NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.15 |
101.68 |
0.53 |
0.5% |
99.37 |
High |
101.77 |
102.49 |
0.72 |
0.7% |
101.98 |
Low |
100.97 |
101.52 |
0.55 |
0.5% |
99.26 |
Close |
101.58 |
102.11 |
0.53 |
0.5% |
101.58 |
Range |
0.80 |
0.97 |
0.17 |
21.3% |
2.72 |
ATR |
1.19 |
1.17 |
-0.02 |
-1.3% |
0.00 |
Volume |
144,384 |
218,477 |
74,093 |
51.3% |
699,225 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.95 |
104.50 |
102.64 |
|
R3 |
103.98 |
103.53 |
102.38 |
|
R2 |
103.01 |
103.01 |
102.29 |
|
R1 |
102.56 |
102.56 |
102.20 |
102.79 |
PP |
102.04 |
102.04 |
102.04 |
102.15 |
S1 |
101.59 |
101.59 |
102.02 |
101.82 |
S2 |
101.07 |
101.07 |
101.93 |
|
S3 |
100.10 |
100.62 |
101.84 |
|
S4 |
99.13 |
99.65 |
101.58 |
|
|
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 |
102.49 |
99.72 |
2.77 |
2.7% |
1.03 |
1.0% |
86% |
True |
False |
164,595 |
10 |
102.49 |
98.57 |
3.92 |
3.8% |
1.07 |
1.0% |
90% |
True |
False |
135,499 |
20 |
102.75 |
98.10 |
4.65 |
4.6% |
1.16 |
1.1% |
86% |
False |
False |
101,345 |
40 |
103.11 |
97.28 |
5.83 |
5.7% |
1.18 |
1.2% |
83% |
False |
False |
71,739 |
60 |
103.11 |
95.73 |
7.38 |
7.2% |
1.25 |
1.2% |
86% |
False |
False |
57,952 |
80 |
103.11 |
92.85 |
10.26 |
10.0% |
1.21 |
1.2% |
90% |
False |
False |
47,683 |
100 |
103.11 |
90.40 |
12.71 |
12.4% |
1.18 |
1.2% |
92% |
False |
False |
40,390 |
120 |
103.11 |
90.40 |
12.71 |
12.4% |
1.12 |
1.1% |
92% |
False |
False |
34,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.61 |
2.618 |
105.03 |
1.618 |
104.06 |
1.000 |
103.46 |
0.618 |
103.09 |
HIGH |
102.49 |
0.618 |
102.12 |
0.500 |
102.01 |
0.382 |
101.89 |
LOW |
101.52 |
0.618 |
100.92 |
1.000 |
100.55 |
1.618 |
99.95 |
2.618 |
98.98 |
4.250 |
97.40 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.08 |
101.96 |
PP |
102.04 |
101.81 |
S1 |
102.01 |
101.66 |
|