NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.56 |
102.13 |
0.57 |
0.6% |
100.12 |
High |
102.23 |
103.09 |
0.86 |
0.8% |
102.65 |
Low |
101.39 |
101.97 |
0.58 |
0.6% |
99.93 |
Close |
102.02 |
102.61 |
0.59 |
0.6% |
102.02 |
Range |
0.84 |
1.12 |
0.28 |
33.3% |
2.72 |
ATR |
1.26 |
1.25 |
-0.01 |
-0.8% |
0.00 |
Volume |
147,896 |
121,114 |
-26,782 |
-18.1% |
1,123,669 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.92 |
105.38 |
103.23 |
|
R3 |
104.80 |
104.26 |
102.92 |
|
R2 |
103.68 |
103.68 |
102.82 |
|
R1 |
103.14 |
103.14 |
102.71 |
103.41 |
PP |
102.56 |
102.56 |
102.56 |
102.69 |
S1 |
102.02 |
102.02 |
102.51 |
102.29 |
S2 |
101.44 |
101.44 |
102.40 |
|
S3 |
100.32 |
100.90 |
102.30 |
|
S4 |
99.20 |
99.78 |
101.99 |
|
|
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 |
103.09 |
100.36 |
2.73 |
2.7% |
1.09 |
1.1% |
82% |
True |
False |
206,627 |
10 |
103.09 |
99.32 |
3.77 |
3.7% |
1.13 |
1.1% |
87% |
True |
False |
231,120 |
20 |
103.65 |
98.74 |
4.91 |
4.8% |
1.23 |
1.2% |
79% |
False |
False |
234,090 |
40 |
104.10 |
98.14 |
5.96 |
5.8% |
1.27 |
1.2% |
75% |
False |
False |
174,322 |
60 |
104.10 |
96.42 |
7.68 |
7.5% |
1.35 |
1.3% |
81% |
False |
False |
140,719 |
80 |
104.10 |
93.67 |
10.43 |
10.2% |
1.32 |
1.3% |
86% |
False |
False |
118,145 |
100 |
104.10 |
90.97 |
13.13 |
12.8% |
1.31 |
1.3% |
89% |
False |
False |
102,151 |
120 |
104.10 |
90.97 |
13.13 |
12.8% |
1.27 |
1.2% |
89% |
False |
False |
91,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.85 |
2.618 |
106.02 |
1.618 |
104.90 |
1.000 |
104.21 |
0.618 |
103.78 |
HIGH |
103.09 |
0.618 |
102.66 |
0.500 |
102.53 |
0.382 |
102.40 |
LOW |
101.97 |
0.618 |
101.28 |
1.000 |
100.85 |
1.618 |
100.16 |
2.618 |
99.04 |
4.250 |
97.21 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.58 |
102.47 |
PP |
102.56 |
102.32 |
S1 |
102.53 |
102.18 |
|