NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.27 |
100.55 |
0.28 |
0.3% |
98.30 |
High |
101.05 |
100.86 |
-0.19 |
-0.2% |
99.47 |
Low |
100.27 |
100.04 |
-0.23 |
-0.2% |
97.30 |
Close |
100.85 |
100.38 |
-0.47 |
-0.5% |
98.43 |
Range |
0.78 |
0.82 |
0.04 |
5.1% |
2.17 |
ATR |
1.17 |
1.15 |
-0.03 |
-2.1% |
0.00 |
Volume |
42,603 |
38,799 |
-3,804 |
-8.9% |
212,156 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.89 |
102.45 |
100.83 |
|
R3 |
102.07 |
101.63 |
100.61 |
|
R2 |
101.25 |
101.25 |
100.53 |
|
R1 |
100.81 |
100.81 |
100.46 |
100.62 |
PP |
100.43 |
100.43 |
100.43 |
100.33 |
S1 |
99.99 |
99.99 |
100.30 |
99.80 |
S2 |
99.61 |
99.61 |
100.23 |
|
S3 |
98.79 |
99.17 |
100.15 |
|
S4 |
97.97 |
98.35 |
99.93 |
|
|
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% |
1.09 |
1.1% |
77% |
False |
False |
40,614 |
10 |
101.05 |
97.30 |
3.75 |
3.7% |
1.07 |
1.1% |
82% |
False |
False |
40,944 |
20 |
101.98 |
97.30 |
4.68 |
4.7% |
1.10 |
1.1% |
66% |
False |
False |
35,677 |
40 |
102.04 |
95.50 |
6.54 |
6.5% |
1.13 |
1.1% |
75% |
False |
False |
27,584 |
60 |
102.04 |
95.06 |
6.98 |
7.0% |
1.14 |
1.1% |
76% |
False |
False |
23,975 |
80 |
102.04 |
92.02 |
10.02 |
10.0% |
1.09 |
1.1% |
83% |
False |
False |
19,840 |
100 |
102.04 |
89.73 |
12.31 |
12.3% |
1.05 |
1.0% |
87% |
False |
False |
17,038 |
120 |
102.04 |
89.73 |
12.31 |
12.3% |
1.01 |
1.0% |
87% |
False |
False |
15,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.35 |
2.618 |
103.01 |
1.618 |
102.19 |
1.000 |
101.68 |
0.618 |
101.37 |
HIGH |
100.86 |
0.618 |
100.55 |
0.500 |
100.45 |
0.382 |
100.35 |
LOW |
100.04 |
0.618 |
99.53 |
1.000 |
99.22 |
1.618 |
98.71 |
2.618 |
97.89 |
4.250 |
96.56 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.45 |
100.24 |
PP |
100.43 |
100.10 |
S1 |
100.40 |
99.96 |
|