NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
103.71 |
104.34 |
0.63 |
0.6% |
101.68 |
| High |
104.50 |
104.50 |
0.00 |
0.0% |
104.50 |
| Low |
103.64 |
103.57 |
-0.07 |
-0.1% |
101.52 |
| Close |
104.35 |
104.11 |
-0.24 |
-0.2% |
104.35 |
| Range |
0.86 |
0.93 |
0.07 |
8.1% |
2.98 |
| ATR |
1.17 |
1.16 |
-0.02 |
-1.5% |
0.00 |
| Volume |
160,563 |
174,387 |
13,824 |
8.6% |
1,060,117 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.85 |
106.41 |
104.62 |
|
| R3 |
105.92 |
105.48 |
104.37 |
|
| R2 |
104.99 |
104.99 |
104.28 |
|
| R1 |
104.55 |
104.55 |
104.20 |
104.31 |
| PP |
104.06 |
104.06 |
104.06 |
103.94 |
| S1 |
103.62 |
103.62 |
104.02 |
103.38 |
| S2 |
103.13 |
103.13 |
103.94 |
|
| S3 |
102.20 |
102.69 |
103.85 |
|
| S4 |
101.27 |
101.76 |
103.60 |
|
|
| 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 |
101.69 |
2.81 |
2.7% |
1.06 |
1.0% |
86% |
True |
False |
203,205 |
| 10 |
104.50 |
99.72 |
4.78 |
4.6% |
1.05 |
1.0% |
92% |
True |
False |
183,900 |
| 20 |
104.50 |
98.10 |
6.40 |
6.1% |
1.10 |
1.1% |
94% |
True |
False |
137,098 |
| 40 |
104.50 |
97.30 |
7.20 |
6.9% |
1.17 |
1.1% |
95% |
True |
False |
93,576 |
| 60 |
104.50 |
95.73 |
8.77 |
8.4% |
1.24 |
1.2% |
96% |
True |
False |
73,417 |
| 80 |
104.50 |
92.85 |
11.65 |
11.2% |
1.21 |
1.2% |
97% |
True |
False |
59,593 |
| 100 |
104.50 |
90.40 |
14.10 |
13.5% |
1.20 |
1.2% |
97% |
True |
False |
50,248 |
| 120 |
104.50 |
90.40 |
14.10 |
13.5% |
1.12 |
1.1% |
97% |
True |
False |
43,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.45 |
|
2.618 |
106.93 |
|
1.618 |
106.00 |
|
1.000 |
105.43 |
|
0.618 |
105.07 |
|
HIGH |
104.50 |
|
0.618 |
104.14 |
|
0.500 |
104.04 |
|
0.382 |
103.93 |
|
LOW |
103.57 |
|
0.618 |
103.00 |
|
1.000 |
102.64 |
|
1.618 |
102.07 |
|
2.618 |
101.14 |
|
4.250 |
99.62 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.09 |
104.08 |
| PP |
104.06 |
104.05 |
| S1 |
104.04 |
104.03 |
|