NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.33 |
103.50 |
1.17 |
1.1% |
101.50 |
| High |
102.88 |
103.50 |
0.62 |
0.6% |
102.88 |
| Low |
102.20 |
102.12 |
-0.08 |
-0.1% |
101.24 |
| Close |
102.86 |
102.42 |
-0.44 |
-0.4% |
102.86 |
| Range |
0.68 |
1.38 |
0.70 |
102.9% |
1.64 |
| ATR |
0.96 |
0.99 |
0.03 |
3.1% |
0.00 |
| Volume |
83,967 |
51,854 |
-32,113 |
-38.2% |
357,702 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.82 |
106.00 |
103.18 |
|
| R3 |
105.44 |
104.62 |
102.80 |
|
| R2 |
104.06 |
104.06 |
102.67 |
|
| R1 |
103.24 |
103.24 |
102.55 |
102.96 |
| PP |
102.68 |
102.68 |
102.68 |
102.54 |
| S1 |
101.86 |
101.86 |
102.29 |
101.58 |
| S2 |
101.30 |
101.30 |
102.17 |
|
| S3 |
99.92 |
100.48 |
102.04 |
|
| S4 |
98.54 |
99.10 |
101.66 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.25 |
106.69 |
103.76 |
|
| R3 |
105.61 |
105.05 |
103.31 |
|
| R2 |
103.97 |
103.97 |
103.16 |
|
| R1 |
103.41 |
103.41 |
103.01 |
103.69 |
| PP |
102.33 |
102.33 |
102.33 |
102.47 |
| S1 |
101.77 |
101.77 |
102.71 |
102.05 |
| S2 |
100.69 |
100.69 |
102.56 |
|
| S3 |
99.05 |
100.13 |
102.41 |
|
| S4 |
97.41 |
98.49 |
101.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.50 |
101.24 |
2.26 |
2.2% |
0.97 |
0.9% |
52% |
True |
False |
67,023 |
| 10 |
103.50 |
99.02 |
4.48 |
4.4% |
1.03 |
1.0% |
76% |
True |
False |
68,927 |
| 20 |
103.50 |
97.38 |
6.12 |
6.0% |
0.99 |
1.0% |
82% |
True |
False |
53,496 |
| 40 |
103.50 |
93.98 |
9.52 |
9.3% |
0.96 |
0.9% |
89% |
True |
False |
47,424 |
| 60 |
103.50 |
93.05 |
10.45 |
10.2% |
0.97 |
0.9% |
90% |
True |
False |
45,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.37 |
|
2.618 |
107.11 |
|
1.618 |
105.73 |
|
1.000 |
104.88 |
|
0.618 |
104.35 |
|
HIGH |
103.50 |
|
0.618 |
102.97 |
|
0.500 |
102.81 |
|
0.382 |
102.65 |
|
LOW |
102.12 |
|
0.618 |
101.27 |
|
1.000 |
100.74 |
|
1.618 |
99.89 |
|
2.618 |
98.51 |
|
4.250 |
96.26 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.81 |
102.60 |
| PP |
102.68 |
102.54 |
| S1 |
102.55 |
102.48 |
|