NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
104.51 |
104.93 |
0.42 |
0.4% |
103.84 |
| High |
105.52 |
104.93 |
-0.59 |
-0.6% |
104.92 |
| Low |
103.88 |
103.39 |
-0.49 |
-0.5% |
103.45 |
| Close |
104.73 |
104.17 |
-0.56 |
-0.5% |
104.90 |
| Range |
1.64 |
1.54 |
-0.10 |
-6.1% |
1.47 |
| ATR |
1.09 |
1.12 |
0.03 |
3.0% |
0.00 |
| Volume |
31,561 |
48,064 |
16,503 |
52.3% |
193,991 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.78 |
108.02 |
105.02 |
|
| R3 |
107.24 |
106.48 |
104.59 |
|
| R2 |
105.70 |
105.70 |
104.45 |
|
| R1 |
104.94 |
104.94 |
104.31 |
104.55 |
| PP |
104.16 |
104.16 |
104.16 |
103.97 |
| S1 |
103.40 |
103.40 |
104.03 |
103.01 |
| S2 |
102.62 |
102.62 |
103.89 |
|
| S3 |
101.08 |
101.86 |
103.75 |
|
| S4 |
99.54 |
100.32 |
103.32 |
|
|
| 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 |
103.39 |
2.16 |
2.1% |
1.33 |
1.3% |
36% |
False |
True |
37,089 |
| 10 |
105.55 |
103.39 |
2.16 |
2.1% |
1.14 |
1.1% |
36% |
False |
True |
38,876 |
| 20 |
105.55 |
99.14 |
6.41 |
6.2% |
1.10 |
1.1% |
78% |
False |
False |
31,257 |
| 40 |
105.55 |
95.59 |
9.96 |
9.6% |
0.99 |
0.9% |
86% |
False |
False |
23,900 |
| 60 |
105.55 |
94.61 |
10.94 |
10.5% |
0.97 |
0.9% |
87% |
False |
False |
19,265 |
| 80 |
105.55 |
93.72 |
11.83 |
11.4% |
0.96 |
0.9% |
88% |
False |
False |
16,146 |
| 100 |
105.55 |
90.83 |
14.72 |
14.1% |
0.92 |
0.9% |
91% |
False |
False |
13,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.48 |
|
2.618 |
108.96 |
|
1.618 |
107.42 |
|
1.000 |
106.47 |
|
0.618 |
105.88 |
|
HIGH |
104.93 |
|
0.618 |
104.34 |
|
0.500 |
104.16 |
|
0.382 |
103.98 |
|
LOW |
103.39 |
|
0.618 |
102.44 |
|
1.000 |
101.85 |
|
1.618 |
100.90 |
|
2.618 |
99.36 |
|
4.250 |
96.85 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.17 |
104.46 |
| PP |
104.16 |
104.36 |
| S1 |
104.16 |
104.27 |
|