NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
99.99 |
101.27 |
1.28 |
1.3% |
99.15 |
| High |
101.39 |
101.98 |
0.59 |
0.6% |
100.42 |
| Low |
99.72 |
101.17 |
1.45 |
1.5% |
98.18 |
| Close |
101.05 |
101.74 |
0.69 |
0.7% |
99.31 |
| Range |
1.67 |
0.81 |
-0.86 |
-51.5% |
2.24 |
| ATR |
1.26 |
1.24 |
-0.02 |
-1.9% |
0.00 |
| Volume |
124,945 |
128,173 |
3,228 |
2.6% |
509,746 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.06 |
103.71 |
102.19 |
|
| R3 |
103.25 |
102.90 |
101.96 |
|
| R2 |
102.44 |
102.44 |
101.89 |
|
| R1 |
102.09 |
102.09 |
101.81 |
102.27 |
| PP |
101.63 |
101.63 |
101.63 |
101.72 |
| S1 |
101.28 |
101.28 |
101.67 |
101.46 |
| S2 |
100.82 |
100.82 |
101.59 |
|
| S3 |
100.01 |
100.47 |
101.52 |
|
| S4 |
99.20 |
99.66 |
101.29 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.02 |
104.91 |
100.54 |
|
| R3 |
103.78 |
102.67 |
99.93 |
|
| R2 |
101.54 |
101.54 |
99.72 |
|
| R1 |
100.43 |
100.43 |
99.52 |
100.99 |
| PP |
99.30 |
99.30 |
99.30 |
99.58 |
| S1 |
98.19 |
98.19 |
99.10 |
98.75 |
| S2 |
97.06 |
97.06 |
98.90 |
|
| S3 |
94.82 |
95.95 |
98.69 |
|
| S4 |
92.58 |
93.71 |
98.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.98 |
99.04 |
2.94 |
2.9% |
1.17 |
1.2% |
92% |
True |
False |
119,321 |
| 10 |
101.98 |
98.10 |
3.88 |
3.8% |
1.14 |
1.1% |
94% |
True |
False |
102,253 |
| 20 |
103.11 |
98.10 |
5.01 |
4.9% |
1.20 |
1.2% |
73% |
False |
False |
80,616 |
| 40 |
103.11 |
96.37 |
6.74 |
6.6% |
1.21 |
1.2% |
80% |
False |
False |
60,586 |
| 60 |
103.11 |
95.73 |
7.38 |
7.3% |
1.25 |
1.2% |
81% |
False |
False |
49,655 |
| 80 |
103.11 |
92.12 |
10.99 |
10.8% |
1.22 |
1.2% |
88% |
False |
False |
40,960 |
| 100 |
103.11 |
90.40 |
12.71 |
12.5% |
1.17 |
1.2% |
89% |
False |
False |
34,978 |
| 120 |
103.11 |
90.40 |
12.71 |
12.5% |
1.12 |
1.1% |
89% |
False |
False |
30,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.42 |
|
2.618 |
104.10 |
|
1.618 |
103.29 |
|
1.000 |
102.79 |
|
0.618 |
102.48 |
|
HIGH |
101.98 |
|
0.618 |
101.67 |
|
0.500 |
101.58 |
|
0.382 |
101.48 |
|
LOW |
101.17 |
|
0.618 |
100.67 |
|
1.000 |
100.36 |
|
1.618 |
99.86 |
|
2.618 |
99.05 |
|
4.250 |
97.73 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.69 |
101.37 |
| PP |
101.63 |
100.99 |
| S1 |
101.58 |
100.62 |
|