NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.37 |
99.99 |
0.62 |
0.6% |
99.15 |
High |
100.24 |
101.39 |
1.15 |
1.1% |
100.42 |
Low |
99.26 |
99.72 |
0.46 |
0.5% |
98.18 |
Close |
99.94 |
101.05 |
1.11 |
1.1% |
99.31 |
Range |
0.98 |
1.67 |
0.69 |
70.4% |
2.24 |
ATR |
1.23 |
1.26 |
0.03 |
2.5% |
0.00 |
Volume |
94,726 |
124,945 |
30,219 |
31.9% |
509,746 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.73 |
105.06 |
101.97 |
|
R3 |
104.06 |
103.39 |
101.51 |
|
R2 |
102.39 |
102.39 |
101.36 |
|
R1 |
101.72 |
101.72 |
101.20 |
102.06 |
PP |
100.72 |
100.72 |
100.72 |
100.89 |
S1 |
100.05 |
100.05 |
100.90 |
100.39 |
S2 |
99.05 |
99.05 |
100.74 |
|
S3 |
97.38 |
98.38 |
100.59 |
|
S4 |
95.71 |
96.71 |
100.13 |
|
|
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 |
101.39 |
98.91 |
2.48 |
2.5% |
1.24 |
1.2% |
86% |
True |
False |
119,394 |
10 |
101.39 |
98.10 |
3.29 |
3.3% |
1.20 |
1.2% |
90% |
True |
False |
96,473 |
20 |
103.11 |
98.10 |
5.01 |
5.0% |
1.21 |
1.2% |
59% |
False |
False |
76,904 |
40 |
103.11 |
95.94 |
7.17 |
7.1% |
1.22 |
1.2% |
71% |
False |
False |
58,055 |
60 |
103.11 |
95.73 |
7.38 |
7.3% |
1.26 |
1.2% |
72% |
False |
False |
47,765 |
80 |
103.11 |
92.12 |
10.99 |
10.9% |
1.21 |
1.2% |
81% |
False |
False |
39,455 |
100 |
103.11 |
90.40 |
12.71 |
12.6% |
1.17 |
1.2% |
84% |
False |
False |
33,744 |
120 |
103.11 |
90.40 |
12.71 |
12.6% |
1.12 |
1.1% |
84% |
False |
False |
29,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.49 |
2.618 |
105.76 |
1.618 |
104.09 |
1.000 |
103.06 |
0.618 |
102.42 |
HIGH |
101.39 |
0.618 |
100.75 |
0.500 |
100.56 |
0.382 |
100.36 |
LOW |
99.72 |
0.618 |
98.69 |
1.000 |
98.05 |
1.618 |
97.02 |
2.618 |
95.35 |
4.250 |
92.62 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.89 |
100.77 |
PP |
100.72 |
100.49 |
S1 |
100.56 |
100.22 |
|