NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.95 |
104.14 |
0.19 |
0.2% |
100.05 |
| High |
104.64 |
104.42 |
-0.22 |
-0.2% |
104.65 |
| Low |
103.45 |
103.65 |
0.20 |
0.2% |
100.03 |
| Close |
103.91 |
103.85 |
-0.06 |
-0.1% |
103.82 |
| Range |
1.19 |
0.77 |
-0.42 |
-35.3% |
4.62 |
| ATR |
1.03 |
1.01 |
-0.02 |
-1.8% |
0.00 |
| Volume |
33,770 |
33,383 |
-387 |
-1.1% |
174,936 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.28 |
105.84 |
104.27 |
|
| R3 |
105.51 |
105.07 |
104.06 |
|
| R2 |
104.74 |
104.74 |
103.99 |
|
| R1 |
104.30 |
104.30 |
103.92 |
104.14 |
| PP |
103.97 |
103.97 |
103.97 |
103.89 |
| S1 |
103.53 |
103.53 |
103.78 |
103.37 |
| S2 |
103.20 |
103.20 |
103.71 |
|
| S3 |
102.43 |
102.76 |
103.64 |
|
| S4 |
101.66 |
101.99 |
103.43 |
|
|
| 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 |
101.90 |
2.75 |
2.6% |
1.17 |
1.1% |
71% |
False |
False |
37,863 |
| 10 |
104.65 |
99.14 |
5.51 |
5.3% |
1.06 |
1.0% |
85% |
False |
False |
32,767 |
| 20 |
104.65 |
99.14 |
5.51 |
5.3% |
0.98 |
0.9% |
85% |
False |
False |
25,346 |
| 40 |
104.65 |
95.59 |
9.06 |
8.7% |
0.94 |
0.9% |
91% |
False |
False |
20,189 |
| 60 |
104.65 |
94.61 |
10.04 |
9.7% |
0.94 |
0.9% |
92% |
False |
False |
16,084 |
| 80 |
104.65 |
93.72 |
10.93 |
10.5% |
0.92 |
0.9% |
93% |
False |
False |
13,708 |
| 100 |
104.65 |
90.54 |
14.11 |
13.6% |
0.88 |
0.8% |
94% |
False |
False |
11,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.69 |
|
2.618 |
106.44 |
|
1.618 |
105.67 |
|
1.000 |
105.19 |
|
0.618 |
104.90 |
|
HIGH |
104.42 |
|
0.618 |
104.13 |
|
0.500 |
104.04 |
|
0.382 |
103.94 |
|
LOW |
103.65 |
|
0.618 |
103.17 |
|
1.000 |
102.88 |
|
1.618 |
102.40 |
|
2.618 |
101.63 |
|
4.250 |
100.38 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.04 |
104.05 |
| PP |
103.97 |
103.98 |
| S1 |
103.91 |
103.92 |
|