NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.63 |
101.91 |
1.28 |
1.3% |
99.96 |
High |
102.05 |
102.65 |
0.60 |
0.6% |
101.18 |
Low |
100.36 |
101.83 |
1.47 |
1.5% |
98.91 |
Close |
101.70 |
102.37 |
0.67 |
0.7% |
99.99 |
Range |
1.69 |
0.82 |
-0.87 |
-51.5% |
2.27 |
ATR |
1.34 |
1.31 |
-0.03 |
-2.1% |
0.00 |
Volume |
253,588 |
234,477 |
-19,111 |
-7.5% |
1,256,427 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.74 |
104.38 |
102.82 |
|
R3 |
103.92 |
103.56 |
102.60 |
|
R2 |
103.10 |
103.10 |
102.52 |
|
R1 |
102.74 |
102.74 |
102.45 |
102.92 |
PP |
102.28 |
102.28 |
102.28 |
102.38 |
S1 |
101.92 |
101.92 |
102.29 |
102.10 |
S2 |
101.46 |
101.46 |
102.22 |
|
S3 |
100.64 |
101.10 |
102.14 |
|
S4 |
99.82 |
100.28 |
101.92 |
|
|
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 |
102.65 |
99.71 |
2.94 |
2.9% |
1.21 |
1.2% |
90% |
True |
False |
244,731 |
10 |
102.65 |
98.74 |
3.91 |
3.8% |
1.20 |
1.2% |
93% |
True |
False |
240,522 |
20 |
104.10 |
98.74 |
5.36 |
5.2% |
1.27 |
1.2% |
68% |
False |
False |
235,247 |
40 |
104.10 |
97.26 |
6.84 |
6.7% |
1.29 |
1.3% |
75% |
False |
False |
168,287 |
60 |
104.10 |
96.42 |
7.68 |
7.5% |
1.35 |
1.3% |
77% |
False |
False |
134,473 |
80 |
104.10 |
92.68 |
11.42 |
11.2% |
1.33 |
1.3% |
85% |
False |
False |
112,878 |
100 |
104.10 |
90.97 |
13.13 |
12.8% |
1.30 |
1.3% |
87% |
False |
False |
97,817 |
120 |
104.10 |
90.97 |
13.13 |
12.8% |
1.27 |
1.2% |
87% |
False |
False |
87,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.14 |
2.618 |
104.80 |
1.618 |
103.98 |
1.000 |
103.47 |
0.618 |
103.16 |
HIGH |
102.65 |
0.618 |
102.34 |
0.500 |
102.24 |
0.382 |
102.14 |
LOW |
101.83 |
0.618 |
101.32 |
1.000 |
101.01 |
1.618 |
100.50 |
2.618 |
99.68 |
4.250 |
98.35 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.33 |
102.01 |
PP |
102.28 |
101.65 |
S1 |
102.24 |
101.29 |
|