NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
97.32 |
96.78 |
-0.54 |
-0.6% |
98.62 |
| High |
97.68 |
97.61 |
-0.07 |
-0.1% |
99.46 |
| Low |
96.43 |
96.73 |
0.30 |
0.3% |
96.48 |
| Close |
96.91 |
96.76 |
-0.15 |
-0.2% |
97.27 |
| Range |
1.25 |
0.88 |
-0.37 |
-29.6% |
2.98 |
| ATR |
1.11 |
1.10 |
-0.02 |
-1.5% |
0.00 |
| Volume |
21,911 |
17,435 |
-4,476 |
-20.4% |
149,871 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.67 |
99.10 |
97.24 |
|
| R3 |
98.79 |
98.22 |
97.00 |
|
| R2 |
97.91 |
97.91 |
96.92 |
|
| R1 |
97.34 |
97.34 |
96.84 |
97.19 |
| PP |
97.03 |
97.03 |
97.03 |
96.96 |
| S1 |
96.46 |
96.46 |
96.68 |
96.31 |
| S2 |
96.15 |
96.15 |
96.60 |
|
| S3 |
95.27 |
95.58 |
96.52 |
|
| S4 |
94.39 |
94.70 |
96.28 |
|
|
| 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 |
98.24 |
96.43 |
1.81 |
1.9% |
1.02 |
1.1% |
18% |
False |
False |
26,558 |
| 10 |
100.00 |
96.43 |
3.57 |
3.7% |
1.02 |
1.0% |
9% |
False |
False |
29,809 |
| 20 |
100.94 |
96.43 |
4.51 |
4.7% |
1.04 |
1.1% |
7% |
False |
False |
28,755 |
| 40 |
100.94 |
94.34 |
6.60 |
6.8% |
1.07 |
1.1% |
37% |
False |
False |
23,971 |
| 60 |
100.94 |
94.34 |
6.60 |
6.8% |
1.05 |
1.1% |
37% |
False |
False |
21,154 |
| 80 |
100.94 |
89.09 |
11.85 |
12.2% |
1.04 |
1.1% |
65% |
False |
False |
18,688 |
| 100 |
100.94 |
89.09 |
11.85 |
12.2% |
1.01 |
1.0% |
65% |
False |
False |
16,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.35 |
|
2.618 |
99.91 |
|
1.618 |
99.03 |
|
1.000 |
98.49 |
|
0.618 |
98.15 |
|
HIGH |
97.61 |
|
0.618 |
97.27 |
|
0.500 |
97.17 |
|
0.382 |
97.07 |
|
LOW |
96.73 |
|
0.618 |
96.19 |
|
1.000 |
95.85 |
|
1.618 |
95.31 |
|
2.618 |
94.43 |
|
4.250 |
92.99 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.17 |
97.06 |
| PP |
97.03 |
96.96 |
| S1 |
96.90 |
96.86 |
|