NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
96.28 |
97.13 |
0.85 |
0.9% |
97.66 |
| High |
97.10 |
97.13 |
0.03 |
0.0% |
98.50 |
| Low |
96.10 |
96.36 |
0.26 |
0.3% |
95.62 |
| Close |
97.07 |
96.80 |
-0.27 |
-0.3% |
96.41 |
| Range |
1.00 |
0.77 |
-0.23 |
-23.0% |
2.88 |
| ATR |
1.02 |
1.00 |
-0.02 |
-1.8% |
0.00 |
| Volume |
12,071 |
17,237 |
5,166 |
42.8% |
65,813 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.07 |
98.71 |
97.22 |
|
| R3 |
98.30 |
97.94 |
97.01 |
|
| R2 |
97.53 |
97.53 |
96.94 |
|
| R1 |
97.17 |
97.17 |
96.87 |
96.97 |
| PP |
96.76 |
96.76 |
96.76 |
96.66 |
| S1 |
96.40 |
96.40 |
96.73 |
96.20 |
| S2 |
95.99 |
95.99 |
96.66 |
|
| S3 |
95.22 |
95.63 |
96.59 |
|
| S4 |
94.45 |
94.86 |
96.38 |
|
|
| 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 |
97.13 |
95.59 |
1.54 |
1.6% |
0.90 |
0.9% |
79% |
True |
False |
12,886 |
| 10 |
98.92 |
95.59 |
3.33 |
3.4% |
1.01 |
1.0% |
36% |
False |
False |
12,830 |
| 20 |
99.80 |
95.59 |
4.21 |
4.3% |
0.89 |
0.9% |
29% |
False |
False |
11,260 |
| 40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.92 |
0.9% |
51% |
False |
False |
9,346 |
| 60 |
99.80 |
93.72 |
6.08 |
6.3% |
0.89 |
0.9% |
51% |
False |
False |
8,139 |
| 80 |
99.80 |
88.78 |
11.02 |
11.4% |
0.83 |
0.9% |
73% |
False |
False |
6,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.40 |
|
2.618 |
99.15 |
|
1.618 |
98.38 |
|
1.000 |
97.90 |
|
0.618 |
97.61 |
|
HIGH |
97.13 |
|
0.618 |
96.84 |
|
0.500 |
96.75 |
|
0.382 |
96.65 |
|
LOW |
96.36 |
|
0.618 |
95.88 |
|
1.000 |
95.59 |
|
1.618 |
95.11 |
|
2.618 |
94.34 |
|
4.250 |
93.09 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.78 |
96.69 |
| PP |
96.76 |
96.58 |
| S1 |
96.75 |
96.48 |
|