NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.57 |
99.37 |
-0.20 |
-0.2% |
99.15 |
High |
100.42 |
100.24 |
-0.18 |
-0.2% |
100.42 |
Low |
99.04 |
99.26 |
0.22 |
0.2% |
98.18 |
Close |
99.31 |
99.94 |
0.63 |
0.6% |
99.31 |
Range |
1.38 |
0.98 |
-0.40 |
-29.0% |
2.24 |
ATR |
1.25 |
1.23 |
-0.02 |
-1.6% |
0.00 |
Volume |
117,198 |
94,726 |
-22,472 |
-19.2% |
509,746 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.75 |
102.33 |
100.48 |
|
R3 |
101.77 |
101.35 |
100.21 |
|
R2 |
100.79 |
100.79 |
100.12 |
|
R1 |
100.37 |
100.37 |
100.03 |
100.58 |
PP |
99.81 |
99.81 |
99.81 |
99.92 |
S1 |
99.39 |
99.39 |
99.85 |
99.60 |
S2 |
98.83 |
98.83 |
99.76 |
|
S3 |
97.85 |
98.41 |
99.67 |
|
S4 |
96.87 |
97.43 |
99.40 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.02 |
104.91 |
100.54 |
|
R3 |
103.78 |
102.67 |
99.93 |
|
R2 |
101.54 |
101.54 |
99.72 |
|
R1 |
100.43 |
100.43 |
99.52 |
100.99 |
PP |
99.30 |
99.30 |
99.30 |
99.58 |
S1 |
98.19 |
98.19 |
99.10 |
98.75 |
S2 |
97.06 |
97.06 |
98.90 |
|
S3 |
94.82 |
95.95 |
98.69 |
|
S4 |
92.58 |
93.71 |
98.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.42 |
98.57 |
1.85 |
1.9% |
1.11 |
1.1% |
74% |
False |
False |
106,404 |
10 |
101.41 |
98.10 |
3.31 |
3.3% |
1.16 |
1.2% |
56% |
False |
False |
90,297 |
20 |
103.11 |
98.10 |
5.01 |
5.0% |
1.18 |
1.2% |
37% |
False |
False |
73,508 |
40 |
103.11 |
95.73 |
7.38 |
7.4% |
1.23 |
1.2% |
57% |
False |
False |
55,592 |
60 |
103.11 |
95.73 |
7.38 |
7.4% |
1.25 |
1.2% |
57% |
False |
False |
46,038 |
80 |
103.11 |
91.81 |
11.30 |
11.3% |
1.20 |
1.2% |
72% |
False |
False |
38,109 |
100 |
103.11 |
90.40 |
12.71 |
12.7% |
1.16 |
1.2% |
75% |
False |
False |
32,533 |
120 |
103.11 |
90.40 |
12.71 |
12.7% |
1.11 |
1.1% |
75% |
False |
False |
28,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.41 |
2.618 |
102.81 |
1.618 |
101.83 |
1.000 |
101.22 |
0.618 |
100.85 |
HIGH |
100.24 |
0.618 |
99.87 |
0.500 |
99.75 |
0.382 |
99.63 |
LOW |
99.26 |
0.618 |
98.65 |
1.000 |
98.28 |
1.618 |
97.67 |
2.618 |
96.69 |
4.250 |
95.10 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.88 |
99.87 |
PP |
99.81 |
99.80 |
S1 |
99.75 |
99.73 |
|