NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.15 |
98.66 |
-0.49 |
-0.5% |
99.93 |
High |
99.65 |
99.59 |
-0.06 |
-0.1% |
101.41 |
Low |
98.18 |
98.57 |
0.39 |
0.4% |
98.10 |
Close |
98.73 |
98.65 |
-0.08 |
-0.1% |
99.04 |
Range |
1.47 |
1.02 |
-0.45 |
-30.6% |
3.31 |
ATR |
1.27 |
1.25 |
-0.02 |
-1.4% |
0.00 |
Volume |
72,450 |
59,995 |
-12,455 |
-17.2% |
348,039 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.00 |
101.34 |
99.21 |
|
R3 |
100.98 |
100.32 |
98.93 |
|
R2 |
99.96 |
99.96 |
98.84 |
|
R1 |
99.30 |
99.30 |
98.74 |
99.12 |
PP |
98.94 |
98.94 |
98.94 |
98.85 |
S1 |
98.28 |
98.28 |
98.56 |
98.10 |
S2 |
97.92 |
97.92 |
98.46 |
|
S3 |
96.90 |
97.26 |
98.37 |
|
S4 |
95.88 |
96.24 |
98.09 |
|
|
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 |
100.06 |
98.10 |
1.96 |
2.0% |
1.15 |
1.2% |
28% |
False |
False |
73,553 |
10 |
101.73 |
98.10 |
3.63 |
3.7% |
1.15 |
1.2% |
15% |
False |
False |
69,810 |
20 |
103.11 |
98.10 |
5.01 |
5.1% |
1.20 |
1.2% |
11% |
False |
False |
62,624 |
40 |
103.11 |
95.73 |
7.38 |
7.5% |
1.24 |
1.3% |
40% |
False |
False |
48,316 |
60 |
103.11 |
95.73 |
7.38 |
7.5% |
1.23 |
1.2% |
40% |
False |
False |
39,605 |
80 |
103.11 |
90.49 |
12.62 |
12.8% |
1.21 |
1.2% |
65% |
False |
False |
33,069 |
100 |
103.11 |
90.40 |
12.71 |
12.9% |
1.15 |
1.2% |
65% |
False |
False |
28,202 |
120 |
103.11 |
90.40 |
12.71 |
12.9% |
1.11 |
1.1% |
65% |
False |
False |
24,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.93 |
2.618 |
102.26 |
1.618 |
101.24 |
1.000 |
100.61 |
0.618 |
100.22 |
HIGH |
99.59 |
0.618 |
99.20 |
0.500 |
99.08 |
0.382 |
98.96 |
LOW |
98.57 |
0.618 |
97.94 |
1.000 |
97.55 |
1.618 |
96.92 |
2.618 |
95.90 |
4.250 |
94.24 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.08 |
98.92 |
PP |
98.94 |
98.83 |
S1 |
98.79 |
98.74 |
|