NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.96 |
99.99 |
1.03 |
1.0% |
99.93 |
High |
100.05 |
100.12 |
0.07 |
0.1% |
101.41 |
Low |
98.91 |
99.10 |
0.19 |
0.2% |
98.10 |
Close |
99.96 |
99.54 |
-0.42 |
-0.4% |
99.04 |
Range |
1.14 |
1.02 |
-0.12 |
-10.5% |
3.31 |
ATR |
1.26 |
1.24 |
-0.02 |
-1.4% |
0.00 |
Volume |
128,539 |
131,564 |
3,025 |
2.4% |
348,039 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.65 |
102.11 |
100.10 |
|
R3 |
101.63 |
101.09 |
99.82 |
|
R2 |
100.61 |
100.61 |
99.73 |
|
R1 |
100.07 |
100.07 |
99.63 |
99.83 |
PP |
99.59 |
99.59 |
99.59 |
99.47 |
S1 |
99.05 |
99.05 |
99.45 |
98.81 |
S2 |
98.57 |
98.57 |
99.35 |
|
S3 |
97.55 |
98.03 |
99.26 |
|
S4 |
96.53 |
97.01 |
98.98 |
|
|
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 |
100.12 |
98.18 |
1.94 |
1.9% |
1.10 |
1.1% |
70% |
True |
False |
94,737 |
10 |
101.45 |
98.10 |
3.35 |
3.4% |
1.20 |
1.2% |
43% |
False |
False |
78,417 |
20 |
103.11 |
98.10 |
5.01 |
5.0% |
1.15 |
1.2% |
29% |
False |
False |
69,768 |
40 |
103.11 |
95.73 |
7.38 |
7.4% |
1.21 |
1.2% |
52% |
False |
False |
53,001 |
60 |
103.11 |
95.73 |
7.38 |
7.4% |
1.24 |
1.2% |
52% |
False |
False |
43,216 |
80 |
103.11 |
90.62 |
12.49 |
12.5% |
1.21 |
1.2% |
71% |
False |
False |
35,889 |
100 |
103.11 |
90.40 |
12.71 |
12.8% |
1.16 |
1.2% |
72% |
False |
False |
30,547 |
120 |
103.11 |
90.40 |
12.71 |
12.8% |
1.11 |
1.1% |
72% |
False |
False |
26,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.46 |
2.618 |
102.79 |
1.618 |
101.77 |
1.000 |
101.14 |
0.618 |
100.75 |
HIGH |
100.12 |
0.618 |
99.73 |
0.500 |
99.61 |
0.382 |
99.49 |
LOW |
99.10 |
0.618 |
98.47 |
1.000 |
98.08 |
1.618 |
97.45 |
2.618 |
96.43 |
4.250 |
94.77 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.61 |
99.48 |
PP |
99.59 |
99.41 |
S1 |
99.56 |
99.35 |
|