NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.13 |
99.62 |
-0.51 |
-0.5% |
101.16 |
| High |
100.92 |
100.13 |
-0.79 |
-0.8% |
101.27 |
| Low |
99.84 |
99.14 |
-0.70 |
-0.7% |
99.61 |
| Close |
100.02 |
99.99 |
-0.03 |
0.0% |
100.00 |
| Range |
1.08 |
0.99 |
-0.09 |
-8.3% |
1.66 |
| ATR |
0.94 |
0.94 |
0.00 |
0.4% |
0.00 |
| Volume |
18,555 |
27,015 |
8,460 |
45.6% |
61,422 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.72 |
102.35 |
100.53 |
|
| R3 |
101.73 |
101.36 |
100.26 |
|
| R2 |
100.74 |
100.74 |
100.17 |
|
| R1 |
100.37 |
100.37 |
100.08 |
100.56 |
| PP |
99.75 |
99.75 |
99.75 |
99.85 |
| S1 |
99.38 |
99.38 |
99.90 |
99.57 |
| S2 |
98.76 |
98.76 |
99.81 |
|
| S3 |
97.77 |
98.39 |
99.72 |
|
| S4 |
96.78 |
97.40 |
99.45 |
|
|
| 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 |
100.92 |
99.14 |
1.78 |
1.8% |
0.93 |
0.9% |
48% |
False |
True |
19,222 |
| 10 |
101.35 |
99.14 |
2.21 |
2.2% |
0.86 |
0.9% |
38% |
False |
True |
18,808 |
| 20 |
101.35 |
96.36 |
4.99 |
5.0% |
0.88 |
0.9% |
73% |
False |
False |
18,264 |
| 40 |
101.35 |
95.59 |
5.76 |
5.8% |
0.89 |
0.9% |
76% |
False |
False |
14,647 |
| 60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.91 |
0.9% |
82% |
False |
False |
12,114 |
| 80 |
101.35 |
93.72 |
7.63 |
7.6% |
0.88 |
0.9% |
82% |
False |
False |
10,487 |
| 100 |
101.35 |
88.69 |
12.66 |
12.7% |
0.83 |
0.8% |
89% |
False |
False |
8,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.34 |
|
2.618 |
102.72 |
|
1.618 |
101.73 |
|
1.000 |
101.12 |
|
0.618 |
100.74 |
|
HIGH |
100.13 |
|
0.618 |
99.75 |
|
0.500 |
99.64 |
|
0.382 |
99.52 |
|
LOW |
99.14 |
|
0.618 |
98.53 |
|
1.000 |
98.15 |
|
1.618 |
97.54 |
|
2.618 |
96.55 |
|
4.250 |
94.93 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.87 |
100.03 |
| PP |
99.75 |
100.02 |
| S1 |
99.64 |
100.00 |
|