NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.70 |
100.70 |
0.00 |
0.0% |
98.88 |
High |
101.10 |
101.35 |
0.25 |
0.2% |
101.35 |
Low |
100.62 |
100.70 |
0.08 |
0.1% |
98.84 |
Close |
100.76 |
101.23 |
0.47 |
0.5% |
101.23 |
Range |
0.48 |
0.65 |
0.17 |
35.4% |
2.51 |
ATR |
0.96 |
0.94 |
-0.02 |
-2.3% |
0.00 |
Volume |
29,633 |
17,487 |
-12,146 |
-41.0% |
99,365 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.04 |
102.79 |
101.59 |
|
R3 |
102.39 |
102.14 |
101.41 |
|
R2 |
101.74 |
101.74 |
101.35 |
|
R1 |
101.49 |
101.49 |
101.29 |
101.62 |
PP |
101.09 |
101.09 |
101.09 |
101.16 |
S1 |
100.84 |
100.84 |
101.17 |
100.97 |
S2 |
100.44 |
100.44 |
101.11 |
|
S3 |
99.79 |
100.19 |
101.05 |
|
S4 |
99.14 |
99.54 |
100.87 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.00 |
107.13 |
102.61 |
|
R3 |
105.49 |
104.62 |
101.92 |
|
R2 |
102.98 |
102.98 |
101.69 |
|
R1 |
102.11 |
102.11 |
101.46 |
102.55 |
PP |
100.47 |
100.47 |
100.47 |
100.69 |
S1 |
99.60 |
99.60 |
101.00 |
100.04 |
S2 |
97.96 |
97.96 |
100.77 |
|
S3 |
95.45 |
97.09 |
100.54 |
|
S4 |
92.94 |
94.58 |
99.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.35 |
98.84 |
2.51 |
2.5% |
0.85 |
0.8% |
95% |
True |
False |
19,873 |
10 |
101.35 |
96.53 |
4.82 |
4.8% |
0.83 |
0.8% |
98% |
True |
False |
19,036 |
20 |
101.35 |
95.59 |
5.76 |
5.7% |
0.90 |
0.9% |
98% |
True |
False |
16,040 |
40 |
101.35 |
94.61 |
6.74 |
6.7% |
0.91 |
0.9% |
98% |
True |
False |
12,670 |
60 |
101.35 |
93.72 |
7.63 |
7.5% |
0.92 |
0.9% |
98% |
True |
False |
10,709 |
80 |
101.35 |
90.54 |
10.81 |
10.7% |
0.86 |
0.9% |
99% |
True |
False |
9,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.11 |
2.618 |
103.05 |
1.618 |
102.40 |
1.000 |
102.00 |
0.618 |
101.75 |
HIGH |
101.35 |
0.618 |
101.10 |
0.500 |
101.03 |
0.382 |
100.95 |
LOW |
100.70 |
0.618 |
100.30 |
1.000 |
100.05 |
1.618 |
99.65 |
2.618 |
99.00 |
4.250 |
97.94 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
101.16 |
101.02 |
PP |
101.09 |
100.80 |
S1 |
101.03 |
100.59 |
|