NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.91 |
102.03 |
0.12 |
0.1% |
99.96 |
High |
102.65 |
102.26 |
-0.39 |
-0.4% |
101.18 |
Low |
101.83 |
101.27 |
-0.56 |
-0.5% |
98.91 |
Close |
102.37 |
101.50 |
-0.87 |
-0.8% |
99.99 |
Range |
0.82 |
0.99 |
0.17 |
20.7% |
2.27 |
ATR |
1.31 |
1.30 |
-0.02 |
-1.2% |
0.00 |
Volume |
234,477 |
276,060 |
41,583 |
17.7% |
1,256,427 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.65 |
104.06 |
102.04 |
|
R3 |
103.66 |
103.07 |
101.77 |
|
R2 |
102.67 |
102.67 |
101.68 |
|
R1 |
102.08 |
102.08 |
101.59 |
101.88 |
PP |
101.68 |
101.68 |
101.68 |
101.58 |
S1 |
101.09 |
101.09 |
101.41 |
100.89 |
S2 |
100.69 |
100.69 |
101.32 |
|
S3 |
99.70 |
100.10 |
101.23 |
|
S4 |
98.71 |
99.11 |
100.96 |
|
|
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% |
1.19 |
1.2% |
61% |
False |
False |
249,422 |
10 |
102.65 |
98.91 |
3.74 |
3.7% |
1.18 |
1.2% |
69% |
False |
False |
244,583 |
20 |
103.92 |
98.74 |
5.18 |
5.1% |
1.23 |
1.2% |
53% |
False |
False |
239,039 |
40 |
104.10 |
97.26 |
6.84 |
6.7% |
1.30 |
1.3% |
62% |
False |
False |
172,720 |
60 |
104.10 |
96.42 |
7.68 |
7.6% |
1.35 |
1.3% |
66% |
False |
False |
138,033 |
80 |
104.10 |
93.67 |
10.43 |
10.3% |
1.32 |
1.3% |
75% |
False |
False |
115,908 |
100 |
104.10 |
90.97 |
13.13 |
12.9% |
1.30 |
1.3% |
80% |
False |
False |
100,217 |
120 |
104.10 |
90.97 |
13.13 |
12.9% |
1.27 |
1.3% |
80% |
False |
False |
89,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.47 |
2.618 |
104.85 |
1.618 |
103.86 |
1.000 |
103.25 |
0.618 |
102.87 |
HIGH |
102.26 |
0.618 |
101.88 |
0.500 |
101.77 |
0.382 |
101.65 |
LOW |
101.27 |
0.618 |
100.66 |
1.000 |
100.28 |
1.618 |
99.67 |
2.618 |
98.68 |
4.250 |
97.06 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.77 |
101.51 |
PP |
101.68 |
101.50 |
S1 |
101.59 |
101.50 |
|