NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.83 |
100.82 |
0.99 |
1.0% |
100.49 |
High |
100.99 |
100.93 |
-0.06 |
-0.1% |
102.20 |
Low |
99.78 |
99.87 |
0.09 |
0.1% |
98.74 |
Close |
100.77 |
100.26 |
-0.51 |
-0.5% |
99.76 |
Range |
1.21 |
1.06 |
-0.15 |
-12.4% |
3.46 |
ATR |
1.35 |
1.33 |
-0.02 |
-1.5% |
0.00 |
Volume |
291,271 |
252,605 |
-38,666 |
-13.3% |
1,182,346 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.53 |
102.96 |
100.84 |
|
R3 |
102.47 |
101.90 |
100.55 |
|
R2 |
101.41 |
101.41 |
100.45 |
|
R1 |
100.84 |
100.84 |
100.36 |
100.60 |
PP |
100.35 |
100.35 |
100.35 |
100.23 |
S1 |
99.78 |
99.78 |
100.16 |
99.54 |
S2 |
99.29 |
99.29 |
100.07 |
|
S3 |
98.23 |
98.72 |
99.97 |
|
S4 |
97.17 |
97.66 |
99.68 |
|
|
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 |
98.91 |
2.08 |
2.1% |
1.17 |
1.2% |
65% |
False |
False |
239,743 |
10 |
102.20 |
98.74 |
3.46 |
3.5% |
1.27 |
1.3% |
44% |
False |
False |
238,903 |
20 |
104.10 |
98.74 |
5.36 |
5.3% |
1.23 |
1.2% |
28% |
False |
False |
215,680 |
40 |
104.10 |
96.42 |
7.68 |
7.7% |
1.30 |
1.3% |
50% |
False |
False |
153,264 |
60 |
104.10 |
96.42 |
7.68 |
7.7% |
1.35 |
1.3% |
50% |
False |
False |
121,734 |
80 |
104.10 |
91.17 |
12.93 |
12.9% |
1.33 |
1.3% |
70% |
False |
False |
103,059 |
100 |
104.10 |
90.97 |
13.13 |
13.1% |
1.29 |
1.3% |
71% |
False |
False |
89,130 |
120 |
104.10 |
90.97 |
13.13 |
13.1% |
1.27 |
1.3% |
71% |
False |
False |
80,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.44 |
2.618 |
103.71 |
1.618 |
102.65 |
1.000 |
101.99 |
0.618 |
101.59 |
HIGH |
100.93 |
0.618 |
100.53 |
0.500 |
100.40 |
0.382 |
100.27 |
LOW |
99.87 |
0.618 |
99.21 |
1.000 |
98.81 |
1.618 |
98.15 |
2.618 |
97.09 |
4.250 |
95.37 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.40 |
100.23 |
PP |
100.35 |
100.19 |
S1 |
100.31 |
100.16 |
|