NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
103.33 |
103.20 |
-0.13 |
-0.1% |
100.83 |
High |
103.58 |
103.47 |
-0.11 |
-0.1% |
103.57 |
Low |
102.72 |
101.93 |
-0.79 |
-0.8% |
100.75 |
Close |
103.18 |
101.99 |
-1.19 |
-1.2% |
103.43 |
Range |
0.86 |
1.54 |
0.68 |
79.1% |
2.82 |
ATR |
1.08 |
1.11 |
0.03 |
3.0% |
0.00 |
Volume |
55,912 |
45,144 |
-10,768 |
-19.3% |
305,682 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.08 |
106.08 |
102.84 |
|
R3 |
105.54 |
104.54 |
102.41 |
|
R2 |
104.00 |
104.00 |
102.27 |
|
R1 |
103.00 |
103.00 |
102.13 |
102.73 |
PP |
102.46 |
102.46 |
102.46 |
102.33 |
S1 |
101.46 |
101.46 |
101.85 |
101.19 |
S2 |
100.92 |
100.92 |
101.71 |
|
S3 |
99.38 |
99.92 |
101.57 |
|
S4 |
97.84 |
98.38 |
101.14 |
|
|
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 |
101.90 |
1.68 |
1.6% |
1.05 |
1.0% |
5% |
False |
False |
63,585 |
10 |
103.58 |
100.04 |
3.54 |
3.5% |
0.97 |
0.9% |
55% |
False |
False |
55,716 |
20 |
103.58 |
97.30 |
6.28 |
6.2% |
1.05 |
1.0% |
75% |
False |
False |
48,116 |
40 |
103.58 |
96.40 |
7.18 |
7.0% |
1.11 |
1.1% |
78% |
False |
False |
36,625 |
60 |
103.58 |
95.06 |
8.52 |
8.4% |
1.14 |
1.1% |
81% |
False |
False |
30,628 |
80 |
103.58 |
92.02 |
11.56 |
11.3% |
1.11 |
1.1% |
86% |
False |
False |
25,138 |
100 |
103.58 |
89.73 |
13.85 |
13.6% |
1.08 |
1.1% |
89% |
False |
False |
21,508 |
120 |
103.58 |
89.73 |
13.85 |
13.6% |
1.01 |
1.0% |
89% |
False |
False |
18,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.02 |
2.618 |
107.50 |
1.618 |
105.96 |
1.000 |
105.01 |
0.618 |
104.42 |
HIGH |
103.47 |
0.618 |
102.88 |
0.500 |
102.70 |
0.382 |
102.52 |
LOW |
101.93 |
0.618 |
100.98 |
1.000 |
100.39 |
1.618 |
99.44 |
2.618 |
97.90 |
4.250 |
95.39 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.70 |
102.76 |
PP |
102.46 |
102.50 |
S1 |
102.23 |
102.25 |
|