NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.53 |
99.48 |
-0.05 |
-0.1% |
97.52 |
High |
99.90 |
99.93 |
0.03 |
0.0% |
100.09 |
Low |
99.12 |
99.36 |
0.24 |
0.2% |
97.46 |
Close |
99.48 |
99.82 |
0.34 |
0.3% |
99.82 |
Range |
0.78 |
0.57 |
-0.21 |
-26.9% |
2.63 |
ATR |
1.08 |
1.04 |
-0.04 |
-3.4% |
0.00 |
Volume |
41,500 |
49,104 |
7,604 |
18.3% |
177,330 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.41 |
101.19 |
100.13 |
|
R3 |
100.84 |
100.62 |
99.98 |
|
R2 |
100.27 |
100.27 |
99.92 |
|
R1 |
100.05 |
100.05 |
99.87 |
100.16 |
PP |
99.70 |
99.70 |
99.70 |
99.76 |
S1 |
99.48 |
99.48 |
99.77 |
99.59 |
S2 |
99.13 |
99.13 |
99.72 |
|
S3 |
98.56 |
98.91 |
99.66 |
|
S4 |
97.99 |
98.34 |
99.51 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.01 |
106.05 |
101.27 |
|
R3 |
104.38 |
103.42 |
100.54 |
|
R2 |
101.75 |
101.75 |
100.30 |
|
R1 |
100.79 |
100.79 |
100.06 |
101.27 |
PP |
99.12 |
99.12 |
99.12 |
99.37 |
S1 |
98.16 |
98.16 |
99.58 |
98.64 |
S2 |
96.49 |
96.49 |
99.34 |
|
S3 |
93.86 |
95.53 |
99.10 |
|
S4 |
91.23 |
92.90 |
98.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.09 |
97.46 |
2.63 |
2.6% |
0.88 |
0.9% |
90% |
False |
False |
35,466 |
10 |
100.09 |
96.43 |
3.66 |
3.7% |
0.97 |
1.0% |
93% |
False |
False |
30,829 |
20 |
100.72 |
96.43 |
4.29 |
4.3% |
1.01 |
1.0% |
79% |
False |
False |
30,020 |
40 |
100.94 |
94.83 |
6.11 |
6.1% |
1.05 |
1.0% |
82% |
False |
False |
26,479 |
60 |
100.94 |
94.34 |
6.60 |
6.6% |
1.07 |
1.1% |
83% |
False |
False |
23,781 |
80 |
100.94 |
91.15 |
9.79 |
9.8% |
1.03 |
1.0% |
89% |
False |
False |
20,997 |
100 |
100.94 |
89.09 |
11.85 |
11.9% |
1.02 |
1.0% |
91% |
False |
False |
18,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.35 |
2.618 |
101.42 |
1.618 |
100.85 |
1.000 |
100.50 |
0.618 |
100.28 |
HIGH |
99.93 |
0.618 |
99.71 |
0.500 |
99.65 |
0.382 |
99.58 |
LOW |
99.36 |
0.618 |
99.01 |
1.000 |
98.79 |
1.618 |
98.44 |
2.618 |
97.87 |
4.250 |
96.94 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.76 |
99.75 |
PP |
99.70 |
99.68 |
S1 |
99.65 |
99.61 |
|