NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
96.49 |
96.02 |
-0.47 |
-0.5% |
97.66 |
High |
96.49 |
96.71 |
0.22 |
0.2% |
98.50 |
Low |
95.62 |
96.02 |
0.40 |
0.4% |
95.62 |
Close |
96.19 |
96.41 |
0.22 |
0.2% |
96.41 |
Range |
0.87 |
0.69 |
-0.18 |
-20.7% |
2.88 |
ATR |
1.03 |
1.00 |
-0.02 |
-2.3% |
0.00 |
Volume |
14,498 |
16,518 |
2,020 |
13.9% |
65,813 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.45 |
98.12 |
96.79 |
|
R3 |
97.76 |
97.43 |
96.60 |
|
R2 |
97.07 |
97.07 |
96.54 |
|
R1 |
96.74 |
96.74 |
96.47 |
96.91 |
PP |
96.38 |
96.38 |
96.38 |
96.46 |
S1 |
96.05 |
96.05 |
96.35 |
96.22 |
S2 |
95.69 |
95.69 |
96.28 |
|
S3 |
95.00 |
95.36 |
96.22 |
|
S4 |
94.31 |
94.67 |
96.03 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.48 |
103.83 |
97.99 |
|
R3 |
102.60 |
100.95 |
97.20 |
|
R2 |
99.72 |
99.72 |
96.94 |
|
R1 |
98.07 |
98.07 |
96.67 |
97.46 |
PP |
96.84 |
96.84 |
96.84 |
96.54 |
S1 |
95.19 |
95.19 |
96.15 |
94.58 |
S2 |
93.96 |
93.96 |
95.88 |
|
S3 |
91.08 |
92.31 |
95.62 |
|
S4 |
88.20 |
89.43 |
94.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.50 |
95.62 |
2.88 |
3.0% |
0.97 |
1.0% |
27% |
False |
False |
13,162 |
10 |
99.66 |
95.62 |
4.04 |
4.2% |
0.95 |
1.0% |
20% |
False |
False |
12,246 |
20 |
99.80 |
95.62 |
4.18 |
4.3% |
0.91 |
0.9% |
19% |
False |
False |
10,753 |
40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.91 |
0.9% |
44% |
False |
False |
8,772 |
60 |
99.80 |
92.47 |
7.33 |
7.6% |
0.87 |
0.9% |
54% |
False |
False |
7,548 |
80 |
99.80 |
88.69 |
11.11 |
11.5% |
0.82 |
0.8% |
69% |
False |
False |
6,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.64 |
2.618 |
98.52 |
1.618 |
97.83 |
1.000 |
97.40 |
0.618 |
97.14 |
HIGH |
96.71 |
0.618 |
96.45 |
0.500 |
96.37 |
0.382 |
96.28 |
LOW |
96.02 |
0.618 |
95.59 |
1.000 |
95.33 |
1.618 |
94.90 |
2.618 |
94.21 |
4.250 |
93.09 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
96.40 |
96.42 |
PP |
96.38 |
96.41 |
S1 |
96.37 |
96.41 |
|