NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.28 |
102.08 |
-0.20 |
-0.2% |
99.86 |
High |
102.50 |
102.38 |
-0.12 |
-0.1% |
102.48 |
Low |
101.68 |
100.97 |
-0.71 |
-0.7% |
99.81 |
Close |
102.10 |
101.02 |
-1.08 |
-1.1% |
102.35 |
Range |
0.82 |
1.41 |
0.59 |
72.0% |
2.67 |
ATR |
1.01 |
1.04 |
0.03 |
2.9% |
0.00 |
Volume |
35,867 |
28,451 |
-7,416 |
-20.7% |
198,992 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.69 |
104.76 |
101.80 |
|
R3 |
104.28 |
103.35 |
101.41 |
|
R2 |
102.87 |
102.87 |
101.28 |
|
R1 |
101.94 |
101.94 |
101.15 |
101.70 |
PP |
101.46 |
101.46 |
101.46 |
101.34 |
S1 |
100.53 |
100.53 |
100.89 |
100.29 |
S2 |
100.05 |
100.05 |
100.76 |
|
S3 |
98.64 |
99.12 |
100.63 |
|
S4 |
97.23 |
97.71 |
100.24 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.56 |
108.62 |
103.82 |
|
R3 |
106.89 |
105.95 |
103.08 |
|
R2 |
104.22 |
104.22 |
102.84 |
|
R1 |
103.28 |
103.28 |
102.59 |
103.75 |
PP |
101.55 |
101.55 |
101.55 |
101.78 |
S1 |
100.61 |
100.61 |
102.11 |
101.08 |
S2 |
98.88 |
98.88 |
101.86 |
|
S3 |
96.21 |
97.94 |
101.62 |
|
S4 |
93.54 |
95.27 |
100.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.50 |
100.86 |
1.64 |
1.6% |
0.98 |
1.0% |
10% |
False |
False |
39,721 |
10 |
102.50 |
99.12 |
3.38 |
3.3% |
0.89 |
0.9% |
56% |
False |
False |
38,507 |
20 |
102.50 |
96.43 |
6.07 |
6.0% |
0.98 |
1.0% |
76% |
False |
False |
33,252 |
40 |
102.50 |
95.51 |
6.99 |
6.9% |
1.03 |
1.0% |
79% |
False |
False |
29,966 |
60 |
102.50 |
94.34 |
8.16 |
8.1% |
1.06 |
1.0% |
82% |
False |
False |
26,754 |
80 |
102.50 |
91.15 |
11.35 |
11.2% |
1.04 |
1.0% |
87% |
False |
False |
23,201 |
100 |
102.50 |
89.09 |
13.41 |
13.3% |
1.03 |
1.0% |
89% |
False |
False |
20,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.37 |
2.618 |
106.07 |
1.618 |
104.66 |
1.000 |
103.79 |
0.618 |
103.25 |
HIGH |
102.38 |
0.618 |
101.84 |
0.500 |
101.68 |
0.382 |
101.51 |
LOW |
100.97 |
0.618 |
100.10 |
1.000 |
99.56 |
1.618 |
98.69 |
2.618 |
97.28 |
4.250 |
94.98 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.68 |
101.74 |
PP |
101.46 |
101.50 |
S1 |
101.24 |
101.26 |
|