NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.39 |
99.53 |
0.14 |
0.1% |
97.32 |
High |
100.09 |
99.90 |
-0.19 |
-0.2% |
98.48 |
Low |
99.39 |
99.12 |
-0.27 |
-0.3% |
96.43 |
Close |
99.89 |
99.48 |
-0.41 |
-0.4% |
97.49 |
Range |
0.70 |
0.78 |
0.08 |
11.4% |
2.05 |
ATR |
1.10 |
1.08 |
-0.02 |
-2.1% |
0.00 |
Volume |
31,161 |
41,500 |
10,339 |
33.2% |
130,967 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.84 |
101.44 |
99.91 |
|
R3 |
101.06 |
100.66 |
99.69 |
|
R2 |
100.28 |
100.28 |
99.62 |
|
R1 |
99.88 |
99.88 |
99.55 |
99.69 |
PP |
99.50 |
99.50 |
99.50 |
99.41 |
S1 |
99.10 |
99.10 |
99.41 |
98.91 |
S2 |
98.72 |
98.72 |
99.34 |
|
S3 |
97.94 |
98.32 |
99.27 |
|
S4 |
97.16 |
97.54 |
99.05 |
|
|
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 |
100.09 |
97.29 |
2.80 |
2.8% |
1.01 |
1.0% |
78% |
False |
False |
31,732 |
10 |
100.09 |
96.43 |
3.66 |
3.7% |
1.00 |
1.0% |
83% |
False |
False |
29,550 |
20 |
100.88 |
96.43 |
4.45 |
4.5% |
1.03 |
1.0% |
69% |
False |
False |
29,181 |
40 |
100.94 |
94.60 |
6.34 |
6.4% |
1.06 |
1.1% |
77% |
False |
False |
25,753 |
60 |
100.94 |
94.34 |
6.60 |
6.6% |
1.07 |
1.1% |
78% |
False |
False |
23,301 |
80 |
100.94 |
91.15 |
9.79 |
9.8% |
1.04 |
1.0% |
85% |
False |
False |
20,487 |
100 |
100.94 |
89.09 |
11.85 |
11.9% |
1.02 |
1.0% |
88% |
False |
False |
18,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.22 |
2.618 |
101.94 |
1.618 |
101.16 |
1.000 |
100.68 |
0.618 |
100.38 |
HIGH |
99.90 |
0.618 |
99.60 |
0.500 |
99.51 |
0.382 |
99.42 |
LOW |
99.12 |
0.618 |
98.64 |
1.000 |
98.34 |
1.618 |
97.86 |
2.618 |
97.08 |
4.250 |
95.81 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.51 |
99.34 |
PP |
99.50 |
99.19 |
S1 |
99.49 |
99.05 |
|