NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.35 |
100.54 |
0.19 |
0.2% |
101.16 |
High |
100.87 |
100.57 |
-0.30 |
-0.3% |
101.27 |
Low |
100.02 |
99.61 |
-0.41 |
-0.4% |
99.61 |
Close |
100.65 |
100.00 |
-0.65 |
-0.6% |
100.00 |
Range |
0.85 |
0.96 |
0.11 |
12.9% |
1.66 |
ATR |
0.94 |
0.95 |
0.01 |
0.7% |
0.00 |
Volume |
18,414 |
16,572 |
-1,842 |
-10.0% |
61,422 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.94 |
102.43 |
100.53 |
|
R3 |
101.98 |
101.47 |
100.26 |
|
R2 |
101.02 |
101.02 |
100.18 |
|
R1 |
100.51 |
100.51 |
100.09 |
100.29 |
PP |
100.06 |
100.06 |
100.06 |
99.95 |
S1 |
99.55 |
99.55 |
99.91 |
99.33 |
S2 |
99.10 |
99.10 |
99.82 |
|
S3 |
98.14 |
98.59 |
99.74 |
|
S4 |
97.18 |
97.63 |
99.47 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.27 |
104.30 |
100.91 |
|
R3 |
103.61 |
102.64 |
100.46 |
|
R2 |
101.95 |
101.95 |
100.30 |
|
R1 |
100.98 |
100.98 |
100.15 |
100.64 |
PP |
100.29 |
100.29 |
100.29 |
100.12 |
S1 |
99.32 |
99.32 |
99.85 |
98.98 |
S2 |
98.63 |
98.63 |
99.70 |
|
S3 |
96.97 |
97.66 |
99.54 |
|
S4 |
95.31 |
96.00 |
99.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.35 |
99.61 |
1.74 |
1.7% |
0.89 |
0.9% |
22% |
False |
True |
15,781 |
10 |
101.35 |
98.40 |
2.95 |
3.0% |
0.86 |
0.9% |
54% |
False |
False |
18,189 |
20 |
101.35 |
95.59 |
5.76 |
5.8% |
0.88 |
0.9% |
77% |
False |
False |
16,646 |
40 |
101.35 |
94.94 |
6.41 |
6.4% |
0.91 |
0.9% |
79% |
False |
False |
13,472 |
60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.90 |
0.9% |
82% |
False |
False |
11,283 |
80 |
101.35 |
91.38 |
9.97 |
10.0% |
0.88 |
0.9% |
86% |
False |
False |
9,646 |
100 |
101.35 |
88.69 |
12.66 |
12.7% |
0.83 |
0.8% |
89% |
False |
False |
8,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.65 |
2.618 |
103.08 |
1.618 |
102.12 |
1.000 |
101.53 |
0.618 |
101.16 |
HIGH |
100.57 |
0.618 |
100.20 |
0.500 |
100.09 |
0.382 |
99.98 |
LOW |
99.61 |
0.618 |
99.02 |
1.000 |
98.65 |
1.618 |
98.06 |
2.618 |
97.10 |
4.250 |
95.53 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.09 |
100.44 |
PP |
100.06 |
100.29 |
S1 |
100.03 |
100.15 |
|