NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
99.87 |
100.00 |
0.13 |
0.1% |
98.04 |
High |
100.32 |
100.17 |
-0.15 |
-0.1% |
100.27 |
Low |
99.57 |
98.98 |
-0.59 |
-0.6% |
97.98 |
Close |
99.90 |
98.99 |
-0.91 |
-0.9% |
100.16 |
Range |
0.75 |
1.19 |
0.44 |
58.7% |
2.29 |
ATR |
0.86 |
0.88 |
0.02 |
2.8% |
0.00 |
Volume |
7,630 |
7,936 |
306 |
4.0% |
57,828 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.95 |
102.16 |
99.64 |
|
R3 |
101.76 |
100.97 |
99.32 |
|
R2 |
100.57 |
100.57 |
99.21 |
|
R1 |
99.78 |
99.78 |
99.10 |
99.58 |
PP |
99.38 |
99.38 |
99.38 |
99.28 |
S1 |
98.59 |
98.59 |
98.88 |
98.39 |
S2 |
98.19 |
98.19 |
98.77 |
|
S3 |
97.00 |
97.40 |
98.66 |
|
S4 |
95.81 |
96.21 |
98.34 |
|
|
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 |
98.81 |
1.51 |
1.5% |
0.84 |
0.8% |
12% |
False |
False |
11,600 |
10 |
100.32 |
97.30 |
3.02 |
3.1% |
0.75 |
0.8% |
56% |
False |
False |
10,808 |
20 |
100.32 |
94.76 |
5.56 |
5.6% |
0.82 |
0.8% |
76% |
False |
False |
9,341 |
40 |
100.32 |
93.88 |
6.44 |
6.5% |
0.83 |
0.8% |
79% |
False |
False |
7,904 |
60 |
100.32 |
93.00 |
7.32 |
7.4% |
0.75 |
0.8% |
82% |
False |
False |
7,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.23 |
2.618 |
103.29 |
1.618 |
102.10 |
1.000 |
101.36 |
0.618 |
100.91 |
HIGH |
100.17 |
0.618 |
99.72 |
0.500 |
99.58 |
0.382 |
99.43 |
LOW |
98.98 |
0.618 |
98.24 |
1.000 |
97.79 |
1.618 |
97.05 |
2.618 |
95.86 |
4.250 |
93.92 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.58 |
99.65 |
PP |
99.38 |
99.43 |
S1 |
99.19 |
99.21 |
|