NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.12 |
100.63 |
0.51 |
0.5% |
99.96 |
High |
100.93 |
102.05 |
1.12 |
1.1% |
101.18 |
Low |
99.93 |
100.36 |
0.43 |
0.4% |
98.91 |
Close |
100.59 |
101.70 |
1.11 |
1.1% |
99.99 |
Range |
1.00 |
1.69 |
0.69 |
69.0% |
2.27 |
ATR |
1.31 |
1.34 |
0.03 |
2.1% |
0.00 |
Volume |
211,648 |
253,588 |
41,940 |
19.8% |
1,256,427 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.44 |
105.76 |
102.63 |
|
R3 |
104.75 |
104.07 |
102.16 |
|
R2 |
103.06 |
103.06 |
102.01 |
|
R1 |
102.38 |
102.38 |
101.85 |
102.72 |
PP |
101.37 |
101.37 |
101.37 |
101.54 |
S1 |
100.69 |
100.69 |
101.55 |
101.03 |
S2 |
99.68 |
99.68 |
101.39 |
|
S3 |
97.99 |
99.00 |
101.24 |
|
S4 |
96.30 |
97.31 |
100.77 |
|
|
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 |
102.05 |
99.71 |
2.34 |
2.3% |
1.29 |
1.3% |
85% |
True |
False |
256,090 |
10 |
102.05 |
98.74 |
3.31 |
3.3% |
1.26 |
1.2% |
89% |
True |
False |
245,372 |
20 |
104.10 |
98.74 |
5.36 |
5.3% |
1.28 |
1.3% |
55% |
False |
False |
230,463 |
40 |
104.10 |
96.65 |
7.45 |
7.3% |
1.31 |
1.3% |
68% |
False |
False |
163,976 |
60 |
104.10 |
96.42 |
7.68 |
7.6% |
1.36 |
1.3% |
69% |
False |
False |
131,258 |
80 |
104.10 |
92.68 |
11.42 |
11.2% |
1.33 |
1.3% |
79% |
False |
False |
110,404 |
100 |
104.10 |
90.97 |
13.13 |
12.9% |
1.30 |
1.3% |
82% |
False |
False |
95,714 |
120 |
104.10 |
90.97 |
13.13 |
12.9% |
1.27 |
1.3% |
82% |
False |
False |
85,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.23 |
2.618 |
106.47 |
1.618 |
104.78 |
1.000 |
103.74 |
0.618 |
103.09 |
HIGH |
102.05 |
0.618 |
101.40 |
0.500 |
101.21 |
0.382 |
101.01 |
LOW |
100.36 |
0.618 |
99.32 |
1.000 |
98.67 |
1.618 |
97.63 |
2.618 |
95.94 |
4.250 |
93.18 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.54 |
101.43 |
PP |
101.37 |
101.15 |
S1 |
101.21 |
100.88 |
|