NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.46 |
101.15 |
-0.31 |
-0.3% |
99.37 |
High |
101.73 |
101.77 |
0.04 |
0.0% |
101.98 |
Low |
100.82 |
100.97 |
0.15 |
0.1% |
99.26 |
Close |
101.13 |
101.58 |
0.45 |
0.4% |
101.58 |
Range |
0.91 |
0.80 |
-0.11 |
-12.1% |
2.72 |
ATR |
1.22 |
1.19 |
-0.03 |
-2.5% |
0.00 |
Volume |
206,997 |
144,384 |
-62,613 |
-30.2% |
699,225 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.84 |
103.51 |
102.02 |
|
R3 |
103.04 |
102.71 |
101.80 |
|
R2 |
102.24 |
102.24 |
101.73 |
|
R1 |
101.91 |
101.91 |
101.65 |
102.08 |
PP |
101.44 |
101.44 |
101.44 |
101.52 |
S1 |
101.11 |
101.11 |
101.51 |
101.28 |
S2 |
100.64 |
100.64 |
101.43 |
|
S3 |
99.84 |
100.31 |
101.36 |
|
S4 |
99.04 |
99.51 |
101.14 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.10 |
108.06 |
103.08 |
|
R3 |
106.38 |
105.34 |
102.33 |
|
R2 |
103.66 |
103.66 |
102.08 |
|
R1 |
102.62 |
102.62 |
101.83 |
103.14 |
PP |
100.94 |
100.94 |
100.94 |
101.20 |
S1 |
99.90 |
99.90 |
101.33 |
100.42 |
S2 |
98.22 |
98.22 |
101.08 |
|
S3 |
95.50 |
97.18 |
100.83 |
|
S4 |
92.78 |
94.46 |
100.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.98 |
99.26 |
2.72 |
2.7% |
1.03 |
1.0% |
85% |
False |
False |
139,845 |
10 |
101.98 |
98.18 |
3.80 |
3.7% |
1.12 |
1.1% |
89% |
False |
False |
120,897 |
20 |
102.84 |
98.10 |
4.74 |
4.7% |
1.15 |
1.1% |
73% |
False |
False |
93,043 |
40 |
103.11 |
96.61 |
6.50 |
6.4% |
1.21 |
1.2% |
76% |
False |
False |
67,308 |
60 |
103.11 |
95.73 |
7.38 |
7.3% |
1.25 |
1.2% |
79% |
False |
False |
54,619 |
80 |
103.11 |
92.85 |
10.26 |
10.1% |
1.21 |
1.2% |
85% |
False |
False |
45,180 |
100 |
103.11 |
90.40 |
12.71 |
12.5% |
1.17 |
1.2% |
88% |
False |
False |
38,290 |
120 |
103.11 |
90.40 |
12.71 |
12.5% |
1.12 |
1.1% |
88% |
False |
False |
33,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.17 |
2.618 |
103.86 |
1.618 |
103.06 |
1.000 |
102.57 |
0.618 |
102.26 |
HIGH |
101.77 |
0.618 |
101.46 |
0.500 |
101.37 |
0.382 |
101.28 |
LOW |
100.97 |
0.618 |
100.48 |
1.000 |
100.17 |
1.618 |
99.68 |
2.618 |
98.88 |
4.250 |
97.57 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.51 |
101.52 |
PP |
101.44 |
101.46 |
S1 |
101.37 |
101.40 |
|