NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
98.81 |
99.67 |
0.86 |
0.9% |
95.94 |
High |
100.09 |
99.97 |
-0.12 |
-0.1% |
98.09 |
Low |
98.81 |
99.62 |
0.81 |
0.8% |
95.92 |
Close |
99.87 |
99.71 |
-0.16 |
-0.2% |
97.92 |
Range |
1.28 |
0.35 |
-0.93 |
-72.7% |
2.17 |
ATR |
0.92 |
0.88 |
-0.04 |
-4.4% |
0.00 |
Volume |
13,749 |
18,096 |
4,347 |
31.6% |
51,862 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.82 |
100.61 |
99.90 |
|
R3 |
100.47 |
100.26 |
99.81 |
|
R2 |
100.12 |
100.12 |
99.77 |
|
R1 |
99.91 |
99.91 |
99.74 |
100.02 |
PP |
99.77 |
99.77 |
99.77 |
99.82 |
S1 |
99.56 |
99.56 |
99.68 |
99.67 |
S2 |
99.42 |
99.42 |
99.65 |
|
S3 |
99.07 |
99.21 |
99.61 |
|
S4 |
98.72 |
98.86 |
99.52 |
|
|
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 |
97.52 |
2.57 |
2.6% |
0.72 |
0.7% |
85% |
False |
False |
12,336 |
10 |
100.09 |
95.56 |
4.53 |
4.5% |
0.79 |
0.8% |
92% |
False |
False |
10,870 |
20 |
100.09 |
94.76 |
5.33 |
5.3% |
0.83 |
0.8% |
93% |
False |
False |
9,058 |
40 |
100.09 |
93.88 |
6.21 |
6.2% |
0.80 |
0.8% |
94% |
False |
False |
7,638 |
60 |
100.09 |
93.00 |
7.09 |
7.1% |
0.75 |
0.8% |
95% |
False |
False |
6,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.46 |
2.618 |
100.89 |
1.618 |
100.54 |
1.000 |
100.32 |
0.618 |
100.19 |
HIGH |
99.97 |
0.618 |
99.84 |
0.500 |
99.80 |
0.382 |
99.75 |
LOW |
99.62 |
0.618 |
99.40 |
1.000 |
99.27 |
1.618 |
99.05 |
2.618 |
98.70 |
4.250 |
98.13 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.80 |
99.49 |
PP |
99.77 |
99.26 |
S1 |
99.74 |
99.04 |
|