NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
97.42 |
97.64 |
0.22 |
0.2% |
95.50 |
High |
98.09 |
97.96 |
-0.13 |
-0.1% |
96.56 |
Low |
97.40 |
97.30 |
-0.10 |
-0.1% |
94.91 |
Close |
97.98 |
97.62 |
-0.36 |
-0.4% |
95.68 |
Range |
0.69 |
0.66 |
-0.03 |
-4.3% |
1.65 |
ATR |
0.93 |
0.91 |
-0.02 |
-1.9% |
0.00 |
Volume |
9,898 |
10,350 |
452 |
4.6% |
36,244 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.61 |
99.27 |
97.98 |
|
R3 |
98.95 |
98.61 |
97.80 |
|
R2 |
98.29 |
98.29 |
97.74 |
|
R1 |
97.95 |
97.95 |
97.68 |
97.79 |
PP |
97.63 |
97.63 |
97.63 |
97.55 |
S1 |
97.29 |
97.29 |
97.56 |
97.13 |
S2 |
96.97 |
96.97 |
97.50 |
|
S3 |
96.31 |
96.63 |
97.44 |
|
S4 |
95.65 |
95.97 |
97.26 |
|
|
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 |
98.09 |
95.56 |
2.53 |
2.6% |
0.86 |
0.9% |
81% |
False |
False |
9,404 |
10 |
98.09 |
94.91 |
3.18 |
3.3% |
0.84 |
0.9% |
85% |
False |
False |
8,291 |
20 |
98.80 |
94.76 |
4.04 |
4.1% |
0.84 |
0.9% |
71% |
False |
False |
7,778 |
40 |
98.81 |
93.03 |
5.78 |
5.9% |
0.80 |
0.8% |
79% |
False |
False |
6,663 |
60 |
98.81 |
93.00 |
5.81 |
6.0% |
0.73 |
0.8% |
80% |
False |
False |
6,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.77 |
2.618 |
99.69 |
1.618 |
99.03 |
1.000 |
98.62 |
0.618 |
98.37 |
HIGH |
97.96 |
0.618 |
97.71 |
0.500 |
97.63 |
0.382 |
97.55 |
LOW |
97.30 |
0.618 |
96.89 |
1.000 |
96.64 |
1.618 |
96.23 |
2.618 |
95.57 |
4.250 |
94.50 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
97.63 |
97.46 |
PP |
97.63 |
97.30 |
S1 |
97.62 |
97.15 |
|