NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
104.93 |
103.94 |
-0.99 |
-0.9% |
105.20 |
| High |
104.93 |
104.50 |
-0.43 |
-0.4% |
105.55 |
| Low |
103.39 |
103.79 |
0.40 |
0.4% |
103.39 |
| Close |
104.17 |
104.14 |
-0.03 |
0.0% |
104.14 |
| Range |
1.54 |
0.71 |
-0.83 |
-53.9% |
2.16 |
| ATR |
1.12 |
1.09 |
-0.03 |
-2.6% |
0.00 |
| Volume |
48,064 |
29,484 |
-18,580 |
-38.7% |
171,011 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.27 |
105.92 |
104.53 |
|
| R3 |
105.56 |
105.21 |
104.34 |
|
| R2 |
104.85 |
104.85 |
104.27 |
|
| R1 |
104.50 |
104.50 |
104.21 |
104.68 |
| PP |
104.14 |
104.14 |
104.14 |
104.23 |
| S1 |
103.79 |
103.79 |
104.07 |
103.97 |
| S2 |
103.43 |
103.43 |
104.01 |
|
| S3 |
102.72 |
103.08 |
103.94 |
|
| S4 |
102.01 |
102.37 |
103.75 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.84 |
109.65 |
105.33 |
|
| R3 |
108.68 |
107.49 |
104.73 |
|
| R2 |
106.52 |
106.52 |
104.54 |
|
| R1 |
105.33 |
105.33 |
104.34 |
104.85 |
| PP |
104.36 |
104.36 |
104.36 |
104.12 |
| S1 |
103.17 |
103.17 |
103.94 |
102.69 |
| S2 |
102.20 |
102.20 |
103.74 |
|
| S3 |
100.04 |
101.01 |
103.55 |
|
| S4 |
97.88 |
98.85 |
102.95 |
|
|
| 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% |
1.30 |
1.3% |
35% |
False |
False |
34,202 |
| 10 |
105.55 |
103.39 |
2.16 |
2.1% |
1.10 |
1.1% |
35% |
False |
False |
36,500 |
| 20 |
105.55 |
99.14 |
6.41 |
6.2% |
1.08 |
1.0% |
78% |
False |
False |
31,903 |
| 40 |
105.55 |
95.59 |
9.96 |
9.6% |
0.98 |
0.9% |
86% |
False |
False |
24,275 |
| 60 |
105.55 |
94.94 |
10.61 |
10.2% |
0.97 |
0.9% |
87% |
False |
False |
19,616 |
| 80 |
105.55 |
93.72 |
11.83 |
11.4% |
0.95 |
0.9% |
88% |
False |
False |
16,438 |
| 100 |
105.55 |
91.38 |
14.17 |
13.6% |
0.92 |
0.9% |
90% |
False |
False |
14,097 |
| 120 |
105.55 |
88.69 |
16.86 |
16.2% |
0.87 |
0.8% |
92% |
False |
False |
12,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.52 |
|
2.618 |
106.36 |
|
1.618 |
105.65 |
|
1.000 |
105.21 |
|
0.618 |
104.94 |
|
HIGH |
104.50 |
|
0.618 |
104.23 |
|
0.500 |
104.15 |
|
0.382 |
104.06 |
|
LOW |
103.79 |
|
0.618 |
103.35 |
|
1.000 |
103.08 |
|
1.618 |
102.64 |
|
2.618 |
101.93 |
|
4.250 |
100.77 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.15 |
104.46 |
| PP |
104.14 |
104.35 |
| S1 |
104.14 |
104.25 |
|