NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.16 |
101.02 |
-0.14 |
-0.1% |
98.88 |
High |
101.27 |
101.27 |
0.00 |
0.0% |
101.35 |
Low |
100.62 |
99.95 |
-0.67 |
-0.7% |
98.84 |
Close |
100.98 |
99.99 |
-0.99 |
-1.0% |
101.23 |
Range |
0.65 |
1.32 |
0.67 |
103.1% |
2.51 |
ATR |
0.92 |
0.95 |
0.03 |
3.1% |
0.00 |
Volume |
15,032 |
11,404 |
-3,628 |
-24.1% |
99,365 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.36 |
103.50 |
100.72 |
|
R3 |
103.04 |
102.18 |
100.35 |
|
R2 |
101.72 |
101.72 |
100.23 |
|
R1 |
100.86 |
100.86 |
100.11 |
100.63 |
PP |
100.40 |
100.40 |
100.40 |
100.29 |
S1 |
99.54 |
99.54 |
99.87 |
99.31 |
S2 |
99.08 |
99.08 |
99.75 |
|
S3 |
97.76 |
98.22 |
99.63 |
|
S4 |
96.44 |
96.90 |
99.26 |
|
|
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 |
99.83 |
1.52 |
1.5% |
0.89 |
0.9% |
11% |
False |
False |
18,351 |
10 |
101.35 |
98.17 |
3.18 |
3.2% |
0.81 |
0.8% |
57% |
False |
False |
18,707 |
20 |
101.35 |
95.59 |
5.76 |
5.8% |
0.89 |
0.9% |
76% |
False |
False |
16,117 |
40 |
101.35 |
94.61 |
6.74 |
6.7% |
0.93 |
0.9% |
80% |
False |
False |
12,951 |
60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.92 |
0.9% |
82% |
False |
False |
11,027 |
80 |
101.35 |
90.54 |
10.81 |
10.8% |
0.87 |
0.9% |
87% |
False |
False |
9,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.88 |
2.618 |
104.73 |
1.618 |
103.41 |
1.000 |
102.59 |
0.618 |
102.09 |
HIGH |
101.27 |
0.618 |
100.77 |
0.500 |
100.61 |
0.382 |
100.45 |
LOW |
99.95 |
0.618 |
99.13 |
1.000 |
98.63 |
1.618 |
97.81 |
2.618 |
96.49 |
4.250 |
94.34 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.61 |
100.65 |
PP |
100.40 |
100.43 |
S1 |
100.20 |
100.21 |
|