NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.13 |
102.60 |
0.47 |
0.5% |
100.12 |
High |
103.09 |
102.86 |
-0.23 |
-0.2% |
102.65 |
Low |
101.97 |
102.13 |
0.16 |
0.2% |
99.93 |
Close |
102.61 |
102.44 |
-0.17 |
-0.2% |
102.02 |
Range |
1.12 |
0.73 |
-0.39 |
-34.8% |
2.72 |
ATR |
1.25 |
1.22 |
-0.04 |
-3.0% |
0.00 |
Volume |
121,114 |
40,810 |
-80,304 |
-66.3% |
1,123,669 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.67 |
104.28 |
102.84 |
|
R3 |
103.94 |
103.55 |
102.64 |
|
R2 |
103.21 |
103.21 |
102.57 |
|
R1 |
102.82 |
102.82 |
102.51 |
102.65 |
PP |
102.48 |
102.48 |
102.48 |
102.39 |
S1 |
102.09 |
102.09 |
102.37 |
101.92 |
S2 |
101.75 |
101.75 |
102.31 |
|
S3 |
101.02 |
101.36 |
102.24 |
|
S4 |
100.29 |
100.63 |
102.04 |
|
|
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 |
101.27 |
1.82 |
1.8% |
0.90 |
0.9% |
64% |
False |
False |
164,071 |
10 |
103.09 |
99.71 |
3.38 |
3.3% |
1.09 |
1.1% |
81% |
False |
False |
210,081 |
20 |
103.09 |
98.74 |
4.35 |
4.2% |
1.16 |
1.1% |
85% |
False |
False |
219,944 |
40 |
104.10 |
98.14 |
5.96 |
5.8% |
1.25 |
1.2% |
72% |
False |
False |
173,584 |
60 |
104.10 |
96.42 |
7.68 |
7.5% |
1.33 |
1.3% |
78% |
False |
False |
140,662 |
80 |
104.10 |
93.67 |
10.43 |
10.2% |
1.31 |
1.3% |
84% |
False |
False |
117,796 |
100 |
104.10 |
90.97 |
13.13 |
12.8% |
1.30 |
1.3% |
87% |
False |
False |
102,348 |
120 |
104.10 |
90.97 |
13.13 |
12.8% |
1.26 |
1.2% |
87% |
False |
False |
91,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.96 |
2.618 |
104.77 |
1.618 |
104.04 |
1.000 |
103.59 |
0.618 |
103.31 |
HIGH |
102.86 |
0.618 |
102.58 |
0.500 |
102.50 |
0.382 |
102.41 |
LOW |
102.13 |
0.618 |
101.68 |
1.000 |
101.40 |
1.618 |
100.95 |
2.618 |
100.22 |
4.250 |
99.03 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.50 |
102.37 |
PP |
102.48 |
102.31 |
S1 |
102.46 |
102.24 |
|