NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.10 |
97.75 |
-0.35 |
-0.4% |
97.32 |
| High |
98.16 |
98.48 |
0.32 |
0.3% |
98.48 |
| Low |
97.26 |
97.29 |
0.03 |
0.0% |
96.43 |
| Close |
97.71 |
97.49 |
-0.22 |
-0.2% |
97.49 |
| Range |
0.90 |
1.19 |
0.29 |
32.2% |
2.05 |
| ATR |
1.10 |
1.10 |
0.01 |
0.6% |
0.00 |
| Volume |
36,696 |
30,434 |
-6,262 |
-17.1% |
130,967 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.32 |
100.60 |
98.14 |
|
| R3 |
100.13 |
99.41 |
97.82 |
|
| R2 |
98.94 |
98.94 |
97.71 |
|
| R1 |
98.22 |
98.22 |
97.60 |
97.99 |
| PP |
97.75 |
97.75 |
97.75 |
97.64 |
| S1 |
97.03 |
97.03 |
97.38 |
96.80 |
| S2 |
96.56 |
96.56 |
97.27 |
|
| S3 |
95.37 |
95.84 |
97.16 |
|
| S4 |
94.18 |
94.65 |
96.84 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.62 |
102.60 |
98.62 |
|
| R3 |
101.57 |
100.55 |
98.05 |
|
| R2 |
99.52 |
99.52 |
97.87 |
|
| R1 |
98.50 |
98.50 |
97.68 |
99.01 |
| PP |
97.47 |
97.47 |
97.47 |
97.72 |
| S1 |
96.45 |
96.45 |
97.30 |
96.96 |
| S2 |
95.42 |
95.42 |
97.11 |
|
| S3 |
93.37 |
94.40 |
96.93 |
|
| S4 |
91.32 |
92.35 |
96.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.48 |
96.43 |
2.05 |
2.1% |
1.06 |
1.1% |
52% |
True |
False |
26,193 |
| 10 |
99.46 |
96.43 |
3.03 |
3.1% |
1.06 |
1.1% |
35% |
False |
False |
28,083 |
| 20 |
100.94 |
96.43 |
4.51 |
4.6% |
1.03 |
1.1% |
24% |
False |
False |
28,325 |
| 40 |
100.94 |
94.34 |
6.60 |
6.8% |
1.06 |
1.1% |
48% |
False |
False |
24,530 |
| 60 |
100.94 |
94.34 |
6.60 |
6.8% |
1.07 |
1.1% |
48% |
False |
False |
22,067 |
| 80 |
100.94 |
89.58 |
11.36 |
11.7% |
1.04 |
1.1% |
70% |
False |
False |
19,359 |
| 100 |
100.94 |
89.09 |
11.85 |
12.2% |
1.01 |
1.0% |
71% |
False |
False |
17,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.54 |
|
2.618 |
101.60 |
|
1.618 |
100.41 |
|
1.000 |
99.67 |
|
0.618 |
99.22 |
|
HIGH |
98.48 |
|
0.618 |
98.03 |
|
0.500 |
97.89 |
|
0.382 |
97.74 |
|
LOW |
97.29 |
|
0.618 |
96.55 |
|
1.000 |
96.10 |
|
1.618 |
95.36 |
|
2.618 |
94.17 |
|
4.250 |
92.23 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.89 |
97.73 |
| PP |
97.75 |
97.65 |
| S1 |
97.62 |
97.57 |
|