NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.55 |
100.38 |
-0.17 |
-0.2% |
98.45 |
High |
100.86 |
100.90 |
0.04 |
0.0% |
101.05 |
Low |
100.04 |
100.23 |
0.19 |
0.2% |
98.41 |
Close |
100.38 |
100.76 |
0.38 |
0.4% |
100.76 |
Range |
0.82 |
0.67 |
-0.15 |
-18.3% |
2.64 |
ATR |
1.15 |
1.11 |
-0.03 |
-3.0% |
0.00 |
Volume |
38,799 |
69,026 |
30,227 |
77.9% |
220,666 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.64 |
102.37 |
101.13 |
|
R3 |
101.97 |
101.70 |
100.94 |
|
R2 |
101.30 |
101.30 |
100.88 |
|
R1 |
101.03 |
101.03 |
100.82 |
101.17 |
PP |
100.63 |
100.63 |
100.63 |
100.70 |
S1 |
100.36 |
100.36 |
100.70 |
100.50 |
S2 |
99.96 |
99.96 |
100.64 |
|
S3 |
99.29 |
99.69 |
100.58 |
|
S4 |
98.62 |
99.02 |
100.39 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.99 |
107.02 |
102.21 |
|
R3 |
105.35 |
104.38 |
101.49 |
|
R2 |
102.71 |
102.71 |
101.24 |
|
R1 |
101.74 |
101.74 |
101.00 |
102.23 |
PP |
100.07 |
100.07 |
100.07 |
100.32 |
S1 |
99.10 |
99.10 |
100.52 |
99.59 |
S2 |
97.43 |
97.43 |
100.28 |
|
S3 |
94.79 |
96.46 |
100.03 |
|
S4 |
92.15 |
93.82 |
99.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.05 |
98.41 |
2.64 |
2.6% |
0.96 |
1.0% |
89% |
False |
False |
44,133 |
10 |
101.05 |
97.30 |
3.75 |
3.7% |
1.05 |
1.0% |
92% |
False |
False |
43,282 |
20 |
101.80 |
97.30 |
4.50 |
4.5% |
1.09 |
1.1% |
77% |
False |
False |
37,617 |
40 |
102.04 |
95.79 |
6.25 |
6.2% |
1.13 |
1.1% |
80% |
False |
False |
28,702 |
60 |
102.04 |
95.06 |
6.98 |
6.9% |
1.14 |
1.1% |
82% |
False |
False |
24,873 |
80 |
102.04 |
92.02 |
10.02 |
9.9% |
1.09 |
1.1% |
87% |
False |
False |
20,650 |
100 |
102.04 |
89.73 |
12.31 |
12.2% |
1.05 |
1.0% |
90% |
False |
False |
17,667 |
120 |
102.04 |
89.73 |
12.31 |
12.2% |
1.00 |
1.0% |
90% |
False |
False |
15,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.75 |
2.618 |
102.65 |
1.618 |
101.98 |
1.000 |
101.57 |
0.618 |
101.31 |
HIGH |
100.90 |
0.618 |
100.64 |
0.500 |
100.57 |
0.382 |
100.49 |
LOW |
100.23 |
0.618 |
99.82 |
1.000 |
99.56 |
1.618 |
99.15 |
2.618 |
98.48 |
4.250 |
97.38 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.70 |
100.69 |
PP |
100.63 |
100.62 |
S1 |
100.57 |
100.55 |
|