NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.30 |
97.75 |
-0.55 |
-0.6% |
99.31 |
| High |
98.69 |
98.60 |
-0.09 |
-0.1% |
100.45 |
| Low |
97.30 |
97.67 |
0.37 |
0.4% |
97.30 |
| Close |
97.82 |
97.70 |
-0.12 |
-0.1% |
98.16 |
| Range |
1.39 |
0.93 |
-0.46 |
-33.1% |
3.15 |
| ATR |
1.19 |
1.17 |
-0.02 |
-1.6% |
0.00 |
| Volume |
31,991 |
30,729 |
-1,262 |
-3.9% |
179,847 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.78 |
100.17 |
98.21 |
|
| R3 |
99.85 |
99.24 |
97.96 |
|
| R2 |
98.92 |
98.92 |
97.87 |
|
| R1 |
98.31 |
98.31 |
97.79 |
98.15 |
| PP |
97.99 |
97.99 |
97.99 |
97.91 |
| S1 |
97.38 |
97.38 |
97.61 |
97.22 |
| S2 |
97.06 |
97.06 |
97.53 |
|
| S3 |
96.13 |
96.45 |
97.44 |
|
| S4 |
95.20 |
95.52 |
97.19 |
|
|
| 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 |
99.16 |
97.30 |
1.86 |
1.9% |
1.08 |
1.1% |
22% |
False |
False |
37,097 |
| 10 |
100.92 |
97.30 |
3.62 |
3.7% |
1.09 |
1.1% |
11% |
False |
False |
34,275 |
| 20 |
102.04 |
97.30 |
4.74 |
4.9% |
1.11 |
1.1% |
8% |
False |
False |
30,876 |
| 40 |
102.04 |
95.06 |
6.98 |
7.1% |
1.15 |
1.2% |
38% |
False |
False |
24,035 |
| 60 |
102.04 |
95.06 |
6.98 |
7.1% |
1.12 |
1.1% |
38% |
False |
False |
19,989 |
| 80 |
102.04 |
89.74 |
12.30 |
12.6% |
1.08 |
1.1% |
65% |
False |
False |
16,812 |
| 100 |
102.04 |
89.73 |
12.31 |
12.6% |
1.02 |
1.0% |
65% |
False |
False |
14,415 |
| 120 |
102.04 |
89.73 |
12.31 |
12.6% |
1.00 |
1.0% |
65% |
False |
False |
12,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.55 |
|
2.618 |
101.03 |
|
1.618 |
100.10 |
|
1.000 |
99.53 |
|
0.618 |
99.17 |
|
HIGH |
98.60 |
|
0.618 |
98.24 |
|
0.500 |
98.14 |
|
0.382 |
98.03 |
|
LOW |
97.67 |
|
0.618 |
97.10 |
|
1.000 |
96.74 |
|
1.618 |
96.17 |
|
2.618 |
95.24 |
|
4.250 |
93.72 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.14 |
98.00 |
| PP |
97.99 |
97.90 |
| S1 |
97.85 |
97.80 |
|