NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.20 |
104.20 |
-1.00 |
-1.0% |
103.84 |
| High |
105.55 |
104.68 |
-0.87 |
-0.8% |
104.92 |
| Low |
104.12 |
103.48 |
-0.64 |
-0.6% |
103.45 |
| Close |
104.38 |
104.35 |
-0.03 |
0.0% |
104.90 |
| Range |
1.43 |
1.20 |
-0.23 |
-16.1% |
1.47 |
| ATR |
1.03 |
1.05 |
0.01 |
1.2% |
0.00 |
| Volume |
36,360 |
25,542 |
-10,818 |
-29.8% |
193,991 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.77 |
107.26 |
105.01 |
|
| R3 |
106.57 |
106.06 |
104.68 |
|
| R2 |
105.37 |
105.37 |
104.57 |
|
| R1 |
104.86 |
104.86 |
104.46 |
105.12 |
| PP |
104.17 |
104.17 |
104.17 |
104.30 |
| S1 |
103.66 |
103.66 |
104.24 |
103.92 |
| S2 |
102.97 |
102.97 |
104.13 |
|
| S3 |
101.77 |
102.46 |
104.02 |
|
| S4 |
100.57 |
101.26 |
103.69 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.83 |
108.34 |
105.71 |
|
| R3 |
107.36 |
106.87 |
105.30 |
|
| R2 |
105.89 |
105.89 |
105.17 |
|
| R1 |
105.40 |
105.40 |
105.03 |
105.65 |
| PP |
104.42 |
104.42 |
104.42 |
104.55 |
| S1 |
103.93 |
103.93 |
104.77 |
104.18 |
| S2 |
102.95 |
102.95 |
104.63 |
|
| S3 |
101.48 |
102.46 |
104.50 |
|
| S4 |
100.01 |
100.99 |
104.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.55 |
103.48 |
2.07 |
2.0% |
1.06 |
1.0% |
42% |
False |
True |
36,428 |
| 10 |
105.55 |
101.46 |
4.09 |
3.9% |
1.08 |
1.0% |
71% |
False |
False |
37,317 |
| 20 |
105.55 |
99.14 |
6.41 |
6.1% |
1.05 |
1.0% |
81% |
False |
False |
28,767 |
| 40 |
105.55 |
95.59 |
9.96 |
9.5% |
0.96 |
0.9% |
88% |
False |
False |
22,471 |
| 60 |
105.55 |
94.61 |
10.94 |
10.5% |
0.96 |
0.9% |
89% |
False |
False |
18,153 |
| 80 |
105.55 |
93.72 |
11.83 |
11.3% |
0.95 |
0.9% |
90% |
False |
False |
15,364 |
| 100 |
105.55 |
90.54 |
15.01 |
14.4% |
0.90 |
0.9% |
92% |
False |
False |
13,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.78 |
|
2.618 |
107.82 |
|
1.618 |
106.62 |
|
1.000 |
105.88 |
|
0.618 |
105.42 |
|
HIGH |
104.68 |
|
0.618 |
104.22 |
|
0.500 |
104.08 |
|
0.382 |
103.94 |
|
LOW |
103.48 |
|
0.618 |
102.74 |
|
1.000 |
102.28 |
|
1.618 |
101.54 |
|
2.618 |
100.34 |
|
4.250 |
98.38 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.26 |
104.52 |
| PP |
104.17 |
104.46 |
| S1 |
104.08 |
104.41 |
|