NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
97.70 |
98.30 |
0.60 |
0.6% |
99.31 |
High |
98.53 |
98.69 |
0.16 |
0.2% |
100.45 |
Low |
97.70 |
97.30 |
-0.40 |
-0.4% |
97.30 |
Close |
98.16 |
97.82 |
-0.34 |
-0.3% |
98.16 |
Range |
0.83 |
1.39 |
0.56 |
67.5% |
3.15 |
ATR |
1.17 |
1.19 |
0.02 |
1.3% |
0.00 |
Volume |
45,645 |
31,991 |
-13,654 |
-29.9% |
179,847 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.11 |
101.35 |
98.58 |
|
R3 |
100.72 |
99.96 |
98.20 |
|
R2 |
99.33 |
99.33 |
98.07 |
|
R1 |
98.57 |
98.57 |
97.95 |
98.26 |
PP |
97.94 |
97.94 |
97.94 |
97.78 |
S1 |
97.18 |
97.18 |
97.69 |
96.87 |
S2 |
96.55 |
96.55 |
97.57 |
|
S3 |
95.16 |
95.79 |
97.44 |
|
S4 |
93.77 |
94.40 |
97.06 |
|
|
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% |
1.15 |
1.2% |
17% |
False |
True |
37,447 |
10 |
101.72 |
97.30 |
4.42 |
4.5% |
1.17 |
1.2% |
12% |
False |
True |
32,897 |
20 |
102.04 |
97.30 |
4.74 |
4.8% |
1.13 |
1.2% |
11% |
False |
True |
30,146 |
40 |
102.04 |
95.06 |
6.98 |
7.1% |
1.17 |
1.2% |
40% |
False |
False |
23,691 |
60 |
102.04 |
93.99 |
8.05 |
8.2% |
1.14 |
1.2% |
48% |
False |
False |
19,610 |
80 |
102.04 |
89.73 |
12.31 |
12.6% |
1.08 |
1.1% |
66% |
False |
False |
16,552 |
100 |
102.04 |
89.73 |
12.31 |
12.6% |
1.02 |
1.0% |
66% |
False |
False |
14,152 |
120 |
102.04 |
89.73 |
12.31 |
12.6% |
1.00 |
1.0% |
66% |
False |
False |
12,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.60 |
2.618 |
102.33 |
1.618 |
100.94 |
1.000 |
100.08 |
0.618 |
99.55 |
HIGH |
98.69 |
0.618 |
98.16 |
0.500 |
98.00 |
0.382 |
97.83 |
LOW |
97.30 |
0.618 |
96.44 |
1.000 |
95.91 |
1.618 |
95.05 |
2.618 |
93.66 |
4.250 |
91.39 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
98.00 |
98.00 |
PP |
97.94 |
97.94 |
S1 |
97.88 |
97.88 |
|