NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.84 |
103.95 |
0.11 |
0.1% |
100.05 |
| High |
104.35 |
104.64 |
0.29 |
0.3% |
104.65 |
| Low |
103.78 |
103.45 |
-0.33 |
-0.3% |
100.03 |
| Close |
104.16 |
103.91 |
-0.25 |
-0.2% |
103.82 |
| Range |
0.57 |
1.19 |
0.62 |
108.8% |
4.62 |
| ATR |
1.02 |
1.03 |
0.01 |
1.2% |
0.00 |
| Volume |
39,979 |
33,770 |
-6,209 |
-15.5% |
174,936 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.57 |
106.93 |
104.56 |
|
| R3 |
106.38 |
105.74 |
104.24 |
|
| R2 |
105.19 |
105.19 |
104.13 |
|
| R1 |
104.55 |
104.55 |
104.02 |
104.28 |
| PP |
104.00 |
104.00 |
104.00 |
103.86 |
| S1 |
103.36 |
103.36 |
103.80 |
103.09 |
| S2 |
102.81 |
102.81 |
103.69 |
|
| S3 |
101.62 |
102.17 |
103.58 |
|
| S4 |
100.43 |
100.98 |
103.26 |
|
|
| 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 |
101.46 |
3.19 |
3.1% |
1.11 |
1.1% |
77% |
False |
False |
38,206 |
| 10 |
104.65 |
99.14 |
5.51 |
5.3% |
1.09 |
1.0% |
87% |
False |
False |
31,284 |
| 20 |
104.65 |
98.86 |
5.79 |
5.6% |
0.99 |
1.0% |
87% |
False |
False |
24,606 |
| 40 |
104.65 |
95.59 |
9.06 |
8.7% |
0.96 |
0.9% |
92% |
False |
False |
19,496 |
| 60 |
104.65 |
94.61 |
10.04 |
9.7% |
0.94 |
0.9% |
93% |
False |
False |
15,660 |
| 80 |
104.65 |
93.72 |
10.93 |
10.5% |
0.93 |
0.9% |
93% |
False |
False |
13,355 |
| 100 |
104.65 |
90.54 |
14.11 |
13.6% |
0.88 |
0.8% |
95% |
False |
False |
11,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.70 |
|
2.618 |
107.76 |
|
1.618 |
106.57 |
|
1.000 |
105.83 |
|
0.618 |
105.38 |
|
HIGH |
104.64 |
|
0.618 |
104.19 |
|
0.500 |
104.05 |
|
0.382 |
103.90 |
|
LOW |
103.45 |
|
0.618 |
102.71 |
|
1.000 |
102.26 |
|
1.618 |
101.52 |
|
2.618 |
100.33 |
|
4.250 |
98.39 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.05 |
104.05 |
| PP |
104.00 |
104.00 |
| S1 |
103.96 |
103.96 |
|