NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.38 |
100.83 |
0.45 |
0.4% |
98.45 |
High |
100.90 |
101.58 |
0.68 |
0.7% |
101.05 |
Low |
100.23 |
100.75 |
0.52 |
0.5% |
98.41 |
Close |
100.76 |
101.19 |
0.43 |
0.4% |
100.76 |
Range |
0.67 |
0.83 |
0.16 |
23.9% |
2.64 |
ATR |
1.11 |
1.09 |
-0.02 |
-1.8% |
0.00 |
Volume |
69,026 |
40,250 |
-28,776 |
-41.7% |
220,666 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.66 |
103.26 |
101.65 |
|
R3 |
102.83 |
102.43 |
101.42 |
|
R2 |
102.00 |
102.00 |
101.34 |
|
R1 |
101.60 |
101.60 |
101.27 |
101.80 |
PP |
101.17 |
101.17 |
101.17 |
101.28 |
S1 |
100.77 |
100.77 |
101.11 |
100.97 |
S2 |
100.34 |
100.34 |
101.04 |
|
S3 |
99.51 |
99.94 |
100.96 |
|
S4 |
98.68 |
99.11 |
100.73 |
|
|
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 |
101.58 |
98.86 |
2.72 |
2.7% |
0.94 |
0.9% |
86% |
True |
False |
44,392 |
10 |
101.58 |
97.67 |
3.91 |
3.9% |
1.00 |
1.0% |
90% |
True |
False |
44,108 |
20 |
101.72 |
97.30 |
4.42 |
4.4% |
1.09 |
1.1% |
88% |
False |
False |
38,502 |
40 |
102.04 |
96.40 |
5.64 |
5.6% |
1.10 |
1.1% |
85% |
False |
False |
29,188 |
60 |
102.04 |
95.06 |
6.98 |
6.9% |
1.14 |
1.1% |
88% |
False |
False |
25,396 |
80 |
102.04 |
92.02 |
10.02 |
9.9% |
1.09 |
1.1% |
92% |
False |
False |
21,033 |
100 |
102.04 |
89.73 |
12.31 |
12.2% |
1.06 |
1.0% |
93% |
False |
False |
18,020 |
120 |
102.04 |
89.73 |
12.31 |
12.2% |
1.00 |
1.0% |
93% |
False |
False |
15,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.11 |
2.618 |
103.75 |
1.618 |
102.92 |
1.000 |
102.41 |
0.618 |
102.09 |
HIGH |
101.58 |
0.618 |
101.26 |
0.500 |
101.17 |
0.382 |
101.07 |
LOW |
100.75 |
0.618 |
100.24 |
1.000 |
99.92 |
1.618 |
99.41 |
2.618 |
98.58 |
4.250 |
97.22 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.18 |
101.06 |
PP |
101.17 |
100.94 |
S1 |
101.17 |
100.81 |
|