NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
103.85 |
103.71 |
-0.14 |
-0.1% |
101.68 |
High |
104.22 |
104.50 |
0.28 |
0.3% |
104.50 |
Low |
103.55 |
103.64 |
0.09 |
0.1% |
101.52 |
Close |
103.74 |
104.35 |
0.61 |
0.6% |
104.35 |
Range |
0.67 |
0.86 |
0.19 |
28.4% |
2.98 |
ATR |
1.20 |
1.17 |
-0.02 |
-2.0% |
0.00 |
Volume |
159,181 |
160,563 |
1,382 |
0.9% |
1,060,117 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.74 |
106.41 |
104.82 |
|
R3 |
105.88 |
105.55 |
104.59 |
|
R2 |
105.02 |
105.02 |
104.51 |
|
R1 |
104.69 |
104.69 |
104.43 |
104.86 |
PP |
104.16 |
104.16 |
104.16 |
104.25 |
S1 |
103.83 |
103.83 |
104.27 |
104.00 |
S2 |
103.30 |
103.30 |
104.19 |
|
S3 |
102.44 |
102.97 |
104.11 |
|
S4 |
101.58 |
102.11 |
103.88 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.40 |
111.35 |
105.99 |
|
R3 |
109.42 |
108.37 |
105.17 |
|
R2 |
106.44 |
106.44 |
104.90 |
|
R1 |
105.39 |
105.39 |
104.62 |
105.92 |
PP |
103.46 |
103.46 |
103.46 |
103.72 |
S1 |
102.41 |
102.41 |
104.08 |
102.94 |
S2 |
100.48 |
100.48 |
103.80 |
|
S3 |
97.50 |
99.43 |
103.53 |
|
S4 |
94.52 |
96.45 |
102.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.50 |
101.52 |
2.98 |
2.9% |
1.07 |
1.0% |
95% |
True |
False |
212,023 |
10 |
104.50 |
99.26 |
5.24 |
5.0% |
1.05 |
1.0% |
97% |
True |
False |
175,934 |
20 |
104.50 |
98.10 |
6.40 |
6.1% |
1.12 |
1.1% |
98% |
True |
False |
130,856 |
40 |
104.50 |
97.30 |
7.20 |
6.9% |
1.17 |
1.1% |
98% |
True |
False |
90,117 |
60 |
104.50 |
95.73 |
8.77 |
8.4% |
1.24 |
1.2% |
98% |
True |
False |
70,875 |
80 |
104.50 |
92.85 |
11.65 |
11.2% |
1.21 |
1.2% |
99% |
True |
False |
57,569 |
100 |
104.50 |
90.40 |
14.10 |
13.5% |
1.20 |
1.1% |
99% |
True |
False |
48,566 |
120 |
104.50 |
90.40 |
14.10 |
13.5% |
1.12 |
1.1% |
99% |
True |
False |
41,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.16 |
2.618 |
106.75 |
1.618 |
105.89 |
1.000 |
105.36 |
0.618 |
105.03 |
HIGH |
104.50 |
0.618 |
104.17 |
0.500 |
104.07 |
0.382 |
103.97 |
LOW |
103.64 |
0.618 |
103.11 |
1.000 |
102.78 |
1.618 |
102.25 |
2.618 |
101.39 |
4.250 |
99.99 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
104.26 |
104.11 |
PP |
104.16 |
103.88 |
S1 |
104.07 |
103.64 |
|