NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.57 |
105.23 |
-1.34 |
-1.3% |
105.07 |
| High |
106.60 |
105.70 |
-0.90 |
-0.8% |
106.01 |
| Low |
105.16 |
104.52 |
-0.64 |
-0.6% |
104.46 |
| Close |
105.42 |
105.32 |
-0.10 |
-0.1% |
105.97 |
| Range |
1.44 |
1.18 |
-0.26 |
-18.1% |
1.55 |
| ATR |
1.12 |
1.12 |
0.00 |
0.4% |
0.00 |
| Volume |
70,833 |
59,160 |
-11,673 |
-16.5% |
374,678 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.72 |
108.20 |
105.97 |
|
| R3 |
107.54 |
107.02 |
105.64 |
|
| R2 |
106.36 |
106.36 |
105.54 |
|
| R1 |
105.84 |
105.84 |
105.43 |
106.10 |
| PP |
105.18 |
105.18 |
105.18 |
105.31 |
| S1 |
104.66 |
104.66 |
105.21 |
104.92 |
| S2 |
104.00 |
104.00 |
105.10 |
|
| S3 |
102.82 |
103.48 |
105.00 |
|
| S4 |
101.64 |
102.30 |
104.67 |
|
|
| 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% |
1.13 |
1.1% |
40% |
False |
False |
73,818 |
| 10 |
106.60 |
102.40 |
4.20 |
4.0% |
1.19 |
1.1% |
70% |
False |
False |
72,988 |
| 20 |
106.60 |
100.08 |
6.52 |
6.2% |
1.15 |
1.1% |
80% |
False |
False |
57,708 |
| 40 |
106.60 |
96.43 |
10.17 |
9.7% |
1.06 |
1.0% |
87% |
False |
False |
45,482 |
| 60 |
106.60 |
95.51 |
11.09 |
10.5% |
1.06 |
1.0% |
88% |
False |
False |
39,016 |
| 80 |
106.60 |
94.34 |
12.26 |
11.6% |
1.08 |
1.0% |
90% |
False |
False |
34,249 |
| 100 |
106.60 |
91.15 |
15.45 |
14.7% |
1.06 |
1.0% |
92% |
False |
False |
29,914 |
| 120 |
106.60 |
89.09 |
17.51 |
16.6% |
1.06 |
1.0% |
93% |
False |
False |
26,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.72 |
|
2.618 |
108.79 |
|
1.618 |
107.61 |
|
1.000 |
106.88 |
|
0.618 |
106.43 |
|
HIGH |
105.70 |
|
0.618 |
105.25 |
|
0.500 |
105.11 |
|
0.382 |
104.97 |
|
LOW |
104.52 |
|
0.618 |
103.79 |
|
1.000 |
103.34 |
|
1.618 |
102.61 |
|
2.618 |
101.43 |
|
4.250 |
99.51 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.25 |
105.56 |
| PP |
105.18 |
105.48 |
| S1 |
105.11 |
105.40 |
|