NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
102.08 |
101.36 |
-0.72 |
-0.7% |
99.86 |
High |
102.38 |
102.05 |
-0.33 |
-0.3% |
102.48 |
Low |
100.97 |
100.91 |
-0.06 |
-0.1% |
99.81 |
Close |
101.02 |
101.75 |
0.73 |
0.7% |
102.35 |
Range |
1.41 |
1.14 |
-0.27 |
-19.1% |
2.67 |
ATR |
1.04 |
1.04 |
0.01 |
0.7% |
0.00 |
Volume |
28,451 |
46,608 |
18,157 |
63.8% |
198,992 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.99 |
104.51 |
102.38 |
|
R3 |
103.85 |
103.37 |
102.06 |
|
R2 |
102.71 |
102.71 |
101.96 |
|
R1 |
102.23 |
102.23 |
101.85 |
102.47 |
PP |
101.57 |
101.57 |
101.57 |
101.69 |
S1 |
101.09 |
101.09 |
101.65 |
101.33 |
S2 |
100.43 |
100.43 |
101.54 |
|
S3 |
99.29 |
99.95 |
101.44 |
|
S4 |
98.15 |
98.81 |
101.12 |
|
|
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 |
100.91 |
1.59 |
1.6% |
0.92 |
0.9% |
53% |
False |
True |
41,043 |
10 |
102.50 |
99.12 |
3.38 |
3.3% |
0.93 |
0.9% |
78% |
False |
False |
40,052 |
20 |
102.50 |
96.43 |
6.07 |
6.0% |
0.97 |
1.0% |
88% |
False |
False |
34,396 |
40 |
102.50 |
95.51 |
6.99 |
6.9% |
1.01 |
1.0% |
89% |
False |
False |
30,774 |
60 |
102.50 |
94.34 |
8.16 |
8.0% |
1.06 |
1.0% |
91% |
False |
False |
26,989 |
80 |
102.50 |
91.49 |
11.01 |
10.8% |
1.04 |
1.0% |
93% |
False |
False |
23,655 |
100 |
102.50 |
89.09 |
13.41 |
13.2% |
1.03 |
1.0% |
94% |
False |
False |
21,274 |
120 |
102.50 |
89.09 |
13.41 |
13.2% |
0.99 |
1.0% |
94% |
False |
False |
19,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.90 |
2.618 |
105.03 |
1.618 |
103.89 |
1.000 |
103.19 |
0.618 |
102.75 |
HIGH |
102.05 |
0.618 |
101.61 |
0.500 |
101.48 |
0.382 |
101.35 |
LOW |
100.91 |
0.618 |
100.21 |
1.000 |
99.77 |
1.618 |
99.07 |
2.618 |
97.93 |
4.250 |
96.07 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.66 |
101.74 |
PP |
101.57 |
101.72 |
S1 |
101.48 |
101.71 |
|