NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
104.14 |
103.06 |
-1.08 |
-1.0% |
101.68 |
High |
104.39 |
103.94 |
-0.45 |
-0.4% |
104.50 |
Low |
102.64 |
102.61 |
-0.03 |
0.0% |
101.52 |
Close |
102.72 |
103.58 |
0.86 |
0.8% |
104.35 |
Range |
1.75 |
1.33 |
-0.42 |
-24.0% |
2.98 |
ATR |
1.20 |
1.21 |
0.01 |
0.8% |
0.00 |
Volume |
239,134 |
205,506 |
-33,628 |
-14.1% |
1,060,117 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.37 |
106.80 |
104.31 |
|
R3 |
106.04 |
105.47 |
103.95 |
|
R2 |
104.71 |
104.71 |
103.82 |
|
R1 |
104.14 |
104.14 |
103.70 |
104.43 |
PP |
103.38 |
103.38 |
103.38 |
103.52 |
S1 |
102.81 |
102.81 |
103.46 |
103.10 |
S2 |
102.05 |
102.05 |
103.34 |
|
S3 |
100.72 |
101.48 |
103.21 |
|
S4 |
99.39 |
100.15 |
102.85 |
|
|
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 |
102.61 |
1.89 |
1.8% |
1.11 |
1.1% |
51% |
False |
True |
187,754 |
10 |
104.50 |
100.82 |
3.68 |
3.6% |
1.11 |
1.1% |
75% |
False |
False |
203,052 |
20 |
104.50 |
98.10 |
6.40 |
6.2% |
1.12 |
1.1% |
86% |
False |
False |
152,653 |
40 |
104.50 |
97.30 |
7.20 |
7.0% |
1.17 |
1.1% |
87% |
False |
False |
103,578 |
60 |
104.50 |
95.73 |
8.77 |
8.5% |
1.23 |
1.2% |
90% |
False |
False |
79,966 |
80 |
104.50 |
93.01 |
11.49 |
11.1% |
1.22 |
1.2% |
92% |
False |
False |
64,827 |
100 |
104.50 |
90.40 |
14.10 |
13.6% |
1.19 |
1.1% |
93% |
False |
False |
54,579 |
120 |
104.50 |
90.40 |
14.10 |
13.6% |
1.13 |
1.1% |
93% |
False |
False |
46,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.59 |
2.618 |
107.42 |
1.618 |
106.09 |
1.000 |
105.27 |
0.618 |
104.76 |
HIGH |
103.94 |
0.618 |
103.43 |
0.500 |
103.28 |
0.382 |
103.12 |
LOW |
102.61 |
0.618 |
101.79 |
1.000 |
101.28 |
1.618 |
100.46 |
2.618 |
99.13 |
4.250 |
96.96 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
103.48 |
103.57 |
PP |
103.38 |
103.56 |
S1 |
103.28 |
103.56 |
|