NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
104.20 |
104.51 |
0.31 |
0.3% |
103.84 |
| High |
104.68 |
105.52 |
0.84 |
0.8% |
104.92 |
| Low |
103.48 |
103.88 |
0.40 |
0.4% |
103.45 |
| Close |
104.35 |
104.73 |
0.38 |
0.4% |
104.90 |
| Range |
1.20 |
1.64 |
0.44 |
36.7% |
1.47 |
| ATR |
1.05 |
1.09 |
0.04 |
4.1% |
0.00 |
| Volume |
25,542 |
31,561 |
6,019 |
23.6% |
193,991 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.63 |
108.82 |
105.63 |
|
| R3 |
107.99 |
107.18 |
105.18 |
|
| R2 |
106.35 |
106.35 |
105.03 |
|
| R1 |
105.54 |
105.54 |
104.88 |
105.95 |
| PP |
104.71 |
104.71 |
104.71 |
104.91 |
| S1 |
103.90 |
103.90 |
104.58 |
104.31 |
| S2 |
103.07 |
103.07 |
104.43 |
|
| S3 |
101.43 |
102.26 |
104.28 |
|
| S4 |
99.79 |
100.62 |
103.83 |
|
|
| 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% |
1.23 |
1.2% |
60% |
False |
False |
36,064 |
| 10 |
105.55 |
101.90 |
3.65 |
3.5% |
1.20 |
1.1% |
78% |
False |
False |
36,963 |
| 20 |
105.55 |
99.14 |
6.41 |
6.1% |
1.06 |
1.0% |
87% |
False |
False |
29,775 |
| 40 |
105.55 |
95.59 |
9.96 |
9.5% |
0.98 |
0.9% |
92% |
False |
False |
22,946 |
| 60 |
105.55 |
94.61 |
10.94 |
10.4% |
0.98 |
0.9% |
93% |
False |
False |
18,559 |
| 80 |
105.55 |
93.72 |
11.83 |
11.3% |
0.95 |
0.9% |
93% |
False |
False |
15,714 |
| 100 |
105.55 |
90.54 |
15.01 |
14.3% |
0.91 |
0.9% |
95% |
False |
False |
13,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.49 |
|
2.618 |
109.81 |
|
1.618 |
108.17 |
|
1.000 |
107.16 |
|
0.618 |
106.53 |
|
HIGH |
105.52 |
|
0.618 |
104.89 |
|
0.500 |
104.70 |
|
0.382 |
104.51 |
|
LOW |
103.88 |
|
0.618 |
102.87 |
|
1.000 |
102.24 |
|
1.618 |
101.23 |
|
2.618 |
99.59 |
|
4.250 |
96.91 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.72 |
104.66 |
| PP |
104.71 |
104.59 |
| S1 |
104.70 |
104.52 |
|