NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.30 |
97.70 |
-0.60 |
-0.6% |
99.31 |
High |
98.32 |
98.53 |
0.21 |
0.2% |
100.45 |
Low |
97.30 |
97.70 |
0.40 |
0.4% |
97.30 |
Close |
97.91 |
98.16 |
0.25 |
0.3% |
98.16 |
Range |
1.02 |
0.83 |
-0.19 |
-18.6% |
3.15 |
ATR |
1.20 |
1.17 |
-0.03 |
-2.2% |
0.00 |
Volume |
42,647 |
45,645 |
2,998 |
7.0% |
179,847 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.62 |
100.22 |
98.62 |
|
R3 |
99.79 |
99.39 |
98.39 |
|
R2 |
98.96 |
98.96 |
98.31 |
|
R1 |
98.56 |
98.56 |
98.24 |
98.76 |
PP |
98.13 |
98.13 |
98.13 |
98.23 |
S1 |
97.73 |
97.73 |
98.08 |
97.93 |
S2 |
97.30 |
97.30 |
98.01 |
|
S3 |
96.47 |
96.90 |
97.93 |
|
S4 |
95.64 |
96.07 |
97.70 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.09 |
106.27 |
99.89 |
|
R3 |
104.94 |
103.12 |
99.03 |
|
R2 |
101.79 |
101.79 |
98.74 |
|
R1 |
99.97 |
99.97 |
98.45 |
99.31 |
PP |
98.64 |
98.64 |
98.64 |
98.30 |
S1 |
96.82 |
96.82 |
97.87 |
96.16 |
S2 |
95.49 |
95.49 |
97.58 |
|
S3 |
92.34 |
93.67 |
97.29 |
|
S4 |
89.19 |
90.52 |
96.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.45 |
97.30 |
3.15 |
3.2% |
1.12 |
1.1% |
27% |
False |
False |
35,969 |
10 |
101.80 |
97.30 |
4.50 |
4.6% |
1.12 |
1.1% |
19% |
False |
False |
31,952 |
20 |
102.04 |
97.30 |
4.74 |
4.8% |
1.11 |
1.1% |
18% |
False |
False |
29,343 |
40 |
102.04 |
95.06 |
6.98 |
7.1% |
1.16 |
1.2% |
44% |
False |
False |
23,410 |
60 |
102.04 |
93.68 |
8.36 |
8.5% |
1.13 |
1.2% |
54% |
False |
False |
19,177 |
80 |
102.04 |
89.73 |
12.31 |
12.5% |
1.08 |
1.1% |
68% |
False |
False |
16,218 |
100 |
102.04 |
89.73 |
12.31 |
12.5% |
1.01 |
1.0% |
68% |
False |
False |
13,877 |
120 |
102.04 |
89.73 |
12.31 |
12.5% |
0.99 |
1.0% |
68% |
False |
False |
12,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.06 |
2.618 |
100.70 |
1.618 |
99.87 |
1.000 |
99.36 |
0.618 |
99.04 |
HIGH |
98.53 |
0.618 |
98.21 |
0.500 |
98.12 |
0.382 |
98.02 |
LOW |
97.70 |
0.618 |
97.19 |
1.000 |
96.87 |
1.618 |
96.36 |
2.618 |
95.53 |
4.250 |
94.17 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
98.15 |
98.23 |
PP |
98.13 |
98.21 |
S1 |
98.12 |
98.18 |
|