NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.56 |
98.73 |
0.17 |
0.2% |
96.53 |
High |
98.81 |
98.94 |
0.13 |
0.1% |
99.08 |
Low |
98.17 |
98.40 |
0.23 |
0.2% |
96.53 |
Close |
98.54 |
98.86 |
0.32 |
0.3% |
98.86 |
Range |
0.64 |
0.54 |
-0.10 |
-15.6% |
2.55 |
ATR |
0.99 |
0.96 |
-0.03 |
-3.2% |
0.00 |
Volume |
17,746 |
21,107 |
3,361 |
18.9% |
91,001 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.35 |
100.15 |
99.16 |
|
R3 |
99.81 |
99.61 |
99.01 |
|
R2 |
99.27 |
99.27 |
98.96 |
|
R1 |
99.07 |
99.07 |
98.91 |
99.17 |
PP |
98.73 |
98.73 |
98.73 |
98.79 |
S1 |
98.53 |
98.53 |
98.81 |
98.63 |
S2 |
98.19 |
98.19 |
98.76 |
|
S3 |
97.65 |
97.99 |
98.71 |
|
S4 |
97.11 |
97.45 |
98.56 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.81 |
104.88 |
100.26 |
|
R3 |
103.26 |
102.33 |
99.56 |
|
R2 |
100.71 |
100.71 |
99.33 |
|
R1 |
99.78 |
99.78 |
99.09 |
100.25 |
PP |
98.16 |
98.16 |
98.16 |
98.39 |
S1 |
97.23 |
97.23 |
98.63 |
97.70 |
S2 |
95.61 |
95.61 |
98.39 |
|
S3 |
93.06 |
94.68 |
98.16 |
|
S4 |
90.51 |
92.13 |
97.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.08 |
96.53 |
2.55 |
2.6% |
0.81 |
0.8% |
91% |
False |
False |
18,200 |
10 |
99.08 |
95.59 |
3.49 |
3.5% |
0.90 |
0.9% |
94% |
False |
False |
15,563 |
20 |
99.66 |
95.59 |
4.07 |
4.1% |
0.92 |
0.9% |
80% |
False |
False |
13,905 |
40 |
99.80 |
94.08 |
5.72 |
5.8% |
0.94 |
0.9% |
84% |
False |
False |
10,964 |
60 |
99.80 |
93.72 |
6.08 |
6.2% |
0.91 |
0.9% |
85% |
False |
False |
9,446 |
80 |
99.80 |
90.54 |
9.26 |
9.4% |
0.85 |
0.9% |
90% |
False |
False |
7,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.24 |
2.618 |
100.35 |
1.618 |
99.81 |
1.000 |
99.48 |
0.618 |
99.27 |
HIGH |
98.94 |
0.618 |
98.73 |
0.500 |
98.67 |
0.382 |
98.61 |
LOW |
98.40 |
0.618 |
98.07 |
1.000 |
97.86 |
1.618 |
97.53 |
2.618 |
96.99 |
4.250 |
96.11 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
98.80 |
98.78 |
PP |
98.73 |
98.70 |
S1 |
98.67 |
98.63 |
|