NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.27 |
101.46 |
0.19 |
0.2% |
99.15 |
High |
101.98 |
101.73 |
-0.25 |
-0.2% |
100.42 |
Low |
101.17 |
100.82 |
-0.35 |
-0.3% |
98.18 |
Close |
101.74 |
101.13 |
-0.61 |
-0.6% |
99.31 |
Range |
0.81 |
0.91 |
0.10 |
12.3% |
2.24 |
ATR |
1.24 |
1.22 |
-0.02 |
-1.8% |
0.00 |
Volume |
128,173 |
206,997 |
78,824 |
61.5% |
509,746 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.96 |
103.45 |
101.63 |
|
R3 |
103.05 |
102.54 |
101.38 |
|
R2 |
102.14 |
102.14 |
101.30 |
|
R1 |
101.63 |
101.63 |
101.21 |
101.43 |
PP |
101.23 |
101.23 |
101.23 |
101.13 |
S1 |
100.72 |
100.72 |
101.05 |
100.52 |
S2 |
100.32 |
100.32 |
100.96 |
|
S3 |
99.41 |
99.81 |
100.88 |
|
S4 |
98.50 |
98.90 |
100.63 |
|
|
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 |
101.98 |
99.04 |
2.94 |
2.9% |
1.15 |
1.1% |
71% |
False |
False |
134,407 |
10 |
101.98 |
98.18 |
3.80 |
3.8% |
1.13 |
1.1% |
78% |
False |
False |
114,572 |
20 |
102.99 |
98.10 |
4.89 |
4.8% |
1.17 |
1.2% |
62% |
False |
False |
88,905 |
40 |
103.11 |
96.37 |
6.74 |
6.7% |
1.21 |
1.2% |
71% |
False |
False |
64,753 |
60 |
103.11 |
95.73 |
7.38 |
7.3% |
1.25 |
1.2% |
73% |
False |
False |
52,748 |
80 |
103.11 |
92.85 |
10.26 |
10.1% |
1.21 |
1.2% |
81% |
False |
False |
43,464 |
100 |
103.11 |
90.40 |
12.71 |
12.6% |
1.17 |
1.2% |
84% |
False |
False |
36,959 |
120 |
103.11 |
90.40 |
12.71 |
12.6% |
1.12 |
1.1% |
84% |
False |
False |
32,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.60 |
2.618 |
104.11 |
1.618 |
103.20 |
1.000 |
102.64 |
0.618 |
102.29 |
HIGH |
101.73 |
0.618 |
101.38 |
0.500 |
101.28 |
0.382 |
101.17 |
LOW |
100.82 |
0.618 |
100.26 |
1.000 |
99.91 |
1.618 |
99.35 |
2.618 |
98.44 |
4.250 |
96.95 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.28 |
101.04 |
PP |
101.23 |
100.94 |
S1 |
101.18 |
100.85 |
|