NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.66 |
98.96 |
0.30 |
0.3% |
99.93 |
High |
99.59 |
100.05 |
0.46 |
0.5% |
101.41 |
Low |
98.57 |
98.91 |
0.34 |
0.3% |
98.10 |
Close |
98.65 |
99.96 |
1.31 |
1.3% |
99.04 |
Range |
1.02 |
1.14 |
0.12 |
11.8% |
3.31 |
ATR |
1.25 |
1.26 |
0.01 |
0.9% |
0.00 |
Volume |
59,995 |
128,539 |
68,544 |
114.2% |
348,039 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.06 |
102.65 |
100.59 |
|
R3 |
101.92 |
101.51 |
100.27 |
|
R2 |
100.78 |
100.78 |
100.17 |
|
R1 |
100.37 |
100.37 |
100.06 |
100.58 |
PP |
99.64 |
99.64 |
99.64 |
99.74 |
S1 |
99.23 |
99.23 |
99.86 |
99.44 |
S2 |
98.50 |
98.50 |
99.75 |
|
S3 |
97.36 |
98.09 |
99.65 |
|
S4 |
96.22 |
96.95 |
99.33 |
|
|
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 |
100.05 |
98.10 |
1.95 |
2.0% |
1.11 |
1.1% |
95% |
True |
False |
85,186 |
10 |
101.73 |
98.10 |
3.63 |
3.6% |
1.19 |
1.2% |
51% |
False |
False |
72,841 |
20 |
103.11 |
98.10 |
5.01 |
5.0% |
1.17 |
1.2% |
37% |
False |
False |
66,283 |
40 |
103.11 |
95.73 |
7.38 |
7.4% |
1.23 |
1.2% |
57% |
False |
False |
50,751 |
60 |
103.11 |
95.73 |
7.38 |
7.4% |
1.23 |
1.2% |
57% |
False |
False |
41,381 |
80 |
103.11 |
90.49 |
12.62 |
12.6% |
1.21 |
1.2% |
75% |
False |
False |
34,443 |
100 |
103.11 |
90.40 |
12.71 |
12.7% |
1.15 |
1.2% |
75% |
False |
False |
29,332 |
120 |
103.11 |
90.40 |
12.71 |
12.7% |
1.11 |
1.1% |
75% |
False |
False |
25,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.90 |
2.618 |
103.03 |
1.618 |
101.89 |
1.000 |
101.19 |
0.618 |
100.75 |
HIGH |
100.05 |
0.618 |
99.61 |
0.500 |
99.48 |
0.382 |
99.35 |
LOW |
98.91 |
0.618 |
98.21 |
1.000 |
97.77 |
1.618 |
97.07 |
2.618 |
95.93 |
4.250 |
94.07 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.80 |
99.68 |
PP |
99.64 |
99.40 |
S1 |
99.48 |
99.12 |
|