NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.64 |
99.87 |
0.23 |
0.2% |
98.04 |
High |
100.27 |
100.32 |
0.05 |
0.0% |
100.27 |
Low |
99.64 |
99.57 |
-0.07 |
-0.1% |
97.98 |
Close |
100.16 |
99.90 |
-0.26 |
-0.3% |
100.16 |
Range |
0.63 |
0.75 |
0.12 |
19.0% |
2.29 |
ATR |
0.86 |
0.86 |
-0.01 |
-0.9% |
0.00 |
Volume |
10,593 |
7,630 |
-2,963 |
-28.0% |
57,828 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.18 |
101.79 |
100.31 |
|
R3 |
101.43 |
101.04 |
100.11 |
|
R2 |
100.68 |
100.68 |
100.04 |
|
R1 |
100.29 |
100.29 |
99.97 |
100.49 |
PP |
99.93 |
99.93 |
99.93 |
100.03 |
S1 |
99.54 |
99.54 |
99.83 |
99.74 |
S2 |
99.18 |
99.18 |
99.76 |
|
S3 |
98.43 |
98.79 |
99.69 |
|
S4 |
97.68 |
98.04 |
99.49 |
|
|
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 |
100.32 |
97.98 |
2.34 |
2.3% |
0.81 |
0.8% |
82% |
True |
False |
11,998 |
10 |
100.32 |
96.20 |
4.12 |
4.1% |
0.78 |
0.8% |
90% |
True |
False |
10,935 |
20 |
100.32 |
94.76 |
5.56 |
5.6% |
0.81 |
0.8% |
92% |
True |
False |
9,290 |
40 |
100.32 |
93.88 |
6.44 |
6.4% |
0.81 |
0.8% |
93% |
True |
False |
7,843 |
60 |
100.32 |
93.00 |
7.32 |
7.3% |
0.76 |
0.8% |
94% |
True |
False |
6,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.51 |
2.618 |
102.28 |
1.618 |
101.53 |
1.000 |
101.07 |
0.618 |
100.78 |
HIGH |
100.32 |
0.618 |
100.03 |
0.500 |
99.95 |
0.382 |
99.86 |
LOW |
99.57 |
0.618 |
99.11 |
1.000 |
98.82 |
1.618 |
98.36 |
2.618 |
97.61 |
4.250 |
96.38 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.95 |
99.95 |
PP |
99.93 |
99.93 |
S1 |
99.92 |
99.92 |
|