NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.40 |
98.56 |
0.16 |
0.2% |
96.48 |
High |
99.08 |
98.81 |
-0.27 |
-0.3% |
97.49 |
Low |
98.40 |
98.17 |
-0.23 |
-0.2% |
95.59 |
Close |
98.92 |
98.54 |
-0.38 |
-0.4% |
96.57 |
Range |
0.68 |
0.64 |
-0.04 |
-5.9% |
1.90 |
ATR |
1.01 |
0.99 |
-0.02 |
-1.8% |
0.00 |
Volume |
22,419 |
17,746 |
-4,673 |
-20.8% |
64,633 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.43 |
100.12 |
98.89 |
|
R3 |
99.79 |
99.48 |
98.72 |
|
R2 |
99.15 |
99.15 |
98.66 |
|
R1 |
98.84 |
98.84 |
98.60 |
98.68 |
PP |
98.51 |
98.51 |
98.51 |
98.42 |
S1 |
98.20 |
98.20 |
98.48 |
98.04 |
S2 |
97.87 |
97.87 |
98.42 |
|
S3 |
97.23 |
97.56 |
98.36 |
|
S4 |
96.59 |
96.92 |
98.19 |
|
|
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 |
99.08 |
96.37 |
2.71 |
2.8% |
0.93 |
0.9% |
80% |
False |
False |
17,322 |
10 |
99.08 |
95.59 |
3.49 |
3.5% |
0.91 |
0.9% |
85% |
False |
False |
15,104 |
20 |
99.80 |
95.59 |
4.21 |
4.3% |
0.94 |
1.0% |
70% |
False |
False |
13,414 |
40 |
99.80 |
93.85 |
5.95 |
6.0% |
0.94 |
1.0% |
79% |
False |
False |
10,685 |
60 |
99.80 |
93.72 |
6.08 |
6.2% |
0.91 |
0.9% |
79% |
False |
False |
9,261 |
80 |
99.80 |
90.54 |
9.26 |
9.4% |
0.85 |
0.9% |
86% |
False |
False |
7,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.53 |
2.618 |
100.49 |
1.618 |
99.85 |
1.000 |
99.45 |
0.618 |
99.21 |
HIGH |
98.81 |
0.618 |
98.57 |
0.500 |
98.49 |
0.382 |
98.41 |
LOW |
98.17 |
0.618 |
97.77 |
1.000 |
97.53 |
1.618 |
97.13 |
2.618 |
96.49 |
4.250 |
95.45 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
98.52 |
98.39 |
PP |
98.51 |
98.24 |
S1 |
98.49 |
98.09 |
|