NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.07 |
100.27 |
1.20 |
1.2% |
98.30 |
High |
100.46 |
101.05 |
0.59 |
0.6% |
99.47 |
Low |
98.86 |
100.27 |
1.41 |
1.4% |
97.30 |
Close |
100.16 |
100.85 |
0.69 |
0.7% |
98.43 |
Range |
1.60 |
0.78 |
-0.82 |
-51.3% |
2.17 |
ATR |
1.19 |
1.17 |
-0.02 |
-1.8% |
0.00 |
Volume |
31,286 |
42,603 |
11,317 |
36.2% |
212,156 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.06 |
102.74 |
101.28 |
|
R3 |
102.28 |
101.96 |
101.06 |
|
R2 |
101.50 |
101.50 |
100.99 |
|
R1 |
101.18 |
101.18 |
100.92 |
101.34 |
PP |
100.72 |
100.72 |
100.72 |
100.81 |
S1 |
100.40 |
100.40 |
100.78 |
100.56 |
S2 |
99.94 |
99.94 |
100.71 |
|
S3 |
99.16 |
99.62 |
100.64 |
|
S4 |
98.38 |
98.84 |
100.42 |
|
|
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 |
101.05 |
98.15 |
2.90 |
2.9% |
1.12 |
1.1% |
93% |
True |
False |
42,879 |
10 |
101.05 |
97.30 |
3.75 |
3.7% |
1.09 |
1.1% |
95% |
True |
False |
41,328 |
20 |
102.04 |
97.30 |
4.74 |
4.7% |
1.13 |
1.1% |
75% |
False |
False |
34,762 |
40 |
102.04 |
95.50 |
6.54 |
6.5% |
1.13 |
1.1% |
82% |
False |
False |
27,176 |
60 |
102.04 |
95.06 |
6.98 |
6.9% |
1.14 |
1.1% |
83% |
False |
False |
23,514 |
80 |
102.04 |
91.27 |
10.77 |
10.7% |
1.10 |
1.1% |
89% |
False |
False |
19,402 |
100 |
102.04 |
89.73 |
12.31 |
12.2% |
1.05 |
1.0% |
90% |
False |
False |
16,712 |
120 |
102.04 |
89.73 |
12.31 |
12.2% |
1.01 |
1.0% |
90% |
False |
False |
14,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.37 |
2.618 |
103.09 |
1.618 |
102.31 |
1.000 |
101.83 |
0.618 |
101.53 |
HIGH |
101.05 |
0.618 |
100.75 |
0.500 |
100.66 |
0.382 |
100.57 |
LOW |
100.27 |
0.618 |
99.79 |
1.000 |
99.49 |
1.618 |
99.01 |
2.618 |
98.23 |
4.250 |
96.96 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.79 |
100.48 |
PP |
100.72 |
100.10 |
S1 |
100.66 |
99.73 |
|