NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.03 |
101.56 |
-0.47 |
-0.5% |
100.12 |
High |
102.26 |
102.23 |
-0.03 |
0.0% |
102.65 |
Low |
101.27 |
101.39 |
0.12 |
0.1% |
99.93 |
Close |
101.50 |
102.02 |
0.52 |
0.5% |
102.02 |
Range |
0.99 |
0.84 |
-0.15 |
-15.2% |
2.72 |
ATR |
1.30 |
1.26 |
-0.03 |
-2.5% |
0.00 |
Volume |
276,060 |
147,896 |
-128,164 |
-46.4% |
1,123,669 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.40 |
104.05 |
102.48 |
|
R3 |
103.56 |
103.21 |
102.25 |
|
R2 |
102.72 |
102.72 |
102.17 |
|
R1 |
102.37 |
102.37 |
102.10 |
102.55 |
PP |
101.88 |
101.88 |
101.88 |
101.97 |
S1 |
101.53 |
101.53 |
101.94 |
101.71 |
S2 |
101.04 |
101.04 |
101.87 |
|
S3 |
100.20 |
100.69 |
101.79 |
|
S4 |
99.36 |
99.85 |
101.56 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.69 |
108.58 |
103.52 |
|
R3 |
106.97 |
105.86 |
102.77 |
|
R2 |
104.25 |
104.25 |
102.52 |
|
R1 |
103.14 |
103.14 |
102.27 |
103.70 |
PP |
101.53 |
101.53 |
101.53 |
101.81 |
S1 |
100.42 |
100.42 |
101.77 |
100.98 |
S2 |
98.81 |
98.81 |
101.52 |
|
S3 |
96.09 |
97.70 |
101.27 |
|
S4 |
93.37 |
94.98 |
100.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.65 |
99.93 |
2.72 |
2.7% |
1.07 |
1.0% |
77% |
False |
False |
224,733 |
10 |
102.65 |
98.91 |
3.74 |
3.7% |
1.17 |
1.1% |
83% |
False |
False |
238,009 |
20 |
103.83 |
98.74 |
5.09 |
5.0% |
1.22 |
1.2% |
64% |
False |
False |
237,357 |
40 |
104.10 |
97.45 |
6.65 |
6.5% |
1.29 |
1.3% |
69% |
False |
False |
173,695 |
60 |
104.10 |
96.42 |
7.68 |
7.5% |
1.35 |
1.3% |
73% |
False |
False |
139,344 |
80 |
104.10 |
93.67 |
10.43 |
10.2% |
1.31 |
1.3% |
80% |
False |
False |
117,327 |
100 |
104.10 |
90.97 |
13.13 |
12.9% |
1.30 |
1.3% |
84% |
False |
False |
101,242 |
120 |
104.10 |
90.97 |
13.13 |
12.9% |
1.27 |
1.2% |
84% |
False |
False |
90,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.80 |
2.618 |
104.43 |
1.618 |
103.59 |
1.000 |
103.07 |
0.618 |
102.75 |
HIGH |
102.23 |
0.618 |
101.91 |
0.500 |
101.81 |
0.382 |
101.71 |
LOW |
101.39 |
0.618 |
100.87 |
1.000 |
100.55 |
1.618 |
100.03 |
2.618 |
99.19 |
4.250 |
97.82 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.95 |
102.00 |
PP |
101.88 |
101.98 |
S1 |
101.81 |
101.96 |
|