NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
96.00 |
95.94 |
-0.06 |
-0.1% |
95.50 |
High |
96.56 |
96.44 |
-0.12 |
-0.1% |
96.56 |
Low |
95.56 |
95.92 |
0.36 |
0.4% |
94.91 |
Close |
95.68 |
96.38 |
0.70 |
0.7% |
95.68 |
Range |
1.00 |
0.52 |
-0.48 |
-48.0% |
1.65 |
ATR |
0.92 |
0.91 |
-0.01 |
-1.2% |
0.00 |
Volume |
9,607 |
7,968 |
-1,639 |
-17.1% |
36,244 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.81 |
97.61 |
96.67 |
|
R3 |
97.29 |
97.09 |
96.52 |
|
R2 |
96.77 |
96.77 |
96.48 |
|
R1 |
96.57 |
96.57 |
96.43 |
96.67 |
PP |
96.25 |
96.25 |
96.25 |
96.30 |
S1 |
96.05 |
96.05 |
96.33 |
96.15 |
S2 |
95.73 |
95.73 |
96.28 |
|
S3 |
95.21 |
95.53 |
96.24 |
|
S4 |
94.69 |
95.01 |
96.09 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.67 |
99.82 |
96.59 |
|
R3 |
99.02 |
98.17 |
96.13 |
|
R2 |
97.37 |
97.37 |
95.98 |
|
R1 |
96.52 |
96.52 |
95.83 |
96.95 |
PP |
95.72 |
95.72 |
95.72 |
95.93 |
S1 |
94.87 |
94.87 |
95.53 |
95.30 |
S2 |
94.07 |
94.07 |
95.38 |
|
S3 |
92.42 |
93.22 |
95.23 |
|
S4 |
90.77 |
91.57 |
94.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.56 |
94.98 |
1.58 |
1.6% |
0.78 |
0.8% |
89% |
False |
False |
7,734 |
10 |
97.56 |
94.76 |
2.80 |
2.9% |
0.84 |
0.9% |
58% |
False |
False |
7,645 |
20 |
98.81 |
94.76 |
4.05 |
4.2% |
0.81 |
0.8% |
40% |
False |
False |
7,270 |
40 |
98.81 |
93.00 |
5.81 |
6.0% |
0.77 |
0.8% |
58% |
False |
False |
6,229 |
60 |
98.81 |
93.00 |
5.81 |
6.0% |
0.72 |
0.7% |
58% |
False |
False |
5,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.65 |
2.618 |
97.80 |
1.618 |
97.28 |
1.000 |
96.96 |
0.618 |
96.76 |
HIGH |
96.44 |
0.618 |
96.24 |
0.500 |
96.18 |
0.382 |
96.12 |
LOW |
95.92 |
0.618 |
95.60 |
1.000 |
95.40 |
1.618 |
95.08 |
2.618 |
94.56 |
4.250 |
93.71 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
96.31 |
96.27 |
PP |
96.25 |
96.15 |
S1 |
96.18 |
96.04 |
|