NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
103.20 |
102.31 |
-0.89 |
-0.9% |
100.83 |
High |
103.47 |
103.11 |
-0.36 |
-0.3% |
103.57 |
Low |
101.93 |
101.87 |
-0.06 |
-0.1% |
100.75 |
Close |
101.99 |
102.78 |
0.79 |
0.8% |
103.43 |
Range |
1.54 |
1.24 |
-0.30 |
-19.5% |
2.82 |
ATR |
1.11 |
1.12 |
0.01 |
0.8% |
0.00 |
Volume |
45,144 |
98,234 |
53,090 |
117.6% |
305,682 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.31 |
105.78 |
103.46 |
|
R3 |
105.07 |
104.54 |
103.12 |
|
R2 |
103.83 |
103.83 |
103.01 |
|
R1 |
103.30 |
103.30 |
102.89 |
103.57 |
PP |
102.59 |
102.59 |
102.59 |
102.72 |
S1 |
102.06 |
102.06 |
102.67 |
102.33 |
S2 |
101.35 |
101.35 |
102.55 |
|
S3 |
100.11 |
100.82 |
102.44 |
|
S4 |
98.87 |
99.58 |
102.10 |
|
|
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 |
101.87 |
1.71 |
1.7% |
1.00 |
1.0% |
53% |
False |
True |
67,400 |
10 |
103.58 |
100.04 |
3.54 |
3.4% |
1.01 |
1.0% |
77% |
False |
False |
61,279 |
20 |
103.58 |
97.30 |
6.28 |
6.1% |
1.05 |
1.0% |
87% |
False |
False |
51,304 |
40 |
103.58 |
96.40 |
7.18 |
7.0% |
1.09 |
1.1% |
89% |
False |
False |
38,801 |
60 |
103.58 |
95.06 |
8.52 |
8.3% |
1.15 |
1.1% |
91% |
False |
False |
31,795 |
80 |
103.58 |
92.15 |
11.43 |
11.1% |
1.11 |
1.1% |
93% |
False |
False |
26,274 |
100 |
103.58 |
89.73 |
13.85 |
13.5% |
1.07 |
1.0% |
94% |
False |
False |
22,445 |
120 |
103.58 |
89.73 |
13.85 |
13.5% |
1.01 |
1.0% |
94% |
False |
False |
19,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.38 |
2.618 |
106.36 |
1.618 |
105.12 |
1.000 |
104.35 |
0.618 |
103.88 |
HIGH |
103.11 |
0.618 |
102.64 |
0.500 |
102.49 |
0.382 |
102.34 |
LOW |
101.87 |
0.618 |
101.10 |
1.000 |
100.63 |
1.618 |
99.86 |
2.618 |
98.62 |
4.250 |
96.60 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.68 |
102.76 |
PP |
102.59 |
102.74 |
S1 |
102.49 |
102.73 |
|