NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.11 |
102.91 |
-0.20 |
-0.2% |
99.08 |
| High |
103.11 |
103.44 |
0.33 |
0.3% |
103.59 |
| Low |
102.60 |
102.39 |
-0.21 |
-0.2% |
99.08 |
| Close |
102.98 |
102.80 |
-0.18 |
-0.2% |
102.60 |
| Range |
0.51 |
1.05 |
0.54 |
105.9% |
4.51 |
| ATR |
0.96 |
0.96 |
0.01 |
0.7% |
0.00 |
| Volume |
27,354 |
21,677 |
-5,677 |
-20.8% |
120,453 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.03 |
105.46 |
103.38 |
|
| R3 |
104.98 |
104.41 |
103.09 |
|
| R2 |
103.93 |
103.93 |
102.99 |
|
| R1 |
103.36 |
103.36 |
102.90 |
103.12 |
| PP |
102.88 |
102.88 |
102.88 |
102.76 |
| S1 |
102.31 |
102.31 |
102.70 |
102.07 |
| S2 |
101.83 |
101.83 |
102.61 |
|
| S3 |
100.78 |
101.26 |
102.51 |
|
| S4 |
99.73 |
100.21 |
102.22 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.29 |
113.45 |
105.08 |
|
| R3 |
110.78 |
108.94 |
103.84 |
|
| R2 |
106.27 |
106.27 |
103.43 |
|
| R1 |
104.43 |
104.43 |
103.01 |
105.35 |
| PP |
101.76 |
101.76 |
101.76 |
102.22 |
| S1 |
99.92 |
99.92 |
102.19 |
100.84 |
| S2 |
97.25 |
97.25 |
101.77 |
|
| S3 |
92.74 |
95.41 |
101.36 |
|
| S4 |
88.23 |
90.90 |
100.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.59 |
100.42 |
3.17 |
3.1% |
1.09 |
1.1% |
75% |
False |
False |
25,671 |
| 10 |
103.59 |
98.25 |
5.34 |
5.2% |
1.03 |
1.0% |
85% |
False |
False |
20,232 |
| 20 |
103.59 |
97.98 |
5.61 |
5.5% |
0.94 |
0.9% |
86% |
False |
False |
15,310 |
| 40 |
103.59 |
94.76 |
8.83 |
8.6% |
0.88 |
0.9% |
91% |
False |
False |
11,738 |
| 60 |
103.59 |
93.88 |
9.71 |
9.4% |
0.84 |
0.8% |
92% |
False |
False |
9,680 |
| 80 |
103.59 |
93.00 |
10.59 |
10.3% |
0.78 |
0.8% |
93% |
False |
False |
8,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.90 |
|
2.618 |
106.19 |
|
1.618 |
105.14 |
|
1.000 |
104.49 |
|
0.618 |
104.09 |
|
HIGH |
103.44 |
|
0.618 |
103.04 |
|
0.500 |
102.92 |
|
0.382 |
102.79 |
|
LOW |
102.39 |
|
0.618 |
101.74 |
|
1.000 |
101.34 |
|
1.618 |
100.69 |
|
2.618 |
99.64 |
|
4.250 |
97.93 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.92 |
102.94 |
| PP |
102.88 |
102.89 |
| S1 |
102.84 |
102.85 |
|