NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.09 |
98.53 |
-0.56 |
-0.6% |
99.93 |
High |
99.16 |
99.40 |
0.24 |
0.2% |
101.41 |
Low |
98.10 |
98.53 |
0.43 |
0.4% |
98.10 |
Close |
98.75 |
99.04 |
0.29 |
0.3% |
99.04 |
Range |
1.06 |
0.87 |
-0.19 |
-17.9% |
3.31 |
ATR |
1.28 |
1.25 |
-0.03 |
-2.3% |
0.00 |
Volume |
83,809 |
81,138 |
-2,671 |
-3.2% |
348,039 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.60 |
101.19 |
99.52 |
|
R3 |
100.73 |
100.32 |
99.28 |
|
R2 |
99.86 |
99.86 |
99.20 |
|
R1 |
99.45 |
99.45 |
99.12 |
99.66 |
PP |
98.99 |
98.99 |
98.99 |
99.09 |
S1 |
98.58 |
98.58 |
98.96 |
98.79 |
S2 |
98.12 |
98.12 |
98.88 |
|
S3 |
97.25 |
97.71 |
98.80 |
|
S4 |
96.38 |
96.84 |
98.56 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.45 |
107.55 |
100.86 |
|
R3 |
106.14 |
104.24 |
99.95 |
|
R2 |
102.83 |
102.83 |
99.65 |
|
R1 |
100.93 |
100.93 |
99.34 |
100.23 |
PP |
99.52 |
99.52 |
99.52 |
99.16 |
S1 |
97.62 |
97.62 |
98.74 |
96.92 |
S2 |
96.21 |
96.21 |
98.43 |
|
S3 |
92.90 |
94.31 |
98.13 |
|
S4 |
89.59 |
91.00 |
97.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.41 |
98.10 |
3.31 |
3.3% |
1.17 |
1.2% |
28% |
False |
False |
69,607 |
10 |
102.84 |
98.10 |
4.74 |
4.8% |
1.19 |
1.2% |
20% |
False |
False |
65,189 |
20 |
103.11 |
98.10 |
5.01 |
5.1% |
1.20 |
1.2% |
19% |
False |
False |
59,472 |
40 |
103.11 |
95.73 |
7.38 |
7.5% |
1.25 |
1.3% |
45% |
False |
False |
46,394 |
60 |
103.11 |
94.50 |
8.61 |
8.7% |
1.25 |
1.3% |
53% |
False |
False |
37,842 |
80 |
103.11 |
90.40 |
12.71 |
12.8% |
1.21 |
1.2% |
68% |
False |
False |
31,813 |
100 |
103.11 |
90.40 |
12.71 |
12.8% |
1.14 |
1.2% |
68% |
False |
False |
27,032 |
120 |
103.11 |
90.40 |
12.71 |
12.8% |
1.10 |
1.1% |
68% |
False |
False |
23,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.10 |
2.618 |
101.68 |
1.618 |
100.81 |
1.000 |
100.27 |
0.618 |
99.94 |
HIGH |
99.40 |
0.618 |
99.07 |
0.500 |
98.97 |
0.382 |
98.86 |
LOW |
98.53 |
0.618 |
97.99 |
1.000 |
97.66 |
1.618 |
97.12 |
2.618 |
96.25 |
4.250 |
94.83 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.02 |
99.08 |
PP |
98.99 |
99.07 |
S1 |
98.97 |
99.05 |
|