NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
100.82 |
100.27 |
-0.55 |
-0.5% |
99.96 |
| High |
100.93 |
101.18 |
0.25 |
0.2% |
101.18 |
| Low |
99.87 |
99.71 |
-0.16 |
-0.2% |
98.91 |
| Close |
100.26 |
99.99 |
-0.27 |
-0.3% |
99.99 |
| Range |
1.06 |
1.47 |
0.41 |
38.7% |
2.27 |
| ATR |
1.33 |
1.34 |
0.01 |
0.8% |
0.00 |
| Volume |
252,605 |
271,341 |
18,736 |
7.4% |
1,256,427 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.70 |
103.82 |
100.80 |
|
| R3 |
103.23 |
102.35 |
100.39 |
|
| R2 |
101.76 |
101.76 |
100.26 |
|
| R1 |
100.88 |
100.88 |
100.12 |
100.59 |
| PP |
100.29 |
100.29 |
100.29 |
100.15 |
| S1 |
99.41 |
99.41 |
99.86 |
99.12 |
| S2 |
98.82 |
98.82 |
99.72 |
|
| S3 |
97.35 |
97.94 |
99.59 |
|
| S4 |
95.88 |
96.47 |
99.18 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.84 |
105.68 |
101.24 |
|
| R3 |
104.57 |
103.41 |
100.61 |
|
| R2 |
102.30 |
102.30 |
100.41 |
|
| R1 |
101.14 |
101.14 |
100.20 |
101.72 |
| PP |
100.03 |
100.03 |
100.03 |
100.32 |
| S1 |
98.87 |
98.87 |
99.78 |
99.45 |
| S2 |
97.76 |
97.76 |
99.57 |
|
| S3 |
95.49 |
96.60 |
99.37 |
|
| S4 |
93.22 |
94.33 |
98.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.18 |
98.91 |
2.27 |
2.3% |
1.27 |
1.3% |
48% |
True |
False |
251,285 |
| 10 |
102.20 |
98.74 |
3.46 |
3.5% |
1.26 |
1.3% |
36% |
False |
False |
243,877 |
| 20 |
104.10 |
98.74 |
5.36 |
5.4% |
1.27 |
1.3% |
23% |
False |
False |
223,026 |
| 40 |
104.10 |
96.42 |
7.68 |
7.7% |
1.32 |
1.3% |
46% |
False |
False |
156,215 |
| 60 |
104.10 |
96.42 |
7.68 |
7.7% |
1.36 |
1.4% |
46% |
False |
False |
125,274 |
| 80 |
104.10 |
91.60 |
12.50 |
12.5% |
1.33 |
1.3% |
67% |
False |
False |
105,915 |
| 100 |
104.10 |
90.97 |
13.13 |
13.1% |
1.29 |
1.3% |
69% |
False |
False |
91,579 |
| 120 |
104.10 |
90.97 |
13.13 |
13.1% |
1.27 |
1.3% |
69% |
False |
False |
82,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.43 |
|
2.618 |
105.03 |
|
1.618 |
103.56 |
|
1.000 |
102.65 |
|
0.618 |
102.09 |
|
HIGH |
101.18 |
|
0.618 |
100.62 |
|
0.500 |
100.45 |
|
0.382 |
100.27 |
|
LOW |
99.71 |
|
0.618 |
98.80 |
|
1.000 |
98.24 |
|
1.618 |
97.33 |
|
2.618 |
95.86 |
|
4.250 |
93.46 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.45 |
100.45 |
| PP |
100.29 |
100.29 |
| S1 |
100.14 |
100.14 |
|