NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.45 |
99.07 |
0.62 |
0.6% |
98.30 |
High |
99.34 |
100.46 |
1.12 |
1.1% |
99.47 |
Low |
98.41 |
98.86 |
0.45 |
0.5% |
97.30 |
Close |
99.09 |
100.16 |
1.07 |
1.1% |
98.43 |
Range |
0.93 |
1.60 |
0.67 |
72.0% |
2.17 |
ATR |
1.16 |
1.19 |
0.03 |
2.7% |
0.00 |
Volume |
38,952 |
31,286 |
-7,666 |
-19.7% |
212,156 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.63 |
103.99 |
101.04 |
|
R3 |
103.03 |
102.39 |
100.60 |
|
R2 |
101.43 |
101.43 |
100.45 |
|
R1 |
100.79 |
100.79 |
100.31 |
101.11 |
PP |
99.83 |
99.83 |
99.83 |
99.99 |
S1 |
99.19 |
99.19 |
100.01 |
99.51 |
S2 |
98.23 |
98.23 |
99.87 |
|
S3 |
96.63 |
97.59 |
99.72 |
|
S4 |
95.03 |
95.99 |
99.28 |
|
|
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 |
100.46 |
97.92 |
2.54 |
2.5% |
1.19 |
1.2% |
88% |
True |
False |
43,934 |
10 |
100.46 |
97.30 |
3.16 |
3.2% |
1.14 |
1.1% |
91% |
True |
False |
40,516 |
20 |
102.04 |
97.30 |
4.74 |
4.7% |
1.14 |
1.1% |
60% |
False |
False |
33,710 |
40 |
102.04 |
95.30 |
6.74 |
6.7% |
1.14 |
1.1% |
72% |
False |
False |
26,425 |
60 |
102.04 |
95.06 |
6.98 |
7.0% |
1.15 |
1.1% |
73% |
False |
False |
22,894 |
80 |
102.04 |
91.21 |
10.83 |
10.8% |
1.10 |
1.1% |
83% |
False |
False |
18,932 |
100 |
102.04 |
89.73 |
12.31 |
12.3% |
1.05 |
1.0% |
85% |
False |
False |
16,326 |
120 |
102.04 |
89.73 |
12.31 |
12.3% |
1.00 |
1.0% |
85% |
False |
False |
14,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.26 |
2.618 |
104.65 |
1.618 |
103.05 |
1.000 |
102.06 |
0.618 |
101.45 |
HIGH |
100.46 |
0.618 |
99.85 |
0.500 |
99.66 |
0.382 |
99.47 |
LOW |
98.86 |
0.618 |
97.87 |
1.000 |
97.26 |
1.618 |
96.27 |
2.618 |
94.67 |
4.250 |
92.06 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.99 |
99.88 |
PP |
99.83 |
99.59 |
S1 |
99.66 |
99.31 |
|