NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.70 |
101.16 |
0.46 |
0.5% |
98.88 |
High |
101.35 |
101.27 |
-0.08 |
-0.1% |
101.35 |
Low |
100.70 |
100.62 |
-0.08 |
-0.1% |
98.84 |
Close |
101.23 |
100.98 |
-0.25 |
-0.2% |
101.23 |
Range |
0.65 |
0.65 |
0.00 |
0.0% |
2.51 |
ATR |
0.94 |
0.92 |
-0.02 |
-2.2% |
0.00 |
Volume |
17,487 |
15,032 |
-2,455 |
-14.0% |
99,365 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.91 |
102.59 |
101.34 |
|
R3 |
102.26 |
101.94 |
101.16 |
|
R2 |
101.61 |
101.61 |
101.10 |
|
R1 |
101.29 |
101.29 |
101.04 |
101.13 |
PP |
100.96 |
100.96 |
100.96 |
100.87 |
S1 |
100.64 |
100.64 |
100.92 |
100.48 |
S2 |
100.31 |
100.31 |
100.86 |
|
S3 |
99.66 |
99.99 |
100.80 |
|
S4 |
99.01 |
99.34 |
100.62 |
|
|
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 |
98.86 |
2.49 |
2.5% |
0.84 |
0.8% |
85% |
False |
False |
19,786 |
10 |
101.35 |
97.10 |
4.25 |
4.2% |
0.81 |
0.8% |
91% |
False |
False |
19,110 |
20 |
101.35 |
95.59 |
5.76 |
5.7% |
0.88 |
0.9% |
94% |
False |
False |
16,175 |
40 |
101.35 |
94.61 |
6.74 |
6.7% |
0.92 |
0.9% |
95% |
False |
False |
12,846 |
60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.91 |
0.9% |
95% |
False |
False |
10,896 |
80 |
101.35 |
90.54 |
10.81 |
10.7% |
0.87 |
0.9% |
97% |
False |
False |
9,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.03 |
2.618 |
102.97 |
1.618 |
102.32 |
1.000 |
101.92 |
0.618 |
101.67 |
HIGH |
101.27 |
0.618 |
101.02 |
0.500 |
100.95 |
0.382 |
100.87 |
LOW |
100.62 |
0.618 |
100.22 |
1.000 |
99.97 |
1.618 |
99.57 |
2.618 |
98.92 |
4.250 |
97.86 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.97 |
100.99 |
PP |
100.96 |
100.98 |
S1 |
100.95 |
100.98 |
|