NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.27 |
100.12 |
-0.15 |
-0.1% |
99.96 |
High |
101.18 |
100.93 |
-0.25 |
-0.2% |
101.18 |
Low |
99.71 |
99.93 |
0.22 |
0.2% |
98.91 |
Close |
99.99 |
100.59 |
0.60 |
0.6% |
99.99 |
Range |
1.47 |
1.00 |
-0.47 |
-32.0% |
2.27 |
ATR |
1.34 |
1.31 |
-0.02 |
-1.8% |
0.00 |
Volume |
271,341 |
211,648 |
-59,693 |
-22.0% |
1,256,427 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.48 |
103.04 |
101.14 |
|
R3 |
102.48 |
102.04 |
100.87 |
|
R2 |
101.48 |
101.48 |
100.77 |
|
R1 |
101.04 |
101.04 |
100.68 |
101.26 |
PP |
100.48 |
100.48 |
100.48 |
100.60 |
S1 |
100.04 |
100.04 |
100.50 |
100.26 |
S2 |
99.48 |
99.48 |
100.41 |
|
S3 |
98.48 |
99.04 |
100.32 |
|
S4 |
97.48 |
98.04 |
100.04 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.84 |
105.68 |
101.24 |
|
R3 |
104.57 |
103.41 |
100.61 |
|
R2 |
102.30 |
102.30 |
100.41 |
|
R1 |
101.14 |
101.14 |
100.20 |
101.72 |
PP |
100.03 |
100.03 |
100.03 |
100.32 |
S1 |
98.87 |
98.87 |
99.78 |
99.45 |
S2 |
97.76 |
97.76 |
99.57 |
|
S3 |
95.49 |
96.60 |
99.37 |
|
S4 |
93.22 |
94.33 |
98.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.18 |
99.32 |
1.86 |
1.8% |
1.17 |
1.2% |
68% |
False |
False |
255,614 |
10 |
102.20 |
98.74 |
3.46 |
3.4% |
1.24 |
1.2% |
53% |
False |
False |
241,883 |
20 |
104.10 |
98.74 |
5.36 |
5.3% |
1.26 |
1.3% |
35% |
False |
False |
225,885 |
40 |
104.10 |
96.42 |
7.68 |
7.6% |
1.32 |
1.3% |
54% |
False |
False |
159,312 |
60 |
104.10 |
96.42 |
7.68 |
7.6% |
1.35 |
1.3% |
54% |
False |
False |
127,796 |
80 |
104.10 |
92.57 |
11.53 |
11.5% |
1.32 |
1.3% |
70% |
False |
False |
107,854 |
100 |
104.10 |
90.97 |
13.13 |
13.1% |
1.29 |
1.3% |
73% |
False |
False |
93,368 |
120 |
104.10 |
90.97 |
13.13 |
13.1% |
1.27 |
1.3% |
73% |
False |
False |
83,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.18 |
2.618 |
103.55 |
1.618 |
102.55 |
1.000 |
101.93 |
0.618 |
101.55 |
HIGH |
100.93 |
0.618 |
100.55 |
0.500 |
100.43 |
0.382 |
100.31 |
LOW |
99.93 |
0.618 |
99.31 |
1.000 |
98.93 |
1.618 |
98.31 |
2.618 |
97.31 |
4.250 |
95.68 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.54 |
100.54 |
PP |
100.48 |
100.49 |
S1 |
100.43 |
100.45 |
|