NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.38 |
99.83 |
0.45 |
0.5% |
100.49 |
High |
100.42 |
100.99 |
0.57 |
0.6% |
102.20 |
Low |
99.32 |
99.78 |
0.46 |
0.5% |
98.74 |
Close |
99.50 |
100.77 |
1.27 |
1.3% |
99.76 |
Range |
1.10 |
1.21 |
0.11 |
10.0% |
3.46 |
ATR |
1.34 |
1.35 |
0.01 |
0.8% |
0.00 |
Volume |
251,208 |
291,271 |
40,063 |
15.9% |
1,182,346 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.14 |
103.67 |
101.44 |
|
R3 |
102.93 |
102.46 |
101.10 |
|
R2 |
101.72 |
101.72 |
100.99 |
|
R1 |
101.25 |
101.25 |
100.88 |
101.49 |
PP |
100.51 |
100.51 |
100.51 |
100.63 |
S1 |
100.04 |
100.04 |
100.66 |
100.28 |
S2 |
99.30 |
99.30 |
100.55 |
|
S3 |
98.09 |
98.83 |
100.44 |
|
S4 |
96.88 |
97.62 |
100.10 |
|
|
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 |
100.99 |
98.74 |
2.25 |
2.2% |
1.19 |
1.2% |
90% |
True |
False |
236,313 |
10 |
102.35 |
98.74 |
3.61 |
3.6% |
1.26 |
1.2% |
56% |
False |
False |
233,870 |
20 |
104.10 |
98.74 |
5.36 |
5.3% |
1.26 |
1.2% |
38% |
False |
False |
212,437 |
40 |
104.10 |
96.42 |
7.68 |
7.6% |
1.32 |
1.3% |
57% |
False |
False |
149,123 |
60 |
104.10 |
96.42 |
7.68 |
7.6% |
1.34 |
1.3% |
57% |
False |
False |
118,516 |
80 |
104.10 |
91.00 |
13.10 |
13.0% |
1.33 |
1.3% |
75% |
False |
False |
100,583 |
100 |
104.10 |
90.97 |
13.13 |
13.0% |
1.29 |
1.3% |
75% |
False |
False |
87,011 |
120 |
104.10 |
90.97 |
13.13 |
13.0% |
1.27 |
1.3% |
75% |
False |
False |
78,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.13 |
2.618 |
104.16 |
1.618 |
102.95 |
1.000 |
102.20 |
0.618 |
101.74 |
HIGH |
100.99 |
0.618 |
100.53 |
0.500 |
100.39 |
0.382 |
100.24 |
LOW |
99.78 |
0.618 |
99.03 |
1.000 |
98.57 |
1.618 |
97.82 |
2.618 |
96.61 |
4.250 |
94.64 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.64 |
100.50 |
PP |
100.51 |
100.22 |
S1 |
100.39 |
99.95 |
|