NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
96.48 |
95.91 |
-0.57 |
-0.6% |
97.66 |
| High |
96.77 |
96.67 |
-0.10 |
-0.1% |
98.50 |
| Low |
95.59 |
95.82 |
0.23 |
0.2% |
95.62 |
| Close |
96.04 |
95.86 |
-0.18 |
-0.2% |
96.41 |
| Range |
1.18 |
0.85 |
-0.33 |
-28.0% |
2.88 |
| ATR |
1.02 |
1.00 |
-0.01 |
-1.2% |
0.00 |
| Volume |
10,988 |
7,618 |
-3,370 |
-30.7% |
65,813 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.67 |
98.11 |
96.33 |
|
| R3 |
97.82 |
97.26 |
96.09 |
|
| R2 |
96.97 |
96.97 |
96.02 |
|
| R1 |
96.41 |
96.41 |
95.94 |
96.27 |
| PP |
96.12 |
96.12 |
96.12 |
96.04 |
| S1 |
95.56 |
95.56 |
95.78 |
95.42 |
| S2 |
95.27 |
95.27 |
95.70 |
|
| S3 |
94.42 |
94.71 |
95.63 |
|
| S4 |
93.57 |
93.86 |
95.39 |
|
|
| 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 |
97.21 |
95.59 |
1.62 |
1.7% |
0.93 |
1.0% |
17% |
False |
False |
11,903 |
| 10 |
99.09 |
95.59 |
3.50 |
3.7% |
0.95 |
1.0% |
8% |
False |
False |
12,956 |
| 20 |
99.80 |
95.59 |
4.21 |
4.4% |
0.93 |
1.0% |
6% |
False |
False |
10,985 |
| 40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.92 |
1.0% |
35% |
False |
False |
8,883 |
| 60 |
99.80 |
93.72 |
6.08 |
6.3% |
0.88 |
0.9% |
35% |
False |
False |
7,750 |
| 80 |
99.80 |
88.69 |
11.11 |
11.6% |
0.82 |
0.9% |
65% |
False |
False |
6,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.28 |
|
2.618 |
98.90 |
|
1.618 |
98.05 |
|
1.000 |
97.52 |
|
0.618 |
97.20 |
|
HIGH |
96.67 |
|
0.618 |
96.35 |
|
0.500 |
96.25 |
|
0.382 |
96.14 |
|
LOW |
95.82 |
|
0.618 |
95.29 |
|
1.000 |
94.97 |
|
1.618 |
94.44 |
|
2.618 |
93.59 |
|
4.250 |
92.21 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.25 |
96.18 |
| PP |
96.12 |
96.07 |
| S1 |
95.99 |
95.97 |
|