NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.17 |
99.89 |
-0.28 |
-0.3% |
101.16 |
| High |
100.61 |
100.21 |
-0.40 |
-0.4% |
101.27 |
| Low |
99.56 |
99.64 |
0.08 |
0.1% |
99.61 |
| Close |
99.90 |
100.08 |
0.18 |
0.2% |
100.00 |
| Range |
1.05 |
0.57 |
-0.48 |
-45.7% |
1.66 |
| ATR |
0.96 |
0.93 |
-0.03 |
-2.9% |
0.00 |
| Volume |
16,981 |
16,990 |
9 |
0.1% |
61,422 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.69 |
101.45 |
100.39 |
|
| R3 |
101.12 |
100.88 |
100.24 |
|
| R2 |
100.55 |
100.55 |
100.18 |
|
| R1 |
100.31 |
100.31 |
100.13 |
100.43 |
| PP |
99.98 |
99.98 |
99.98 |
100.04 |
| S1 |
99.74 |
99.74 |
100.03 |
99.86 |
| S2 |
99.41 |
99.41 |
99.98 |
|
| S3 |
98.84 |
99.17 |
99.92 |
|
| S4 |
98.27 |
98.60 |
99.77 |
|
|
| 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% |
0.95 |
0.9% |
30% |
False |
False |
16,072 |
| 10 |
101.35 |
98.86 |
2.49 |
2.5% |
0.90 |
0.9% |
49% |
False |
False |
17,929 |
| 20 |
101.35 |
95.82 |
5.53 |
5.5% |
0.87 |
0.9% |
77% |
False |
False |
16,970 |
| 40 |
101.35 |
95.59 |
5.76 |
5.8% |
0.90 |
0.9% |
78% |
False |
False |
13,995 |
| 60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.90 |
0.9% |
83% |
False |
False |
11,546 |
| 80 |
101.35 |
93.16 |
8.19 |
8.2% |
0.88 |
0.9% |
84% |
False |
False |
9,995 |
| 100 |
101.35 |
88.69 |
12.66 |
12.6% |
0.83 |
0.8% |
90% |
False |
False |
8,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.63 |
|
2.618 |
101.70 |
|
1.618 |
101.13 |
|
1.000 |
100.78 |
|
0.618 |
100.56 |
|
HIGH |
100.21 |
|
0.618 |
99.99 |
|
0.500 |
99.93 |
|
0.382 |
99.86 |
|
LOW |
99.64 |
|
0.618 |
99.29 |
|
1.000 |
99.07 |
|
1.618 |
98.72 |
|
2.618 |
98.15 |
|
4.250 |
97.22 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.03 |
100.09 |
| PP |
99.98 |
100.08 |
| S1 |
99.93 |
100.08 |
|