NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.17 |
99.96 |
0.79 |
0.8% |
100.49 |
High |
100.14 |
100.44 |
0.30 |
0.3% |
102.20 |
Low |
99.17 |
98.91 |
-0.26 |
-0.3% |
98.74 |
Close |
99.76 |
99.48 |
-0.28 |
-0.3% |
99.76 |
Range |
0.97 |
1.53 |
0.56 |
57.7% |
3.46 |
ATR |
1.34 |
1.35 |
0.01 |
1.0% |
0.00 |
Volume |
213,631 |
190,002 |
-23,629 |
-11.1% |
1,182,346 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.20 |
103.37 |
100.32 |
|
R3 |
102.67 |
101.84 |
99.90 |
|
R2 |
101.14 |
101.14 |
99.76 |
|
R1 |
100.31 |
100.31 |
99.62 |
99.96 |
PP |
99.61 |
99.61 |
99.61 |
99.44 |
S1 |
98.78 |
98.78 |
99.34 |
98.43 |
S2 |
98.08 |
98.08 |
99.20 |
|
S3 |
96.55 |
97.25 |
99.06 |
|
S4 |
95.02 |
95.72 |
98.64 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.61 |
108.65 |
101.66 |
|
R3 |
107.15 |
105.19 |
100.71 |
|
R2 |
103.69 |
103.69 |
100.39 |
|
R1 |
101.73 |
101.73 |
100.08 |
100.98 |
PP |
100.23 |
100.23 |
100.23 |
99.86 |
S1 |
98.27 |
98.27 |
99.44 |
97.52 |
S2 |
96.77 |
96.77 |
99.13 |
|
S3 |
93.31 |
94.81 |
98.81 |
|
S4 |
89.85 |
91.35 |
97.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.20 |
98.74 |
3.46 |
3.5% |
1.31 |
1.3% |
21% |
False |
False |
228,151 |
10 |
103.65 |
98.74 |
4.91 |
4.9% |
1.33 |
1.3% |
15% |
False |
False |
237,059 |
20 |
104.10 |
98.74 |
5.36 |
5.4% |
1.31 |
1.3% |
14% |
False |
False |
195,655 |
40 |
104.10 |
96.42 |
7.68 |
7.7% |
1.35 |
1.4% |
40% |
False |
False |
138,784 |
60 |
104.10 |
95.39 |
8.71 |
8.8% |
1.36 |
1.4% |
47% |
False |
False |
111,168 |
80 |
104.10 |
90.97 |
13.13 |
13.2% |
1.33 |
1.3% |
65% |
False |
False |
95,240 |
100 |
104.10 |
90.97 |
13.13 |
13.2% |
1.29 |
1.3% |
65% |
False |
False |
82,396 |
120 |
104.10 |
90.97 |
13.13 |
13.2% |
1.28 |
1.3% |
65% |
False |
False |
74,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.94 |
2.618 |
104.45 |
1.618 |
102.92 |
1.000 |
101.97 |
0.618 |
101.39 |
HIGH |
100.44 |
0.618 |
99.86 |
0.500 |
99.68 |
0.382 |
99.49 |
LOW |
98.91 |
0.618 |
97.96 |
1.000 |
97.38 |
1.618 |
96.43 |
2.618 |
94.90 |
4.250 |
92.41 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.68 |
99.59 |
PP |
99.61 |
99.55 |
S1 |
99.55 |
99.52 |
|