NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.31 |
102.66 |
0.35 |
0.3% |
103.33 |
High |
103.11 |
102.71 |
-0.40 |
-0.4% |
103.58 |
Low |
101.87 |
101.63 |
-0.24 |
-0.2% |
101.63 |
Close |
102.78 |
101.98 |
-0.80 |
-0.8% |
101.98 |
Range |
1.24 |
1.08 |
-0.16 |
-12.9% |
1.95 |
ATR |
1.12 |
1.12 |
0.00 |
0.2% |
0.00 |
Volume |
98,234 |
64,609 |
-33,625 |
-34.2% |
263,899 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.35 |
104.74 |
102.57 |
|
R3 |
104.27 |
103.66 |
102.28 |
|
R2 |
103.19 |
103.19 |
102.18 |
|
R1 |
102.58 |
102.58 |
102.08 |
102.35 |
PP |
102.11 |
102.11 |
102.11 |
101.99 |
S1 |
101.50 |
101.50 |
101.88 |
101.27 |
S2 |
101.03 |
101.03 |
101.78 |
|
S3 |
99.95 |
100.42 |
101.68 |
|
S4 |
98.87 |
99.34 |
101.39 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.25 |
107.06 |
103.05 |
|
R3 |
106.30 |
105.11 |
102.52 |
|
R2 |
104.35 |
104.35 |
102.34 |
|
R1 |
103.16 |
103.16 |
102.16 |
102.78 |
PP |
102.40 |
102.40 |
102.40 |
102.21 |
S1 |
101.21 |
101.21 |
101.80 |
100.83 |
S2 |
100.45 |
100.45 |
101.62 |
|
S3 |
98.50 |
99.26 |
101.44 |
|
S4 |
96.55 |
97.31 |
100.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.58 |
101.63 |
1.95 |
1.9% |
1.10 |
1.1% |
18% |
False |
True |
64,652 |
10 |
103.58 |
100.23 |
3.35 |
3.3% |
1.04 |
1.0% |
52% |
False |
False |
63,860 |
20 |
103.58 |
97.30 |
6.28 |
6.2% |
1.05 |
1.0% |
75% |
False |
False |
52,402 |
40 |
103.58 |
96.65 |
6.93 |
6.8% |
1.10 |
1.1% |
77% |
False |
False |
40,099 |
60 |
103.58 |
95.06 |
8.52 |
8.4% |
1.13 |
1.1% |
81% |
False |
False |
32,665 |
80 |
103.58 |
92.97 |
10.61 |
10.4% |
1.11 |
1.1% |
85% |
False |
False |
26,984 |
100 |
103.58 |
89.73 |
13.85 |
13.6% |
1.07 |
1.1% |
88% |
False |
False |
23,047 |
120 |
103.58 |
89.73 |
13.85 |
13.6% |
1.02 |
1.0% |
88% |
False |
False |
19,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.30 |
2.618 |
105.54 |
1.618 |
104.46 |
1.000 |
103.79 |
0.618 |
103.38 |
HIGH |
102.71 |
0.618 |
102.30 |
0.500 |
102.17 |
0.382 |
102.04 |
LOW |
101.63 |
0.618 |
100.96 |
1.000 |
100.55 |
1.618 |
99.88 |
2.618 |
98.80 |
4.250 |
97.04 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
102.17 |
102.55 |
PP |
102.11 |
102.36 |
S1 |
102.04 |
102.17 |
|