NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.08 |
98.68 |
-0.40 |
-0.4% |
98.30 |
High |
99.16 |
99.47 |
0.31 |
0.3% |
99.47 |
Low |
98.21 |
98.15 |
-0.06 |
-0.1% |
97.30 |
Close |
98.65 |
98.43 |
-0.22 |
-0.2% |
98.43 |
Range |
0.95 |
1.32 |
0.37 |
38.9% |
2.17 |
ATR |
1.17 |
1.18 |
0.01 |
0.9% |
0.00 |
Volume |
50,123 |
51,431 |
1,308 |
2.6% |
212,156 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.64 |
101.86 |
99.16 |
|
R3 |
101.32 |
100.54 |
98.79 |
|
R2 |
100.00 |
100.00 |
98.67 |
|
R1 |
99.22 |
99.22 |
98.55 |
98.95 |
PP |
98.68 |
98.68 |
98.68 |
98.55 |
S1 |
97.90 |
97.90 |
98.31 |
97.63 |
S2 |
97.36 |
97.36 |
98.19 |
|
S3 |
96.04 |
96.58 |
98.07 |
|
S4 |
94.72 |
95.26 |
97.70 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.91 |
103.84 |
99.62 |
|
R3 |
102.74 |
101.67 |
99.03 |
|
R2 |
100.57 |
100.57 |
98.83 |
|
R1 |
99.50 |
99.50 |
98.63 |
100.04 |
PP |
98.40 |
98.40 |
98.40 |
98.67 |
S1 |
97.33 |
97.33 |
98.23 |
97.87 |
S2 |
96.23 |
96.23 |
98.03 |
|
S3 |
94.06 |
95.16 |
97.83 |
|
S4 |
91.89 |
92.99 |
97.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.47 |
97.30 |
2.17 |
2.2% |
1.15 |
1.2% |
52% |
True |
False |
42,431 |
10 |
100.45 |
97.30 |
3.15 |
3.2% |
1.13 |
1.2% |
36% |
False |
False |
39,200 |
20 |
102.04 |
97.30 |
4.74 |
4.8% |
1.11 |
1.1% |
24% |
False |
False |
33,112 |
40 |
102.04 |
95.06 |
6.98 |
7.1% |
1.14 |
1.2% |
48% |
False |
False |
25,556 |
60 |
102.04 |
95.06 |
6.98 |
7.1% |
1.14 |
1.2% |
48% |
False |
False |
22,045 |
80 |
102.04 |
90.47 |
11.57 |
11.8% |
1.09 |
1.1% |
69% |
False |
False |
18,337 |
100 |
102.04 |
89.73 |
12.31 |
12.5% |
1.04 |
1.1% |
71% |
False |
False |
15,707 |
120 |
102.04 |
89.73 |
12.31 |
12.5% |
1.00 |
1.0% |
71% |
False |
False |
13,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.08 |
2.618 |
102.93 |
1.618 |
101.61 |
1.000 |
100.79 |
0.618 |
100.29 |
HIGH |
99.47 |
0.618 |
98.97 |
0.500 |
98.81 |
0.382 |
98.65 |
LOW |
98.15 |
0.618 |
97.33 |
1.000 |
96.83 |
1.618 |
96.01 |
2.618 |
94.69 |
4.250 |
92.54 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
98.81 |
98.70 |
PP |
98.68 |
98.61 |
S1 |
98.56 |
98.52 |
|