NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
100.76 |
99.72 |
-1.04 |
-1.0% |
103.70 |
| High |
100.76 |
99.89 |
-0.87 |
-0.9% |
103.83 |
| Low |
99.35 |
98.74 |
-0.61 |
-0.6% |
100.48 |
| Close |
99.74 |
99.42 |
-0.32 |
-0.3% |
100.60 |
| Range |
1.41 |
1.15 |
-0.26 |
-18.4% |
3.35 |
| ATR |
1.39 |
1.37 |
-0.02 |
-1.2% |
0.00 |
| Volume |
282,979 |
235,455 |
-47,524 |
-16.8% |
1,184,711 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.80 |
102.26 |
100.05 |
|
| R3 |
101.65 |
101.11 |
99.74 |
|
| R2 |
100.50 |
100.50 |
99.63 |
|
| R1 |
99.96 |
99.96 |
99.53 |
99.66 |
| PP |
99.35 |
99.35 |
99.35 |
99.20 |
| S1 |
98.81 |
98.81 |
99.31 |
98.51 |
| S2 |
98.20 |
98.20 |
99.21 |
|
| S3 |
97.05 |
97.66 |
99.10 |
|
| S4 |
95.90 |
96.51 |
98.79 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.69 |
109.49 |
102.44 |
|
| R3 |
108.34 |
106.14 |
101.52 |
|
| R2 |
104.99 |
104.99 |
101.21 |
|
| R1 |
102.79 |
102.79 |
100.91 |
102.22 |
| PP |
101.64 |
101.64 |
101.64 |
101.35 |
| S1 |
99.44 |
99.44 |
100.29 |
98.87 |
| S2 |
98.29 |
98.29 |
99.99 |
|
| S3 |
94.94 |
96.09 |
99.68 |
|
| S4 |
91.59 |
92.74 |
98.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.20 |
98.74 |
3.46 |
3.5% |
1.36 |
1.4% |
20% |
False |
True |
238,063 |
| 10 |
103.92 |
98.74 |
5.18 |
5.2% |
1.28 |
1.3% |
13% |
False |
True |
233,495 |
| 20 |
104.10 |
98.39 |
5.71 |
5.7% |
1.32 |
1.3% |
18% |
False |
False |
183,596 |
| 40 |
104.10 |
96.42 |
7.68 |
7.7% |
1.36 |
1.4% |
39% |
False |
False |
132,661 |
| 60 |
104.10 |
94.55 |
9.55 |
9.6% |
1.36 |
1.4% |
51% |
False |
False |
105,820 |
| 80 |
104.10 |
90.97 |
13.13 |
13.2% |
1.33 |
1.3% |
64% |
False |
False |
91,252 |
| 100 |
104.10 |
90.97 |
13.13 |
13.2% |
1.28 |
1.3% |
64% |
False |
False |
79,106 |
| 120 |
104.10 |
90.97 |
13.13 |
13.2% |
1.27 |
1.3% |
64% |
False |
False |
72,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.78 |
|
2.618 |
102.90 |
|
1.618 |
101.75 |
|
1.000 |
101.04 |
|
0.618 |
100.60 |
|
HIGH |
99.89 |
|
0.618 |
99.45 |
|
0.500 |
99.32 |
|
0.382 |
99.18 |
|
LOW |
98.74 |
|
0.618 |
98.03 |
|
1.000 |
97.59 |
|
1.618 |
96.88 |
|
2.618 |
95.73 |
|
4.250 |
93.85 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.39 |
100.47 |
| PP |
99.35 |
100.12 |
| S1 |
99.32 |
99.77 |
|