NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 16-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
Open |
97.64 |
97.85 |
0.21 |
0.2% |
95.94 |
High |
97.96 |
97.99 |
0.03 |
0.0% |
98.09 |
Low |
97.30 |
97.52 |
0.22 |
0.2% |
95.92 |
Close |
97.62 |
97.92 |
0.30 |
0.3% |
97.92 |
Range |
0.66 |
0.47 |
-0.19 |
-28.8% |
2.17 |
ATR |
0.91 |
0.88 |
-0.03 |
-3.5% |
0.00 |
Volume |
10,350 |
14,447 |
4,097 |
39.6% |
51,862 |
|
Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.22 |
99.04 |
98.18 |
|
R3 |
98.75 |
98.57 |
98.05 |
|
R2 |
98.28 |
98.28 |
98.01 |
|
R1 |
98.10 |
98.10 |
97.96 |
98.19 |
PP |
97.81 |
97.81 |
97.81 |
97.86 |
S1 |
97.63 |
97.63 |
97.88 |
97.72 |
S2 |
97.34 |
97.34 |
97.83 |
|
S3 |
96.87 |
97.16 |
97.79 |
|
S4 |
96.40 |
96.69 |
97.66 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.82 |
103.04 |
99.11 |
|
R3 |
101.65 |
100.87 |
98.52 |
|
R2 |
99.48 |
99.48 |
98.32 |
|
R1 |
98.70 |
98.70 |
98.12 |
99.09 |
PP |
97.31 |
97.31 |
97.31 |
97.51 |
S1 |
96.53 |
96.53 |
97.72 |
96.92 |
S2 |
95.14 |
95.14 |
97.52 |
|
S3 |
92.97 |
94.36 |
97.32 |
|
S4 |
90.80 |
92.19 |
96.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.09 |
95.92 |
2.17 |
2.2% |
0.75 |
0.8% |
92% |
False |
False |
10,372 |
10 |
98.09 |
94.91 |
3.18 |
3.2% |
0.82 |
0.8% |
95% |
False |
False |
8,810 |
20 |
98.65 |
94.76 |
3.89 |
4.0% |
0.82 |
0.8% |
81% |
False |
False |
8,093 |
40 |
98.81 |
93.88 |
4.93 |
5.0% |
0.80 |
0.8% |
82% |
False |
False |
6,839 |
60 |
98.81 |
93.00 |
5.81 |
5.9% |
0.73 |
0.7% |
85% |
False |
False |
6,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.99 |
2.618 |
99.22 |
1.618 |
98.75 |
1.000 |
98.46 |
0.618 |
98.28 |
HIGH |
97.99 |
0.618 |
97.81 |
0.500 |
97.76 |
0.382 |
97.70 |
LOW |
97.52 |
0.618 |
97.23 |
1.000 |
97.05 |
1.618 |
96.76 |
2.618 |
96.29 |
4.250 |
95.52 |
|
|
Fisher Pivots for day following 16-May-2014 |
Pivot |
1 day |
3 day |
R1 |
97.87 |
97.85 |
PP |
97.81 |
97.77 |
S1 |
97.76 |
97.70 |
|