NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
104.34 |
104.14 |
-0.20 |
-0.2% |
101.68 |
| High |
104.50 |
104.39 |
-0.11 |
-0.1% |
104.50 |
| Low |
103.57 |
102.64 |
-0.93 |
-0.9% |
101.52 |
| Close |
104.11 |
102.72 |
-1.39 |
-1.3% |
104.35 |
| Range |
0.93 |
1.75 |
0.82 |
88.2% |
2.98 |
| ATR |
1.16 |
1.20 |
0.04 |
3.7% |
0.00 |
| Volume |
174,387 |
239,134 |
64,747 |
37.1% |
1,060,117 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.50 |
107.36 |
103.68 |
|
| R3 |
106.75 |
105.61 |
103.20 |
|
| R2 |
105.00 |
105.00 |
103.04 |
|
| R1 |
103.86 |
103.86 |
102.88 |
103.56 |
| PP |
103.25 |
103.25 |
103.25 |
103.10 |
| S1 |
102.11 |
102.11 |
102.56 |
101.81 |
| S2 |
101.50 |
101.50 |
102.40 |
|
| S3 |
99.75 |
100.36 |
102.24 |
|
| S4 |
98.00 |
98.61 |
101.76 |
|
|
| 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 |
102.64 |
1.86 |
1.8% |
1.14 |
1.1% |
4% |
False |
True |
201,078 |
| 10 |
104.50 |
100.82 |
3.68 |
3.6% |
1.05 |
1.0% |
52% |
False |
False |
195,319 |
| 20 |
104.50 |
98.10 |
6.40 |
6.2% |
1.12 |
1.1% |
72% |
False |
False |
145,896 |
| 40 |
104.50 |
97.30 |
7.20 |
7.0% |
1.19 |
1.2% |
75% |
False |
False |
99,019 |
| 60 |
104.50 |
95.73 |
8.77 |
8.5% |
1.24 |
1.2% |
80% |
False |
False |
77,181 |
| 80 |
104.50 |
92.85 |
11.65 |
11.3% |
1.22 |
1.2% |
85% |
False |
False |
62,461 |
| 100 |
104.50 |
90.40 |
14.10 |
13.7% |
1.19 |
1.2% |
87% |
False |
False |
52,595 |
| 120 |
104.50 |
90.40 |
14.10 |
13.7% |
1.12 |
1.1% |
87% |
False |
False |
45,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.83 |
|
2.618 |
108.97 |
|
1.618 |
107.22 |
|
1.000 |
106.14 |
|
0.618 |
105.47 |
|
HIGH |
104.39 |
|
0.618 |
103.72 |
|
0.500 |
103.52 |
|
0.382 |
103.31 |
|
LOW |
102.64 |
|
0.618 |
101.56 |
|
1.000 |
100.89 |
|
1.618 |
99.81 |
|
2.618 |
98.06 |
|
4.250 |
95.20 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.52 |
103.57 |
| PP |
103.25 |
103.29 |
| S1 |
102.99 |
103.00 |
|