NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
96.53 |
97.12 |
0.59 |
0.6% |
96.48 |
High |
97.40 |
98.43 |
1.03 |
1.1% |
97.49 |
Low |
96.53 |
97.10 |
0.57 |
0.6% |
95.59 |
Close |
97.27 |
98.30 |
1.03 |
1.1% |
96.57 |
Range |
0.87 |
1.33 |
0.46 |
52.9% |
1.90 |
ATR |
1.00 |
1.03 |
0.02 |
2.3% |
0.00 |
Volume |
14,290 |
15,439 |
1,149 |
8.0% |
64,633 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.93 |
101.45 |
99.03 |
|
R3 |
100.60 |
100.12 |
98.67 |
|
R2 |
99.27 |
99.27 |
98.54 |
|
R1 |
98.79 |
98.79 |
98.42 |
99.03 |
PP |
97.94 |
97.94 |
97.94 |
98.07 |
S1 |
97.46 |
97.46 |
98.18 |
97.70 |
S2 |
96.61 |
96.61 |
98.06 |
|
S3 |
95.28 |
96.13 |
97.93 |
|
S4 |
93.95 |
94.80 |
97.57 |
|
|
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 |
98.43 |
96.10 |
2.33 |
2.4% |
1.02 |
1.0% |
94% |
True |
False |
15,151 |
10 |
98.43 |
95.59 |
2.84 |
2.9% |
0.97 |
1.0% |
95% |
True |
False |
13,527 |
20 |
99.80 |
95.59 |
4.21 |
4.3% |
0.96 |
1.0% |
64% |
False |
False |
12,281 |
40 |
99.80 |
93.74 |
6.06 |
6.2% |
0.94 |
1.0% |
75% |
False |
False |
9,957 |
60 |
99.80 |
93.72 |
6.08 |
6.2% |
0.91 |
0.9% |
75% |
False |
False |
8,729 |
80 |
99.80 |
89.94 |
9.86 |
10.0% |
0.85 |
0.9% |
85% |
False |
False |
7,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.08 |
2.618 |
101.91 |
1.618 |
100.58 |
1.000 |
99.76 |
0.618 |
99.25 |
HIGH |
98.43 |
0.618 |
97.92 |
0.500 |
97.77 |
0.382 |
97.61 |
LOW |
97.10 |
0.618 |
96.28 |
1.000 |
95.77 |
1.618 |
94.95 |
2.618 |
93.62 |
4.250 |
91.45 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
98.12 |
98.00 |
PP |
97.94 |
97.70 |
S1 |
97.77 |
97.40 |
|