NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.96 |
103.85 |
0.89 |
0.9% |
99.37 |
High |
104.29 |
104.22 |
-0.07 |
-0.1% |
101.98 |
Low |
102.78 |
103.55 |
0.77 |
0.7% |
99.26 |
Close |
104.07 |
103.74 |
-0.33 |
-0.3% |
101.58 |
Range |
1.51 |
0.67 |
-0.84 |
-55.6% |
2.72 |
ATR |
1.24 |
1.20 |
-0.04 |
-3.3% |
0.00 |
Volume |
272,127 |
159,181 |
-112,946 |
-41.5% |
699,225 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.85 |
105.46 |
104.11 |
|
R3 |
105.18 |
104.79 |
103.92 |
|
R2 |
104.51 |
104.51 |
103.86 |
|
R1 |
104.12 |
104.12 |
103.80 |
103.98 |
PP |
103.84 |
103.84 |
103.84 |
103.77 |
S1 |
103.45 |
103.45 |
103.68 |
103.31 |
S2 |
103.17 |
103.17 |
103.62 |
|
S3 |
102.50 |
102.78 |
103.56 |
|
S4 |
101.83 |
102.11 |
103.37 |
|
|
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 |
100.97 |
3.32 |
3.2% |
1.05 |
1.0% |
83% |
False |
False |
208,787 |
10 |
104.29 |
99.04 |
5.25 |
5.1% |
1.10 |
1.1% |
90% |
False |
False |
171,597 |
20 |
104.29 |
98.10 |
6.19 |
6.0% |
1.15 |
1.1% |
91% |
False |
False |
125,007 |
40 |
104.29 |
97.30 |
6.99 |
6.7% |
1.18 |
1.1% |
92% |
False |
False |
86,956 |
60 |
104.29 |
95.73 |
8.56 |
8.3% |
1.24 |
1.2% |
94% |
False |
False |
68,543 |
80 |
104.29 |
92.85 |
11.44 |
11.0% |
1.21 |
1.2% |
95% |
False |
False |
55,676 |
100 |
104.29 |
90.40 |
13.89 |
13.4% |
1.20 |
1.2% |
96% |
False |
False |
47,053 |
120 |
104.29 |
90.40 |
13.89 |
13.4% |
1.12 |
1.1% |
96% |
False |
False |
40,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.07 |
2.618 |
105.97 |
1.618 |
105.30 |
1.000 |
104.89 |
0.618 |
104.63 |
HIGH |
104.22 |
0.618 |
103.96 |
0.500 |
103.89 |
0.382 |
103.81 |
LOW |
103.55 |
0.618 |
103.14 |
1.000 |
102.88 |
1.618 |
102.47 |
2.618 |
101.80 |
4.250 |
100.70 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
103.89 |
103.49 |
PP |
103.84 |
103.24 |
S1 |
103.79 |
102.99 |
|