NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
101.02 |
100.35 |
-0.67 |
-0.7% |
98.88 |
High |
101.27 |
100.87 |
-0.40 |
-0.4% |
101.35 |
Low |
99.95 |
100.02 |
0.07 |
0.1% |
98.84 |
Close |
99.99 |
100.65 |
0.66 |
0.7% |
101.23 |
Range |
1.32 |
0.85 |
-0.47 |
-35.6% |
2.51 |
ATR |
0.95 |
0.94 |
0.00 |
-0.5% |
0.00 |
Volume |
11,404 |
18,414 |
7,010 |
61.5% |
99,365 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.06 |
102.71 |
101.12 |
|
R3 |
102.21 |
101.86 |
100.88 |
|
R2 |
101.36 |
101.36 |
100.81 |
|
R1 |
101.01 |
101.01 |
100.73 |
101.19 |
PP |
100.51 |
100.51 |
100.51 |
100.60 |
S1 |
100.16 |
100.16 |
100.57 |
100.34 |
S2 |
99.66 |
99.66 |
100.49 |
|
S3 |
98.81 |
99.31 |
100.42 |
|
S4 |
97.96 |
98.46 |
100.18 |
|
|
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 |
99.95 |
1.40 |
1.4% |
0.79 |
0.8% |
50% |
False |
False |
18,394 |
10 |
101.35 |
98.17 |
3.18 |
3.2% |
0.82 |
0.8% |
78% |
False |
False |
18,306 |
20 |
101.35 |
95.59 |
5.76 |
5.7% |
0.88 |
0.9% |
88% |
False |
False |
16,543 |
40 |
101.35 |
94.61 |
6.74 |
6.7% |
0.91 |
0.9% |
90% |
False |
False |
13,269 |
60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.91 |
0.9% |
91% |
False |
False |
11,108 |
80 |
101.35 |
90.83 |
10.52 |
10.5% |
0.87 |
0.9% |
93% |
False |
False |
9,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.48 |
2.618 |
103.10 |
1.618 |
102.25 |
1.000 |
101.72 |
0.618 |
101.40 |
HIGH |
100.87 |
0.618 |
100.55 |
0.500 |
100.45 |
0.382 |
100.34 |
LOW |
100.02 |
0.618 |
99.49 |
1.000 |
99.17 |
1.618 |
98.64 |
2.618 |
97.79 |
4.250 |
96.41 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.58 |
100.64 |
PP |
100.51 |
100.62 |
S1 |
100.45 |
100.61 |
|