NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.67 |
99.64 |
-0.03 |
0.0% |
98.04 |
High |
99.97 |
100.27 |
0.30 |
0.3% |
100.27 |
Low |
99.62 |
99.64 |
0.02 |
0.0% |
97.98 |
Close |
99.71 |
100.16 |
0.45 |
0.5% |
100.16 |
Range |
0.35 |
0.63 |
0.28 |
80.0% |
2.29 |
ATR |
0.88 |
0.86 |
-0.02 |
-2.0% |
0.00 |
Volume |
18,096 |
10,593 |
-7,503 |
-41.5% |
57,828 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.91 |
101.67 |
100.51 |
|
R3 |
101.28 |
101.04 |
100.33 |
|
R2 |
100.65 |
100.65 |
100.28 |
|
R1 |
100.41 |
100.41 |
100.22 |
100.53 |
PP |
100.02 |
100.02 |
100.02 |
100.09 |
S1 |
99.78 |
99.78 |
100.10 |
99.90 |
S2 |
99.39 |
99.39 |
100.04 |
|
S3 |
98.76 |
99.15 |
99.99 |
|
S4 |
98.13 |
98.52 |
99.81 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.34 |
105.54 |
101.42 |
|
R3 |
104.05 |
103.25 |
100.79 |
|
R2 |
101.76 |
101.76 |
100.58 |
|
R1 |
100.96 |
100.96 |
100.37 |
101.36 |
PP |
99.47 |
99.47 |
99.47 |
99.67 |
S1 |
98.67 |
98.67 |
99.95 |
99.07 |
S2 |
97.18 |
97.18 |
99.74 |
|
S3 |
94.89 |
96.38 |
99.53 |
|
S4 |
92.60 |
94.09 |
98.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.27 |
97.98 |
2.29 |
2.3% |
0.76 |
0.8% |
95% |
True |
False |
11,565 |
10 |
100.27 |
95.92 |
4.35 |
4.3% |
0.75 |
0.8% |
97% |
True |
False |
10,969 |
20 |
100.27 |
94.76 |
5.51 |
5.5% |
0.82 |
0.8% |
98% |
True |
False |
9,152 |
40 |
100.27 |
93.88 |
6.39 |
6.4% |
0.81 |
0.8% |
98% |
True |
False |
7,793 |
60 |
100.27 |
93.00 |
7.27 |
7.3% |
0.75 |
0.8% |
98% |
True |
False |
6,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.95 |
2.618 |
101.92 |
1.618 |
101.29 |
1.000 |
100.90 |
0.618 |
100.66 |
HIGH |
100.27 |
0.618 |
100.03 |
0.500 |
99.96 |
0.382 |
99.88 |
LOW |
99.64 |
0.618 |
99.25 |
1.000 |
99.01 |
1.618 |
98.62 |
2.618 |
97.99 |
4.250 |
96.96 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
100.09 |
99.95 |
PP |
100.02 |
99.75 |
S1 |
99.96 |
99.54 |
|