NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.90 |
103.84 |
-0.06 |
-0.1% |
100.05 |
| High |
104.65 |
104.35 |
-0.30 |
-0.3% |
104.65 |
| Low |
103.48 |
103.78 |
0.30 |
0.3% |
100.03 |
| Close |
103.82 |
104.16 |
0.34 |
0.3% |
103.82 |
| Range |
1.17 |
0.57 |
-0.60 |
-51.3% |
4.62 |
| ATR |
1.05 |
1.02 |
-0.03 |
-3.3% |
0.00 |
| Volume |
53,244 |
39,979 |
-13,265 |
-24.9% |
174,936 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.81 |
105.55 |
104.47 |
|
| R3 |
105.24 |
104.98 |
104.32 |
|
| R2 |
104.67 |
104.67 |
104.26 |
|
| R1 |
104.41 |
104.41 |
104.21 |
104.54 |
| PP |
104.10 |
104.10 |
104.10 |
104.16 |
| S1 |
103.84 |
103.84 |
104.11 |
103.97 |
| S2 |
103.53 |
103.53 |
104.06 |
|
| S3 |
102.96 |
103.27 |
104.00 |
|
| S4 |
102.39 |
102.70 |
103.85 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.69 |
114.88 |
106.36 |
|
| R3 |
112.07 |
110.26 |
105.09 |
|
| R2 |
107.45 |
107.45 |
104.67 |
|
| R1 |
105.64 |
105.64 |
104.24 |
106.55 |
| PP |
102.83 |
102.83 |
102.83 |
103.29 |
| S1 |
101.02 |
101.02 |
103.40 |
101.93 |
| S2 |
98.21 |
98.21 |
102.97 |
|
| S3 |
93.59 |
96.40 |
102.55 |
|
| S4 |
88.97 |
91.78 |
101.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.65 |
101.03 |
3.62 |
3.5% |
1.07 |
1.0% |
86% |
False |
False |
39,190 |
| 10 |
104.65 |
99.14 |
5.51 |
5.3% |
1.03 |
1.0% |
91% |
False |
False |
29,606 |
| 20 |
104.65 |
98.84 |
5.81 |
5.6% |
0.97 |
0.9% |
92% |
False |
False |
23,691 |
| 40 |
104.65 |
95.59 |
9.06 |
8.7% |
0.94 |
0.9% |
95% |
False |
False |
18,798 |
| 60 |
104.65 |
94.08 |
10.57 |
10.1% |
0.95 |
0.9% |
95% |
False |
False |
15,206 |
| 80 |
104.65 |
93.72 |
10.93 |
10.5% |
0.92 |
0.9% |
96% |
False |
False |
13,008 |
| 100 |
104.65 |
90.54 |
14.11 |
13.5% |
0.87 |
0.8% |
97% |
False |
False |
11,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.77 |
|
2.618 |
105.84 |
|
1.618 |
105.27 |
|
1.000 |
104.92 |
|
0.618 |
104.70 |
|
HIGH |
104.35 |
|
0.618 |
104.13 |
|
0.500 |
104.07 |
|
0.382 |
104.00 |
|
LOW |
103.78 |
|
0.618 |
103.43 |
|
1.000 |
103.21 |
|
1.618 |
102.86 |
|
2.618 |
102.29 |
|
4.250 |
101.36 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.13 |
103.87 |
| PP |
104.10 |
103.57 |
| S1 |
104.07 |
103.28 |
|