NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.68 |
98.45 |
-0.23 |
-0.2% |
98.30 |
| High |
99.47 |
99.34 |
-0.13 |
-0.1% |
99.47 |
| Low |
98.15 |
98.41 |
0.26 |
0.3% |
97.30 |
| Close |
98.43 |
99.09 |
0.66 |
0.7% |
98.43 |
| Range |
1.32 |
0.93 |
-0.39 |
-29.5% |
2.17 |
| ATR |
1.18 |
1.16 |
-0.02 |
-1.5% |
0.00 |
| Volume |
51,431 |
38,952 |
-12,479 |
-24.3% |
212,156 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.74 |
101.34 |
99.60 |
|
| R3 |
100.81 |
100.41 |
99.35 |
|
| R2 |
99.88 |
99.88 |
99.26 |
|
| R1 |
99.48 |
99.48 |
99.18 |
99.68 |
| PP |
98.95 |
98.95 |
98.95 |
99.05 |
| S1 |
98.55 |
98.55 |
99.00 |
98.75 |
| S2 |
98.02 |
98.02 |
98.92 |
|
| S3 |
97.09 |
97.62 |
98.83 |
|
| S4 |
96.16 |
96.69 |
98.58 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.91 |
103.84 |
99.62 |
|
| R3 |
102.74 |
101.67 |
99.03 |
|
| R2 |
100.57 |
100.57 |
98.83 |
|
| R1 |
99.50 |
99.50 |
98.63 |
100.04 |
| PP |
98.40 |
98.40 |
98.40 |
98.67 |
| S1 |
97.33 |
97.33 |
98.23 |
97.87 |
| S2 |
96.23 |
96.23 |
98.03 |
|
| S3 |
94.06 |
95.16 |
97.83 |
|
| S4 |
91.89 |
92.99 |
97.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.47 |
97.67 |
1.80 |
1.8% |
1.06 |
1.1% |
79% |
False |
False |
43,823 |
| 10 |
100.45 |
97.30 |
3.15 |
3.2% |
1.10 |
1.1% |
57% |
False |
False |
40,635 |
| 20 |
102.04 |
97.30 |
4.74 |
4.8% |
1.11 |
1.1% |
38% |
False |
False |
33,723 |
| 40 |
102.04 |
95.06 |
6.98 |
7.0% |
1.14 |
1.2% |
58% |
False |
False |
25,950 |
| 60 |
102.04 |
95.06 |
6.98 |
7.0% |
1.14 |
1.1% |
58% |
False |
False |
22,529 |
| 80 |
102.04 |
91.06 |
10.98 |
11.1% |
1.09 |
1.1% |
73% |
False |
False |
18,681 |
| 100 |
102.04 |
89.73 |
12.31 |
12.4% |
1.04 |
1.0% |
76% |
False |
False |
16,042 |
| 120 |
102.04 |
89.73 |
12.31 |
12.4% |
1.00 |
1.0% |
76% |
False |
False |
14,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.29 |
|
2.618 |
101.77 |
|
1.618 |
100.84 |
|
1.000 |
100.27 |
|
0.618 |
99.91 |
|
HIGH |
99.34 |
|
0.618 |
98.98 |
|
0.500 |
98.88 |
|
0.382 |
98.77 |
|
LOW |
98.41 |
|
0.618 |
97.84 |
|
1.000 |
97.48 |
|
1.618 |
96.91 |
|
2.618 |
95.98 |
|
4.250 |
94.46 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.02 |
99.00 |
| PP |
98.95 |
98.90 |
| S1 |
98.88 |
98.81 |
|