NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
97.52 |
98.15 |
0.63 |
0.6% |
97.32 |
High |
98.37 |
99.46 |
1.09 |
1.1% |
98.48 |
Low |
97.46 |
98.00 |
0.54 |
0.6% |
96.43 |
Close |
98.18 |
99.23 |
1.05 |
1.1% |
97.49 |
Range |
0.91 |
1.46 |
0.55 |
60.4% |
2.05 |
ATR |
1.09 |
1.12 |
0.03 |
2.4% |
0.00 |
Volume |
27,734 |
27,831 |
97 |
0.3% |
130,967 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.28 |
102.71 |
100.03 |
|
R3 |
101.82 |
101.25 |
99.63 |
|
R2 |
100.36 |
100.36 |
99.50 |
|
R1 |
99.79 |
99.79 |
99.36 |
100.08 |
PP |
98.90 |
98.90 |
98.90 |
99.04 |
S1 |
98.33 |
98.33 |
99.10 |
98.62 |
S2 |
97.44 |
97.44 |
98.96 |
|
S3 |
95.98 |
96.87 |
98.83 |
|
S4 |
94.52 |
95.41 |
98.43 |
|
|
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 |
99.46 |
96.98 |
2.48 |
2.5% |
1.11 |
1.1% |
91% |
True |
False |
29,437 |
10 |
99.46 |
96.43 |
3.03 |
3.1% |
1.07 |
1.1% |
92% |
True |
False |
27,997 |
20 |
100.94 |
96.43 |
4.51 |
4.5% |
1.06 |
1.1% |
62% |
False |
False |
27,986 |
40 |
100.94 |
94.43 |
6.51 |
6.6% |
1.06 |
1.1% |
74% |
False |
False |
24,994 |
60 |
100.94 |
94.34 |
6.60 |
6.7% |
1.08 |
1.1% |
74% |
False |
False |
22,580 |
80 |
100.94 |
90.40 |
10.54 |
10.6% |
1.05 |
1.1% |
84% |
False |
False |
19,755 |
100 |
100.94 |
89.09 |
11.85 |
11.9% |
1.02 |
1.0% |
86% |
False |
False |
17,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.67 |
2.618 |
103.28 |
1.618 |
101.82 |
1.000 |
100.92 |
0.618 |
100.36 |
HIGH |
99.46 |
0.618 |
98.90 |
0.500 |
98.73 |
0.382 |
98.56 |
LOW |
98.00 |
0.618 |
97.10 |
1.000 |
96.54 |
1.618 |
95.64 |
2.618 |
94.18 |
4.250 |
91.80 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.06 |
98.95 |
PP |
98.90 |
98.66 |
S1 |
98.73 |
98.38 |
|