NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.86 |
102.87 |
0.01 |
0.0% |
100.83 |
High |
103.29 |
103.57 |
0.28 |
0.3% |
103.57 |
Low |
102.70 |
102.79 |
0.09 |
0.1% |
100.75 |
Close |
102.87 |
103.43 |
0.56 |
0.5% |
103.43 |
Range |
0.59 |
0.78 |
0.19 |
32.2% |
2.82 |
ATR |
1.12 |
1.10 |
-0.02 |
-2.2% |
0.00 |
Volume |
78,348 |
59,363 |
-18,985 |
-24.2% |
305,682 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.60 |
105.30 |
103.86 |
|
R3 |
104.82 |
104.52 |
103.64 |
|
R2 |
104.04 |
104.04 |
103.57 |
|
R1 |
103.74 |
103.74 |
103.50 |
103.89 |
PP |
103.26 |
103.26 |
103.26 |
103.34 |
S1 |
102.96 |
102.96 |
103.36 |
103.11 |
S2 |
102.48 |
102.48 |
103.29 |
|
S3 |
101.70 |
102.18 |
103.22 |
|
S4 |
100.92 |
101.40 |
103.00 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.04 |
110.06 |
104.98 |
|
R3 |
108.22 |
107.24 |
104.21 |
|
R2 |
105.40 |
105.40 |
103.95 |
|
R1 |
104.42 |
104.42 |
103.69 |
104.91 |
PP |
102.58 |
102.58 |
102.58 |
102.83 |
S1 |
101.60 |
101.60 |
103.17 |
102.09 |
S2 |
99.76 |
99.76 |
102.91 |
|
S3 |
96.94 |
98.78 |
102.65 |
|
S4 |
94.12 |
95.96 |
101.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.57 |
100.75 |
2.82 |
2.7% |
1.00 |
1.0% |
95% |
True |
False |
61,136 |
10 |
103.57 |
98.41 |
5.16 |
5.0% |
0.98 |
0.9% |
97% |
True |
False |
52,634 |
20 |
103.57 |
97.30 |
6.27 |
6.1% |
1.06 |
1.0% |
98% |
True |
False |
45,917 |
40 |
103.57 |
96.40 |
7.17 |
6.9% |
1.09 |
1.1% |
98% |
True |
False |
34,796 |
60 |
103.57 |
95.06 |
8.51 |
8.2% |
1.15 |
1.1% |
98% |
True |
False |
29,194 |
80 |
103.57 |
92.02 |
11.55 |
11.2% |
1.10 |
1.1% |
99% |
True |
False |
24,019 |
100 |
103.57 |
89.73 |
13.84 |
13.4% |
1.08 |
1.0% |
99% |
True |
False |
20,559 |
120 |
103.57 |
89.73 |
13.84 |
13.4% |
1.00 |
1.0% |
99% |
True |
False |
17,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.89 |
2.618 |
105.61 |
1.618 |
104.83 |
1.000 |
104.35 |
0.618 |
104.05 |
HIGH |
103.57 |
0.618 |
103.27 |
0.500 |
103.18 |
0.382 |
103.09 |
LOW |
102.79 |
0.618 |
102.31 |
1.000 |
102.01 |
1.618 |
101.53 |
2.618 |
100.75 |
4.250 |
99.48 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
103.35 |
103.20 |
PP |
103.26 |
102.97 |
S1 |
103.18 |
102.74 |
|