NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.33 |
98.81 |
0.48 |
0.5% |
95.94 |
High |
99.00 |
100.09 |
1.09 |
1.1% |
98.09 |
Low |
97.98 |
98.81 |
0.83 |
0.8% |
95.92 |
Close |
98.49 |
99.87 |
1.38 |
1.4% |
97.92 |
Range |
1.02 |
1.28 |
0.26 |
25.5% |
2.17 |
ATR |
0.87 |
0.92 |
0.05 |
6.0% |
0.00 |
Volume |
9,922 |
13,749 |
3,827 |
38.6% |
51,862 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.43 |
102.93 |
100.57 |
|
R3 |
102.15 |
101.65 |
100.22 |
|
R2 |
100.87 |
100.87 |
100.10 |
|
R1 |
100.37 |
100.37 |
99.99 |
100.62 |
PP |
99.59 |
99.59 |
99.59 |
99.72 |
S1 |
99.09 |
99.09 |
99.75 |
99.34 |
S2 |
98.31 |
98.31 |
99.64 |
|
S3 |
97.03 |
97.81 |
99.52 |
|
S4 |
95.75 |
96.53 |
99.17 |
|
|
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 |
100.09 |
97.30 |
2.79 |
2.8% |
0.79 |
0.8% |
92% |
True |
False |
10,787 |
10 |
100.09 |
95.51 |
4.58 |
4.6% |
0.83 |
0.8% |
95% |
True |
False |
10,103 |
20 |
100.09 |
94.76 |
5.33 |
5.3% |
0.84 |
0.8% |
96% |
True |
False |
8,692 |
40 |
100.09 |
93.88 |
6.21 |
6.2% |
0.81 |
0.8% |
96% |
True |
False |
7,241 |
60 |
100.09 |
93.00 |
7.09 |
7.1% |
0.75 |
0.7% |
97% |
True |
False |
6,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.53 |
2.618 |
103.44 |
1.618 |
102.16 |
1.000 |
101.37 |
0.618 |
100.88 |
HIGH |
100.09 |
0.618 |
99.60 |
0.500 |
99.45 |
0.382 |
99.30 |
LOW |
98.81 |
0.618 |
98.02 |
1.000 |
97.53 |
1.618 |
96.74 |
2.618 |
95.46 |
4.250 |
93.37 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.73 |
99.59 |
PP |
99.59 |
99.31 |
S1 |
99.45 |
99.04 |
|