NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
97.40 |
96.83 |
-0.57 |
-0.6% |
98.62 |
| High |
97.42 |
97.62 |
0.20 |
0.2% |
99.46 |
| Low |
96.48 |
96.82 |
0.34 |
0.4% |
96.48 |
| Close |
97.04 |
97.27 |
0.23 |
0.2% |
97.27 |
| Range |
0.94 |
0.80 |
-0.14 |
-14.9% |
2.98 |
| ATR |
1.13 |
1.10 |
-0.02 |
-2.1% |
0.00 |
| Volume |
33,393 |
36,313 |
2,920 |
8.7% |
149,871 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.64 |
99.25 |
97.71 |
|
| R3 |
98.84 |
98.45 |
97.49 |
|
| R2 |
98.04 |
98.04 |
97.42 |
|
| R1 |
97.65 |
97.65 |
97.34 |
97.85 |
| PP |
97.24 |
97.24 |
97.24 |
97.33 |
| S1 |
96.85 |
96.85 |
97.20 |
97.05 |
| S2 |
96.44 |
96.44 |
97.12 |
|
| S3 |
95.64 |
96.05 |
97.05 |
|
| S4 |
94.84 |
95.25 |
96.83 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.68 |
104.95 |
98.91 |
|
| R3 |
103.70 |
101.97 |
98.09 |
|
| R2 |
100.72 |
100.72 |
97.82 |
|
| R1 |
98.99 |
98.99 |
97.54 |
98.37 |
| PP |
97.74 |
97.74 |
97.74 |
97.42 |
| S1 |
96.01 |
96.01 |
97.00 |
95.39 |
| S2 |
94.76 |
94.76 |
96.72 |
|
| S3 |
91.78 |
93.03 |
96.45 |
|
| S4 |
88.80 |
90.05 |
95.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.46 |
96.48 |
2.98 |
3.1% |
1.06 |
1.1% |
27% |
False |
False |
29,974 |
| 10 |
100.72 |
96.48 |
4.24 |
4.4% |
1.04 |
1.1% |
19% |
False |
False |
29,210 |
| 20 |
100.94 |
96.48 |
4.46 |
4.6% |
1.03 |
1.1% |
18% |
False |
False |
28,577 |
| 40 |
100.94 |
94.34 |
6.60 |
6.8% |
1.07 |
1.1% |
44% |
False |
False |
23,965 |
| 60 |
100.94 |
92.83 |
8.11 |
8.3% |
1.07 |
1.1% |
55% |
False |
False |
20,848 |
| 80 |
100.94 |
89.09 |
11.85 |
12.2% |
1.04 |
1.1% |
69% |
False |
False |
18,582 |
| 100 |
100.94 |
89.09 |
11.85 |
12.2% |
1.00 |
1.0% |
69% |
False |
False |
16,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.02 |
|
2.618 |
99.71 |
|
1.618 |
98.91 |
|
1.000 |
98.42 |
|
0.618 |
98.11 |
|
HIGH |
97.62 |
|
0.618 |
97.31 |
|
0.500 |
97.22 |
|
0.382 |
97.13 |
|
LOW |
96.82 |
|
0.618 |
96.33 |
|
1.000 |
96.02 |
|
1.618 |
95.53 |
|
2.618 |
94.73 |
|
4.250 |
93.42 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.25 |
97.36 |
| PP |
97.24 |
97.33 |
| S1 |
97.22 |
97.30 |
|