NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.54 |
100.17 |
-0.37 |
-0.4% |
101.16 |
| High |
100.57 |
100.61 |
0.04 |
0.0% |
101.27 |
| Low |
99.61 |
99.56 |
-0.05 |
-0.1% |
99.61 |
| Close |
100.00 |
99.90 |
-0.10 |
-0.1% |
100.00 |
| Range |
0.96 |
1.05 |
0.09 |
9.4% |
1.66 |
| ATR |
0.95 |
0.96 |
0.01 |
0.7% |
0.00 |
| Volume |
16,572 |
16,981 |
409 |
2.5% |
61,422 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.17 |
102.59 |
100.48 |
|
| R3 |
102.12 |
101.54 |
100.19 |
|
| R2 |
101.07 |
101.07 |
100.09 |
|
| R1 |
100.49 |
100.49 |
100.00 |
100.26 |
| PP |
100.02 |
100.02 |
100.02 |
99.91 |
| S1 |
99.44 |
99.44 |
99.80 |
99.21 |
| S2 |
98.97 |
98.97 |
99.71 |
|
| S3 |
97.92 |
98.39 |
99.61 |
|
| S4 |
96.87 |
97.34 |
99.32 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.27 |
104.30 |
100.91 |
|
| R3 |
103.61 |
102.64 |
100.46 |
|
| R2 |
101.95 |
101.95 |
100.30 |
|
| R1 |
100.98 |
100.98 |
100.15 |
100.64 |
| PP |
100.29 |
100.29 |
100.29 |
100.12 |
| S1 |
99.32 |
99.32 |
99.85 |
98.98 |
| S2 |
98.63 |
98.63 |
99.70 |
|
| S3 |
96.97 |
97.66 |
99.54 |
|
| S4 |
95.31 |
96.00 |
99.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.27 |
99.56 |
1.71 |
1.7% |
0.97 |
1.0% |
20% |
False |
True |
15,680 |
| 10 |
101.35 |
98.84 |
2.51 |
2.5% |
0.91 |
0.9% |
42% |
False |
False |
17,776 |
| 20 |
101.35 |
95.59 |
5.76 |
5.8% |
0.90 |
0.9% |
75% |
False |
False |
16,670 |
| 40 |
101.35 |
95.59 |
5.76 |
5.8% |
0.91 |
0.9% |
75% |
False |
False |
13,711 |
| 60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.91 |
0.9% |
81% |
False |
False |
11,405 |
| 80 |
101.35 |
92.47 |
8.88 |
8.9% |
0.88 |
0.9% |
84% |
False |
False |
9,828 |
| 100 |
101.35 |
88.69 |
12.66 |
12.7% |
0.83 |
0.8% |
89% |
False |
False |
8,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.07 |
|
2.618 |
103.36 |
|
1.618 |
102.31 |
|
1.000 |
101.66 |
|
0.618 |
101.26 |
|
HIGH |
100.61 |
|
0.618 |
100.21 |
|
0.500 |
100.09 |
|
0.382 |
99.96 |
|
LOW |
99.56 |
|
0.618 |
98.91 |
|
1.000 |
98.51 |
|
1.618 |
97.86 |
|
2.618 |
96.81 |
|
4.250 |
95.10 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.09 |
100.22 |
| PP |
100.02 |
100.11 |
| S1 |
99.96 |
100.01 |
|