NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
103.06 |
103.51 |
0.45 |
0.4% |
104.34 |
| High |
103.94 |
103.56 |
-0.38 |
-0.4% |
104.50 |
| Low |
102.61 |
102.40 |
-0.21 |
-0.2% |
102.40 |
| Close |
103.58 |
102.71 |
-0.87 |
-0.8% |
102.71 |
| Range |
1.33 |
1.16 |
-0.17 |
-12.8% |
2.10 |
| ATR |
1.21 |
1.21 |
0.00 |
-0.2% |
0.00 |
| Volume |
205,506 |
169,734 |
-35,772 |
-17.4% |
788,761 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.37 |
105.70 |
103.35 |
|
| R3 |
105.21 |
104.54 |
103.03 |
|
| R2 |
104.05 |
104.05 |
102.92 |
|
| R1 |
103.38 |
103.38 |
102.82 |
103.14 |
| PP |
102.89 |
102.89 |
102.89 |
102.77 |
| S1 |
102.22 |
102.22 |
102.60 |
101.98 |
| S2 |
101.73 |
101.73 |
102.50 |
|
| S3 |
100.57 |
101.06 |
102.39 |
|
| S4 |
99.41 |
99.90 |
102.07 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.50 |
108.21 |
103.87 |
|
| R3 |
107.40 |
106.11 |
103.29 |
|
| R2 |
105.30 |
105.30 |
103.10 |
|
| R1 |
104.01 |
104.01 |
102.90 |
103.61 |
| PP |
103.20 |
103.20 |
103.20 |
103.00 |
| S1 |
101.91 |
101.91 |
102.52 |
101.51 |
| S2 |
101.10 |
101.10 |
102.33 |
|
| S3 |
99.00 |
99.81 |
102.13 |
|
| S4 |
96.90 |
97.71 |
101.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.50 |
102.40 |
2.10 |
2.0% |
1.21 |
1.2% |
15% |
False |
True |
189,864 |
| 10 |
104.50 |
100.97 |
3.53 |
3.4% |
1.13 |
1.1% |
49% |
False |
False |
199,326 |
| 20 |
104.50 |
98.18 |
6.32 |
6.2% |
1.13 |
1.1% |
72% |
False |
False |
156,949 |
| 40 |
104.50 |
97.55 |
6.95 |
6.8% |
1.18 |
1.1% |
74% |
False |
False |
107,074 |
| 60 |
104.50 |
95.73 |
8.77 |
8.5% |
1.22 |
1.2% |
80% |
False |
False |
82,379 |
| 80 |
104.50 |
93.76 |
10.74 |
10.5% |
1.22 |
1.2% |
83% |
False |
False |
66,736 |
| 100 |
104.50 |
90.40 |
14.10 |
13.7% |
1.19 |
1.2% |
87% |
False |
False |
56,178 |
| 120 |
104.50 |
90.40 |
14.10 |
13.7% |
1.13 |
1.1% |
87% |
False |
False |
48,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.49 |
|
2.618 |
106.60 |
|
1.618 |
105.44 |
|
1.000 |
104.72 |
|
0.618 |
104.28 |
|
HIGH |
103.56 |
|
0.618 |
103.12 |
|
0.500 |
102.98 |
|
0.382 |
102.84 |
|
LOW |
102.40 |
|
0.618 |
101.68 |
|
1.000 |
101.24 |
|
1.618 |
100.52 |
|
2.618 |
99.36 |
|
4.250 |
97.47 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.98 |
103.40 |
| PP |
102.89 |
103.17 |
| S1 |
102.80 |
102.94 |
|