NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.36 |
101.67 |
0.31 |
0.3% |
102.28 |
High |
102.05 |
101.68 |
-0.37 |
-0.4% |
102.50 |
Low |
100.91 |
100.67 |
-0.24 |
-0.2% |
100.67 |
Close |
101.75 |
101.03 |
-0.72 |
-0.7% |
101.03 |
Range |
1.14 |
1.01 |
-0.13 |
-11.4% |
1.83 |
ATR |
1.04 |
1.05 |
0.00 |
0.3% |
0.00 |
Volume |
46,608 |
36,755 |
-9,853 |
-21.1% |
147,681 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.16 |
103.60 |
101.59 |
|
R3 |
103.15 |
102.59 |
101.31 |
|
R2 |
102.14 |
102.14 |
101.22 |
|
R1 |
101.58 |
101.58 |
101.12 |
101.36 |
PP |
101.13 |
101.13 |
101.13 |
101.01 |
S1 |
100.57 |
100.57 |
100.94 |
100.35 |
S2 |
100.12 |
100.12 |
100.84 |
|
S3 |
99.11 |
99.56 |
100.75 |
|
S4 |
98.10 |
98.55 |
100.47 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.89 |
105.79 |
102.04 |
|
R3 |
105.06 |
103.96 |
101.53 |
|
R2 |
103.23 |
103.23 |
101.37 |
|
R1 |
102.13 |
102.13 |
101.20 |
101.77 |
PP |
101.40 |
101.40 |
101.40 |
101.22 |
S1 |
100.30 |
100.30 |
100.86 |
99.94 |
S2 |
99.57 |
99.57 |
100.69 |
|
S3 |
97.74 |
98.47 |
100.53 |
|
S4 |
95.91 |
96.64 |
100.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.50 |
100.67 |
1.83 |
1.8% |
1.02 |
1.0% |
20% |
False |
True |
38,109 |
10 |
102.50 |
99.36 |
3.14 |
3.1% |
0.95 |
0.9% |
53% |
False |
False |
39,577 |
20 |
102.50 |
96.43 |
6.07 |
6.0% |
0.98 |
1.0% |
76% |
False |
False |
34,564 |
40 |
102.50 |
95.75 |
6.75 |
6.7% |
1.02 |
1.0% |
78% |
False |
False |
31,125 |
60 |
102.50 |
94.34 |
8.16 |
8.1% |
1.05 |
1.0% |
82% |
False |
False |
27,320 |
80 |
102.50 |
92.13 |
10.37 |
10.3% |
1.04 |
1.0% |
86% |
False |
False |
23,958 |
100 |
102.50 |
89.09 |
13.41 |
13.3% |
1.03 |
1.0% |
89% |
False |
False |
21,515 |
120 |
102.50 |
89.09 |
13.41 |
13.3% |
0.99 |
1.0% |
89% |
False |
False |
19,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.97 |
2.618 |
104.32 |
1.618 |
103.31 |
1.000 |
102.69 |
0.618 |
102.30 |
HIGH |
101.68 |
0.618 |
101.29 |
0.500 |
101.18 |
0.382 |
101.06 |
LOW |
100.67 |
0.618 |
100.05 |
1.000 |
99.66 |
1.618 |
99.04 |
2.618 |
98.03 |
4.250 |
96.38 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.18 |
101.53 |
PP |
101.13 |
101.36 |
S1 |
101.08 |
101.20 |
|