R2 |
107.03 |
107.03 |
106.25 |
|
| R1 |
106.50 |
106.50 |
106.11 |
106.77 |
| PP |
105.48 |
105.48 |
105.48 |
105.61 |
| S1 |
104.95 |
104.95 |
105.83 |
105.22 |
| S2 |
103.93 |
103.93 |
105.69 |
|
| S3 |
102.38 |
103.40 |
105.54 |
|
| S4 |
100.83 |
101.85 |
105.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.60 |
104.46 |
2.14 |
2.0% |
1.14 |
1.1% |
45% |
True |
False |
74,794 |
| 10 |
106.60 |
102.11 |
4.49 |
4.3% |
1.17 |
1.1% |
74% |
True |
False |
74,868 |
| 20 |
106.60 |
100.08 |
6.52 |
6.2% |
1.13 |
1.1% |
82% |
True |
False |
56,544 |
| 40 |
106.60 |
96.43 |
10.17 |
9.6% |
1.05 |
1.0% |
88% |
True |
False |
44,701 |
| 60 |
106.60 |
95.51 |
11.09 |
10.5% |
1.05 |
1.0% |
89% |
True |
False |
38,431 |
| 80 |
106.60 |
94.34 |
12.26 |
11.6% |
1.08 |
1.0% |
90% |
True |
False |
33,652 |
| 100 |
106.60 |
91.15 |
15.45 |
14.7% |
1.05 |
1.0% |
92% |
True |
False |
29,447 |
| 120 |
106.60 |
89.09 |
17.51 |
16.6% |
1.06 |
1.0% |
93% |
True |
False |
26,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.72 |
|
2.618 |
110.37 |
|
1.618 |
108.93 |
|
1.000 |
108.04 |
|
0.618 |
107.49 |
|
HIGH |
106.60 |
|
0.618 |
106.05 |
|
0.500 |
105.88 |
|
0.382 |
105.71 |
|
LOW |
105.16 |
|
0.618 |
104.27 |
|
1.000 |
103.72 |
|
1.618 |
102.83 |
|
2.618 |
101.39 |
|
4.250 |
99.04 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.88 |
105.53 |
| PP |
105.73 |
105.49 |
| S1 |
105.57 |
105.46 |
|