NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
97.75 |
98.04 |
0.29 |
0.3% |
99.31 |
| High |
98.60 |
99.07 |
0.47 |
0.5% |
100.45 |
| Low |
97.67 |
97.92 |
0.25 |
0.3% |
97.30 |
| Close |
97.70 |
99.02 |
1.32 |
1.4% |
98.16 |
| Range |
0.93 |
1.15 |
0.22 |
23.7% |
3.15 |
| ATR |
1.17 |
1.19 |
0.01 |
1.2% |
0.00 |
| Volume |
30,729 |
47,882 |
17,153 |
55.8% |
179,847 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.12 |
101.72 |
99.65 |
|
| R3 |
100.97 |
100.57 |
99.34 |
|
| R2 |
99.82 |
99.82 |
99.23 |
|
| R1 |
99.42 |
99.42 |
99.13 |
99.62 |
| PP |
98.67 |
98.67 |
98.67 |
98.77 |
| S1 |
98.27 |
98.27 |
98.91 |
98.47 |
| S2 |
97.52 |
97.52 |
98.81 |
|
| S3 |
96.37 |
97.12 |
98.70 |
|
| S4 |
95.22 |
95.97 |
98.39 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.09 |
106.27 |
99.89 |
|
| R3 |
104.94 |
103.12 |
99.03 |
|
| R2 |
101.79 |
101.79 |
98.74 |
|
| R1 |
99.97 |
99.97 |
98.45 |
99.31 |
| PP |
98.64 |
98.64 |
98.64 |
98.30 |
| S1 |
96.82 |
96.82 |
97.87 |
96.16 |
| S2 |
95.49 |
95.49 |
97.58 |
|
| S3 |
92.34 |
93.67 |
97.29 |
|
| S4 |
89.19 |
90.52 |
96.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.07 |
97.30 |
1.77 |
1.8% |
1.06 |
1.1% |
97% |
True |
False |
39,778 |
| 10 |
100.92 |
97.30 |
3.62 |
3.7% |
1.13 |
1.1% |
48% |
False |
False |
34,808 |
| 20 |
102.04 |
97.30 |
4.74 |
4.8% |
1.09 |
1.1% |
36% |
False |
False |
31,713 |
| 40 |
102.04 |
95.06 |
6.98 |
7.0% |
1.14 |
1.2% |
57% |
False |
False |
24,724 |
| 60 |
102.04 |
95.06 |
6.98 |
7.0% |
1.12 |
1.1% |
57% |
False |
False |
20,617 |
| 80 |
102.04 |
89.74 |
12.30 |
12.4% |
1.09 |
1.1% |
75% |
False |
False |
17,274 |
| 100 |
102.04 |
89.73 |
12.31 |
12.4% |
1.03 |
1.0% |
75% |
False |
False |
14,804 |
| 120 |
102.04 |
89.73 |
12.31 |
12.4% |
0.99 |
1.0% |
75% |
False |
False |
13,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.96 |
|
2.618 |
102.08 |
|
1.618 |
100.93 |
|
1.000 |
100.22 |
|
0.618 |
99.78 |
|
HIGH |
99.07 |
|
0.618 |
98.63 |
|
0.500 |
98.50 |
|
0.382 |
98.36 |
|
LOW |
97.92 |
|
0.618 |
97.21 |
|
1.000 |
96.77 |
|
1.618 |
96.06 |
|
2.618 |
94.91 |
|
4.250 |
93.03 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.85 |
98.74 |
| PP |
98.67 |
98.46 |
| S1 |
98.50 |
98.19 |
|