NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.48 |
99.86 |
0.38 |
0.4% |
97.52 |
High |
99.93 |
100.55 |
0.62 |
0.6% |
100.09 |
Low |
99.36 |
99.81 |
0.45 |
0.5% |
97.46 |
Close |
99.82 |
100.17 |
0.35 |
0.4% |
99.82 |
Range |
0.57 |
0.74 |
0.17 |
29.8% |
2.63 |
ATR |
1.04 |
1.02 |
-0.02 |
-2.1% |
0.00 |
Volume |
49,104 |
29,164 |
-19,940 |
-40.6% |
177,330 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.40 |
102.02 |
100.58 |
|
R3 |
101.66 |
101.28 |
100.37 |
|
R2 |
100.92 |
100.92 |
100.31 |
|
R1 |
100.54 |
100.54 |
100.24 |
100.73 |
PP |
100.18 |
100.18 |
100.18 |
100.27 |
S1 |
99.80 |
99.80 |
100.10 |
99.99 |
S2 |
99.44 |
99.44 |
100.03 |
|
S3 |
98.70 |
99.06 |
99.97 |
|
S4 |
97.96 |
98.32 |
99.76 |
|
|
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 |
100.55 |
98.00 |
2.55 |
2.5% |
0.85 |
0.8% |
85% |
True |
False |
35,752 |
10 |
100.55 |
96.73 |
3.82 |
3.8% |
0.92 |
0.9% |
90% |
True |
False |
31,555 |
20 |
100.65 |
96.43 |
4.22 |
4.2% |
1.01 |
1.0% |
89% |
False |
False |
30,451 |
40 |
100.94 |
95.51 |
5.43 |
5.4% |
1.02 |
1.0% |
86% |
False |
False |
26,701 |
60 |
100.94 |
94.34 |
6.60 |
6.6% |
1.06 |
1.1% |
88% |
False |
False |
24,043 |
80 |
100.94 |
91.15 |
9.79 |
9.8% |
1.03 |
1.0% |
92% |
False |
False |
21,217 |
100 |
100.94 |
89.09 |
11.85 |
11.8% |
1.03 |
1.0% |
94% |
False |
False |
18,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.70 |
2.618 |
102.49 |
1.618 |
101.75 |
1.000 |
101.29 |
0.618 |
101.01 |
HIGH |
100.55 |
0.618 |
100.27 |
0.500 |
100.18 |
0.382 |
100.09 |
LOW |
99.81 |
0.618 |
99.35 |
1.000 |
99.07 |
1.618 |
98.61 |
2.618 |
97.87 |
4.250 |
96.67 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.18 |
100.06 |
PP |
100.18 |
99.95 |
S1 |
100.17 |
99.84 |
|