NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.87 |
103.33 |
0.46 |
0.4% |
100.83 |
High |
103.57 |
103.58 |
0.01 |
0.0% |
103.57 |
Low |
102.79 |
102.72 |
-0.07 |
-0.1% |
100.75 |
Close |
103.43 |
103.18 |
-0.25 |
-0.2% |
103.43 |
Range |
0.78 |
0.86 |
0.08 |
10.3% |
2.82 |
ATR |
1.10 |
1.08 |
-0.02 |
-1.5% |
0.00 |
Volume |
59,363 |
55,912 |
-3,451 |
-5.8% |
305,682 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.74 |
105.32 |
103.65 |
|
R3 |
104.88 |
104.46 |
103.42 |
|
R2 |
104.02 |
104.02 |
103.34 |
|
R1 |
103.60 |
103.60 |
103.26 |
103.38 |
PP |
103.16 |
103.16 |
103.16 |
103.05 |
S1 |
102.74 |
102.74 |
103.10 |
102.52 |
S2 |
102.30 |
102.30 |
103.02 |
|
S3 |
101.44 |
101.88 |
102.94 |
|
S4 |
100.58 |
101.02 |
102.71 |
|
|
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 |
103.58 |
100.83 |
2.75 |
2.7% |
1.00 |
1.0% |
85% |
True |
False |
64,268 |
10 |
103.58 |
98.86 |
4.72 |
4.6% |
0.97 |
0.9% |
92% |
True |
False |
54,330 |
20 |
103.58 |
97.30 |
6.28 |
6.1% |
1.04 |
1.0% |
94% |
True |
False |
47,483 |
40 |
103.58 |
96.40 |
7.18 |
7.0% |
1.09 |
1.1% |
94% |
True |
False |
35,827 |
60 |
103.58 |
95.06 |
8.52 |
8.3% |
1.15 |
1.1% |
95% |
True |
False |
29,995 |
80 |
103.58 |
92.02 |
11.56 |
11.2% |
1.10 |
1.1% |
97% |
True |
False |
24,633 |
100 |
103.58 |
89.73 |
13.85 |
13.4% |
1.08 |
1.0% |
97% |
True |
False |
21,084 |
120 |
103.58 |
89.73 |
13.85 |
13.4% |
1.00 |
1.0% |
97% |
True |
False |
18,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.24 |
2.618 |
105.83 |
1.618 |
104.97 |
1.000 |
104.44 |
0.618 |
104.11 |
HIGH |
103.58 |
0.618 |
103.25 |
0.500 |
103.15 |
0.382 |
103.05 |
LOW |
102.72 |
0.618 |
102.19 |
1.000 |
101.86 |
1.618 |
101.33 |
2.618 |
100.47 |
4.250 |
99.07 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
103.17 |
103.17 |
PP |
103.16 |
103.15 |
S1 |
103.15 |
103.14 |
|