NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.23 |
105.39 |
0.16 |
0.2% |
105.07 |
| High |
105.70 |
106.64 |
0.94 |
0.9% |
106.01 |
| Low |
104.52 |
104.79 |
0.27 |
0.3% |
104.46 |
| Close |
105.32 |
105.72 |
0.40 |
0.4% |
105.97 |
| Range |
1.18 |
1.85 |
0.67 |
56.8% |
1.55 |
| ATR |
1.12 |
1.17 |
0.05 |
4.6% |
0.00 |
| Volume |
59,160 |
52,547 |
-6,613 |
-11.2% |
374,678 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.27 |
110.34 |
106.74 |
|
| R3 |
109.42 |
108.49 |
106.23 |
|
| R2 |
107.57 |
107.57 |
106.06 |
|
| R1 |
106.64 |
106.64 |
105.89 |
107.11 |
| PP |
105.72 |
105.72 |
105.72 |
105.95 |
| S1 |
104.79 |
104.79 |
105.55 |
105.26 |
| S2 |
103.87 |
103.87 |
105.38 |
|
| S3 |
102.02 |
102.94 |
105.21 |
|
| S4 |
100.17 |
101.09 |
104.70 |
|
|
| 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 |
106.64 |
104.46 |
2.18 |
2.1% |
1.31 |
1.2% |
58% |
True |
False |
70,762 |
| 10 |
106.64 |
102.66 |
3.98 |
3.8% |
1.31 |
1.2% |
77% |
True |
False |
70,515 |
| 20 |
106.64 |
100.08 |
6.56 |
6.2% |
1.17 |
1.1% |
86% |
True |
False |
58,913 |
| 40 |
106.64 |
96.43 |
10.21 |
9.7% |
1.07 |
1.0% |
91% |
True |
False |
46,083 |
| 60 |
106.64 |
95.51 |
11.13 |
10.5% |
1.08 |
1.0% |
92% |
True |
False |
39,615 |
| 80 |
106.64 |
94.34 |
12.30 |
11.6% |
1.08 |
1.0% |
93% |
True |
False |
34,794 |
| 100 |
106.64 |
91.15 |
15.49 |
14.7% |
1.07 |
1.0% |
94% |
True |
False |
30,343 |
| 120 |
106.64 |
89.09 |
17.55 |
16.6% |
1.05 |
1.0% |
95% |
True |
False |
27,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.50 |
|
2.618 |
111.48 |
|
1.618 |
109.63 |
|
1.000 |
108.49 |
|
0.618 |
107.78 |
|
HIGH |
106.64 |
|
0.618 |
105.93 |
|
0.500 |
105.72 |
|
0.382 |
105.50 |
|
LOW |
104.79 |
|
0.618 |
103.65 |
|
1.000 |
102.94 |
|
1.618 |
101.80 |
|
2.618 |
99.95 |
|
4.250 |
96.93 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.72 |
105.67 |
| PP |
105.72 |
105.63 |
| S1 |
105.72 |
105.58 |
|