NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.16 |
102.04 |
0.88 |
0.9% |
98.45 |
High |
102.13 |
103.38 |
1.25 |
1.2% |
101.05 |
Low |
100.83 |
101.90 |
1.07 |
1.1% |
98.41 |
Close |
101.50 |
103.16 |
1.66 |
1.6% |
100.76 |
Range |
1.30 |
1.48 |
0.18 |
13.8% |
2.64 |
ATR |
1.11 |
1.16 |
0.06 |
5.0% |
0.00 |
Volume |
48,563 |
79,158 |
30,595 |
63.0% |
220,666 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.25 |
106.69 |
103.97 |
|
R3 |
105.77 |
105.21 |
103.57 |
|
R2 |
104.29 |
104.29 |
103.43 |
|
R1 |
103.73 |
103.73 |
103.30 |
104.01 |
PP |
102.81 |
102.81 |
102.81 |
102.96 |
S1 |
102.25 |
102.25 |
103.02 |
102.53 |
S2 |
101.33 |
101.33 |
102.89 |
|
S3 |
99.85 |
100.77 |
102.75 |
|
S4 |
98.37 |
99.29 |
102.35 |
|
|
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 |
103.38 |
100.04 |
3.34 |
3.2% |
1.02 |
1.0% |
93% |
True |
False |
55,159 |
10 |
103.38 |
98.15 |
5.23 |
5.1% |
1.07 |
1.0% |
96% |
True |
False |
49,019 |
20 |
103.38 |
97.30 |
6.08 |
5.9% |
1.10 |
1.1% |
96% |
True |
False |
41,913 |
40 |
103.38 |
96.40 |
6.98 |
6.8% |
1.11 |
1.1% |
97% |
True |
False |
31,915 |
60 |
103.38 |
95.06 |
8.32 |
8.1% |
1.15 |
1.1% |
97% |
True |
False |
27,209 |
80 |
103.38 |
92.02 |
11.36 |
11.0% |
1.10 |
1.1% |
98% |
True |
False |
22,414 |
100 |
103.38 |
89.73 |
13.65 |
13.2% |
1.08 |
1.0% |
98% |
True |
False |
19,241 |
120 |
103.38 |
89.73 |
13.65 |
13.2% |
1.01 |
1.0% |
98% |
True |
False |
16,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.67 |
2.618 |
107.25 |
1.618 |
105.77 |
1.000 |
104.86 |
0.618 |
104.29 |
HIGH |
103.38 |
0.618 |
102.81 |
0.500 |
102.64 |
0.382 |
102.47 |
LOW |
101.90 |
0.618 |
100.99 |
1.000 |
100.42 |
1.618 |
99.51 |
2.618 |
98.03 |
4.250 |
95.61 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.99 |
102.80 |
PP |
102.81 |
102.43 |
S1 |
102.64 |
102.07 |
|