NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.86 |
100.11 |
0.25 |
0.3% |
97.52 |
High |
100.55 |
101.05 |
0.50 |
0.5% |
100.09 |
Low |
99.81 |
99.85 |
0.04 |
0.0% |
97.46 |
Close |
100.17 |
100.50 |
0.33 |
0.3% |
99.82 |
Range |
0.74 |
1.20 |
0.46 |
62.2% |
2.63 |
ATR |
1.02 |
1.03 |
0.01 |
1.3% |
0.00 |
Volume |
29,164 |
35,540 |
6,376 |
21.9% |
177,330 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.07 |
103.48 |
101.16 |
|
R3 |
102.87 |
102.28 |
100.83 |
|
R2 |
101.67 |
101.67 |
100.72 |
|
R1 |
101.08 |
101.08 |
100.61 |
101.38 |
PP |
100.47 |
100.47 |
100.47 |
100.61 |
S1 |
99.88 |
99.88 |
100.39 |
100.18 |
S2 |
99.27 |
99.27 |
100.28 |
|
S3 |
98.07 |
98.68 |
100.17 |
|
S4 |
96.87 |
97.48 |
99.84 |
|
|
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 |
101.05 |
99.12 |
1.93 |
1.9% |
0.80 |
0.8% |
72% |
True |
False |
37,293 |
10 |
101.05 |
96.98 |
4.07 |
4.0% |
0.96 |
1.0% |
86% |
True |
False |
33,365 |
20 |
101.05 |
96.43 |
4.62 |
4.6% |
0.99 |
1.0% |
88% |
True |
False |
31,587 |
40 |
101.05 |
95.51 |
5.54 |
5.5% |
1.03 |
1.0% |
90% |
True |
False |
27,126 |
60 |
101.05 |
94.34 |
6.71 |
6.7% |
1.06 |
1.1% |
92% |
True |
False |
24,369 |
80 |
101.05 |
91.15 |
9.90 |
9.9% |
1.04 |
1.0% |
94% |
True |
False |
21,428 |
100 |
101.05 |
89.09 |
11.96 |
11.9% |
1.03 |
1.0% |
95% |
True |
False |
19,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.15 |
2.618 |
104.19 |
1.618 |
102.99 |
1.000 |
102.25 |
0.618 |
101.79 |
HIGH |
101.05 |
0.618 |
100.59 |
0.500 |
100.45 |
0.382 |
100.31 |
LOW |
99.85 |
0.618 |
99.11 |
1.000 |
98.65 |
1.618 |
97.91 |
2.618 |
96.71 |
4.250 |
94.75 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.48 |
100.40 |
PP |
100.47 |
100.30 |
S1 |
100.45 |
100.21 |
|