NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 29-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
Open |
100.00 |
99.28 |
-0.72 |
-0.7% |
98.04 |
High |
100.17 |
99.87 |
-0.30 |
-0.3% |
100.27 |
Low |
98.98 |
99.06 |
0.08 |
0.1% |
97.98 |
Close |
98.99 |
99.61 |
0.62 |
0.6% |
100.16 |
Range |
1.19 |
0.81 |
-0.38 |
-31.9% |
2.29 |
ATR |
0.88 |
0.88 |
0.00 |
0.0% |
0.00 |
Volume |
7,936 |
9,292 |
1,356 |
17.1% |
57,828 |
|
Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.94 |
101.59 |
100.06 |
|
R3 |
101.13 |
100.78 |
99.83 |
|
R2 |
100.32 |
100.32 |
99.76 |
|
R1 |
99.97 |
99.97 |
99.68 |
100.15 |
PP |
99.51 |
99.51 |
99.51 |
99.60 |
S1 |
99.16 |
99.16 |
99.54 |
99.34 |
S2 |
98.70 |
98.70 |
99.46 |
|
S3 |
97.89 |
98.35 |
99.39 |
|
S4 |
97.08 |
97.54 |
99.16 |
|
|
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 |
98.98 |
1.34 |
1.3% |
0.75 |
0.7% |
47% |
False |
False |
10,709 |
10 |
100.32 |
97.30 |
3.02 |
3.0% |
0.77 |
0.8% |
76% |
False |
False |
10,748 |
20 |
100.32 |
94.76 |
5.56 |
5.6% |
0.81 |
0.8% |
87% |
False |
False |
9,449 |
40 |
100.32 |
93.88 |
6.44 |
6.5% |
0.81 |
0.8% |
89% |
False |
False |
8,030 |
60 |
100.32 |
93.00 |
7.32 |
7.3% |
0.76 |
0.8% |
90% |
False |
False |
7,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.31 |
2.618 |
101.99 |
1.618 |
101.18 |
1.000 |
100.68 |
0.618 |
100.37 |
HIGH |
99.87 |
0.618 |
99.56 |
0.500 |
99.47 |
0.382 |
99.37 |
LOW |
99.06 |
0.618 |
98.56 |
1.000 |
98.25 |
1.618 |
97.75 |
2.618 |
96.94 |
4.250 |
95.62 |
|
|
Fisher Pivots for day following 29-May-2014 |
Pivot |
1 day |
3 day |
R1 |
99.56 |
99.65 |
PP |
99.51 |
99.64 |
S1 |
99.47 |
99.62 |
|