NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
100.99 |
101.81 |
0.82 |
0.8% |
97.52 |
| High |
102.28 |
102.22 |
-0.06 |
-0.1% |
100.09 |
| Low |
100.86 |
101.70 |
0.84 |
0.8% |
97.46 |
| Close |
102.08 |
101.85 |
-0.23 |
-0.2% |
99.82 |
| Range |
1.42 |
0.52 |
-0.90 |
-63.4% |
2.63 |
| ATR |
1.08 |
1.04 |
-0.04 |
-3.7% |
0.00 |
| Volume |
39,997 |
51,423 |
11,426 |
28.6% |
177,330 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.48 |
103.19 |
102.14 |
|
| R3 |
102.96 |
102.67 |
101.99 |
|
| R2 |
102.44 |
102.44 |
101.95 |
|
| R1 |
102.15 |
102.15 |
101.90 |
102.30 |
| PP |
101.92 |
101.92 |
101.92 |
102.00 |
| S1 |
101.63 |
101.63 |
101.80 |
101.78 |
| S2 |
101.40 |
101.40 |
101.75 |
|
| S3 |
100.88 |
101.11 |
101.71 |
|
| S4 |
100.36 |
100.59 |
101.56 |
|
|
| 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 |
102.28 |
99.36 |
2.92 |
2.9% |
0.89 |
0.9% |
85% |
False |
False |
41,045 |
| 10 |
102.28 |
97.29 |
4.99 |
4.9% |
0.95 |
0.9% |
91% |
False |
False |
36,388 |
| 20 |
102.28 |
96.43 |
5.85 |
5.7% |
1.02 |
1.0% |
93% |
False |
False |
32,356 |
| 40 |
102.28 |
95.51 |
6.77 |
6.6% |
1.02 |
1.0% |
94% |
False |
False |
28,631 |
| 60 |
102.28 |
94.34 |
7.94 |
7.8% |
1.06 |
1.0% |
95% |
False |
False |
25,510 |
| 80 |
102.28 |
91.15 |
11.13 |
10.9% |
1.04 |
1.0% |
96% |
False |
False |
22,300 |
| 100 |
102.28 |
89.09 |
13.19 |
13.0% |
1.04 |
1.0% |
97% |
False |
False |
20,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.43 |
|
2.618 |
103.58 |
|
1.618 |
103.06 |
|
1.000 |
102.74 |
|
0.618 |
102.54 |
|
HIGH |
102.22 |
|
0.618 |
102.02 |
|
0.500 |
101.96 |
|
0.382 |
101.90 |
|
LOW |
101.70 |
|
0.618 |
101.38 |
|
1.000 |
101.18 |
|
1.618 |
100.86 |
|
2.618 |
100.34 |
|
4.250 |
99.49 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.96 |
101.59 |
| PP |
101.92 |
101.33 |
| S1 |
101.89 |
101.07 |
|