NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
96.93 |
96.53 |
-0.40 |
-0.4% |
96.48 |
| High |
97.49 |
97.40 |
-0.09 |
-0.1% |
97.49 |
| Low |
96.37 |
96.53 |
0.16 |
0.2% |
95.59 |
| Close |
96.57 |
97.27 |
0.70 |
0.7% |
96.57 |
| Range |
1.12 |
0.87 |
-0.25 |
-22.3% |
1.90 |
| ATR |
1.01 |
1.00 |
-0.01 |
-1.0% |
0.00 |
| Volume |
16,719 |
14,290 |
-2,429 |
-14.5% |
64,633 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
99.34 |
97.75 |
|
| R3 |
98.81 |
98.47 |
97.51 |
|
| R2 |
97.94 |
97.94 |
97.43 |
|
| R1 |
97.60 |
97.60 |
97.35 |
97.77 |
| PP |
97.07 |
97.07 |
97.07 |
97.15 |
| S1 |
96.73 |
96.73 |
97.19 |
96.90 |
| S2 |
96.20 |
96.20 |
97.11 |
|
| S3 |
95.33 |
95.86 |
97.03 |
|
| S4 |
94.46 |
94.99 |
96.79 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.25 |
101.31 |
97.62 |
|
| R3 |
100.35 |
99.41 |
97.09 |
|
| R2 |
98.45 |
98.45 |
96.92 |
|
| R1 |
97.51 |
97.51 |
96.74 |
97.98 |
| PP |
96.55 |
96.55 |
96.55 |
96.79 |
| S1 |
95.61 |
95.61 |
96.40 |
96.08 |
| S2 |
94.65 |
94.65 |
96.22 |
|
| S3 |
92.75 |
93.71 |
96.05 |
|
| S4 |
90.85 |
91.81 |
95.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.49 |
95.82 |
1.67 |
1.7% |
0.92 |
0.9% |
87% |
False |
False |
13,587 |
| 10 |
98.50 |
95.59 |
2.91 |
3.0% |
0.95 |
1.0% |
58% |
False |
False |
13,241 |
| 20 |
99.80 |
95.59 |
4.21 |
4.3% |
0.94 |
1.0% |
40% |
False |
False |
11,937 |
| 40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.93 |
1.0% |
58% |
False |
False |
9,729 |
| 60 |
99.80 |
93.72 |
6.08 |
6.3% |
0.90 |
0.9% |
58% |
False |
False |
8,526 |
| 80 |
99.80 |
89.65 |
10.15 |
10.4% |
0.84 |
0.9% |
75% |
False |
False |
7,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.10 |
|
2.618 |
99.68 |
|
1.618 |
98.81 |
|
1.000 |
98.27 |
|
0.618 |
97.94 |
|
HIGH |
97.40 |
|
0.618 |
97.07 |
|
0.500 |
96.97 |
|
0.382 |
96.86 |
|
LOW |
96.53 |
|
0.618 |
95.99 |
|
1.000 |
95.66 |
|
1.618 |
95.12 |
|
2.618 |
94.25 |
|
4.250 |
92.83 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.17 |
97.16 |
| PP |
97.07 |
97.04 |
| S1 |
96.97 |
96.93 |
|