NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.94 |
100.70 |
0.76 |
0.8% |
96.53 |
High |
101.19 |
101.10 |
-0.09 |
-0.1% |
99.08 |
Low |
99.83 |
100.62 |
0.79 |
0.8% |
96.53 |
Close |
100.95 |
100.76 |
-0.19 |
-0.2% |
98.86 |
Range |
1.36 |
0.48 |
-0.88 |
-64.7% |
2.55 |
ATR |
1.00 |
0.96 |
-0.04 |
-3.7% |
0.00 |
Volume |
18,200 |
29,633 |
11,433 |
62.8% |
91,001 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.27 |
101.99 |
101.02 |
|
R3 |
101.79 |
101.51 |
100.89 |
|
R2 |
101.31 |
101.31 |
100.85 |
|
R1 |
101.03 |
101.03 |
100.80 |
101.17 |
PP |
100.83 |
100.83 |
100.83 |
100.90 |
S1 |
100.55 |
100.55 |
100.72 |
100.69 |
S2 |
100.35 |
100.35 |
100.67 |
|
S3 |
99.87 |
100.07 |
100.63 |
|
S4 |
99.39 |
99.59 |
100.50 |
|
|
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 |
101.19 |
98.40 |
2.79 |
2.8% |
0.82 |
0.8% |
85% |
False |
False |
20,597 |
10 |
101.19 |
96.37 |
4.82 |
4.8% |
0.88 |
0.9% |
91% |
False |
False |
18,959 |
20 |
101.19 |
95.59 |
5.60 |
5.6% |
0.94 |
0.9% |
92% |
False |
False |
15,895 |
40 |
101.19 |
94.61 |
6.58 |
6.5% |
0.92 |
0.9% |
93% |
False |
False |
12,436 |
60 |
101.19 |
93.72 |
7.47 |
7.4% |
0.91 |
0.9% |
94% |
False |
False |
10,480 |
80 |
101.19 |
90.54 |
10.65 |
10.6% |
0.86 |
0.9% |
96% |
False |
False |
8,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.14 |
2.618 |
102.36 |
1.618 |
101.88 |
1.000 |
101.58 |
0.618 |
101.40 |
HIGH |
101.10 |
0.618 |
100.92 |
0.500 |
100.86 |
0.382 |
100.80 |
LOW |
100.62 |
0.618 |
100.32 |
1.000 |
100.14 |
1.618 |
99.84 |
2.618 |
99.36 |
4.250 |
98.58 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.86 |
100.52 |
PP |
100.83 |
100.27 |
S1 |
100.79 |
100.03 |
|