NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.04 |
99.08 |
1.04 |
1.1% |
99.31 |
| High |
99.07 |
99.16 |
0.09 |
0.1% |
100.45 |
| Low |
97.92 |
98.21 |
0.29 |
0.3% |
97.30 |
| Close |
99.02 |
98.65 |
-0.37 |
-0.4% |
98.16 |
| Range |
1.15 |
0.95 |
-0.20 |
-17.4% |
3.15 |
| ATR |
1.19 |
1.17 |
-0.02 |
-1.4% |
0.00 |
| Volume |
47,882 |
50,123 |
2,241 |
4.7% |
179,847 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.52 |
101.04 |
99.17 |
|
| R3 |
100.57 |
100.09 |
98.91 |
|
| R2 |
99.62 |
99.62 |
98.82 |
|
| R1 |
99.14 |
99.14 |
98.74 |
98.91 |
| PP |
98.67 |
98.67 |
98.67 |
98.56 |
| S1 |
98.19 |
98.19 |
98.56 |
97.96 |
| S2 |
97.72 |
97.72 |
98.48 |
|
| S3 |
96.77 |
97.24 |
98.39 |
|
| S4 |
95.82 |
96.29 |
98.13 |
|
|
| 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 |
99.16 |
97.30 |
1.86 |
1.9% |
1.05 |
1.1% |
73% |
True |
False |
41,274 |
| 10 |
100.64 |
97.30 |
3.34 |
3.4% |
1.15 |
1.2% |
40% |
False |
False |
36,520 |
| 20 |
102.04 |
97.30 |
4.74 |
4.8% |
1.08 |
1.1% |
28% |
False |
False |
32,350 |
| 40 |
102.04 |
95.06 |
6.98 |
7.1% |
1.13 |
1.1% |
51% |
False |
False |
25,289 |
| 60 |
102.04 |
95.06 |
6.98 |
7.1% |
1.13 |
1.1% |
51% |
False |
False |
21,333 |
| 80 |
102.04 |
90.20 |
11.84 |
12.0% |
1.08 |
1.1% |
71% |
False |
False |
17,783 |
| 100 |
102.04 |
89.73 |
12.31 |
12.5% |
1.03 |
1.0% |
72% |
False |
False |
15,229 |
| 120 |
102.04 |
89.73 |
12.31 |
12.5% |
1.00 |
1.0% |
72% |
False |
False |
13,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.20 |
|
2.618 |
101.65 |
|
1.618 |
100.70 |
|
1.000 |
100.11 |
|
0.618 |
99.75 |
|
HIGH |
99.16 |
|
0.618 |
98.80 |
|
0.500 |
98.69 |
|
0.382 |
98.57 |
|
LOW |
98.21 |
|
0.618 |
97.62 |
|
1.000 |
97.26 |
|
1.618 |
96.67 |
|
2.618 |
95.72 |
|
4.250 |
94.17 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.69 |
98.57 |
| PP |
98.67 |
98.49 |
| S1 |
98.66 |
98.42 |
|