NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.11 |
102.96 |
0.85 |
0.8% |
99.37 |
High |
103.01 |
104.29 |
1.28 |
1.2% |
101.98 |
Low |
101.69 |
102.78 |
1.09 |
1.1% |
99.26 |
Close |
102.33 |
104.07 |
1.74 |
1.7% |
101.58 |
Range |
1.32 |
1.51 |
0.19 |
14.4% |
2.72 |
ATR |
1.18 |
1.24 |
0.06 |
4.7% |
0.00 |
Volume |
249,769 |
272,127 |
22,358 |
9.0% |
699,225 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.24 |
107.67 |
104.90 |
|
R3 |
106.73 |
106.16 |
104.49 |
|
R2 |
105.22 |
105.22 |
104.35 |
|
R1 |
104.65 |
104.65 |
104.21 |
104.94 |
PP |
103.71 |
103.71 |
103.71 |
103.86 |
S1 |
103.14 |
103.14 |
103.93 |
103.43 |
S2 |
102.20 |
102.20 |
103.79 |
|
S3 |
100.69 |
101.63 |
103.65 |
|
S4 |
99.18 |
100.12 |
103.24 |
|
|
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 |
104.29 |
100.82 |
3.47 |
3.3% |
1.10 |
1.1% |
94% |
True |
False |
218,350 |
10 |
104.29 |
99.04 |
5.25 |
5.0% |
1.14 |
1.1% |
96% |
True |
False |
168,836 |
20 |
104.29 |
98.10 |
6.19 |
5.9% |
1.16 |
1.1% |
96% |
True |
False |
120,838 |
40 |
104.29 |
97.30 |
6.99 |
6.7% |
1.19 |
1.1% |
97% |
True |
False |
83,646 |
60 |
104.29 |
95.73 |
8.56 |
8.2% |
1.25 |
1.2% |
97% |
True |
False |
66,158 |
80 |
104.29 |
92.85 |
11.44 |
11.0% |
1.22 |
1.2% |
98% |
True |
False |
53,821 |
100 |
104.29 |
90.40 |
13.89 |
13.3% |
1.20 |
1.2% |
98% |
True |
False |
45,503 |
120 |
104.29 |
90.40 |
13.89 |
13.3% |
1.13 |
1.1% |
98% |
True |
False |
39,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.71 |
2.618 |
108.24 |
1.618 |
106.73 |
1.000 |
105.80 |
0.618 |
105.22 |
HIGH |
104.29 |
0.618 |
103.71 |
0.500 |
103.54 |
0.382 |
103.36 |
LOW |
102.78 |
0.618 |
101.85 |
1.000 |
101.27 |
1.618 |
100.34 |
2.618 |
98.83 |
4.250 |
96.36 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
103.89 |
103.68 |
PP |
103.71 |
103.29 |
S1 |
103.54 |
102.91 |
|