NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
100.83 |
101.16 |
0.33 |
0.3% |
98.45 |
| High |
101.58 |
102.13 |
0.55 |
0.5% |
101.05 |
| Low |
100.75 |
100.83 |
0.08 |
0.1% |
98.41 |
| Close |
101.19 |
101.50 |
0.31 |
0.3% |
100.76 |
| Range |
0.83 |
1.30 |
0.47 |
56.6% |
2.64 |
| ATR |
1.09 |
1.11 |
0.01 |
1.4% |
0.00 |
| Volume |
40,250 |
48,563 |
8,313 |
20.7% |
220,666 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.39 |
104.74 |
102.22 |
|
| R3 |
104.09 |
103.44 |
101.86 |
|
| R2 |
102.79 |
102.79 |
101.74 |
|
| R1 |
102.14 |
102.14 |
101.62 |
102.47 |
| PP |
101.49 |
101.49 |
101.49 |
101.65 |
| S1 |
100.84 |
100.84 |
101.38 |
101.17 |
| S2 |
100.19 |
100.19 |
101.26 |
|
| S3 |
98.89 |
99.54 |
101.14 |
|
| S4 |
97.59 |
98.24 |
100.79 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.99 |
107.02 |
102.21 |
|
| R3 |
105.35 |
104.38 |
101.49 |
|
| R2 |
102.71 |
102.71 |
101.24 |
|
| R1 |
101.74 |
101.74 |
101.00 |
102.23 |
| PP |
100.07 |
100.07 |
100.07 |
100.32 |
| S1 |
99.10 |
99.10 |
100.52 |
99.59 |
| S2 |
97.43 |
97.43 |
100.28 |
|
| S3 |
94.79 |
96.46 |
100.03 |
|
| S4 |
92.15 |
93.82 |
99.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.13 |
100.04 |
2.09 |
2.1% |
0.88 |
0.9% |
70% |
True |
False |
47,848 |
| 10 |
102.13 |
97.92 |
4.21 |
4.1% |
1.04 |
1.0% |
85% |
True |
False |
45,891 |
| 20 |
102.13 |
97.30 |
4.83 |
4.8% |
1.06 |
1.0% |
87% |
True |
False |
40,083 |
| 40 |
102.13 |
96.40 |
5.73 |
5.6% |
1.11 |
1.1% |
89% |
True |
False |
30,142 |
| 60 |
102.13 |
95.06 |
7.07 |
7.0% |
1.14 |
1.1% |
91% |
True |
False |
26,062 |
| 80 |
102.13 |
92.02 |
10.11 |
10.0% |
1.10 |
1.1% |
94% |
True |
False |
21,489 |
| 100 |
102.13 |
89.73 |
12.40 |
12.2% |
1.06 |
1.0% |
95% |
True |
False |
18,474 |
| 120 |
102.13 |
89.73 |
12.40 |
12.2% |
1.00 |
1.0% |
95% |
True |
False |
16,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.66 |
|
2.618 |
105.53 |
|
1.618 |
104.23 |
|
1.000 |
103.43 |
|
0.618 |
102.93 |
|
HIGH |
102.13 |
|
0.618 |
101.63 |
|
0.500 |
101.48 |
|
0.382 |
101.33 |
|
LOW |
100.83 |
|
0.618 |
100.03 |
|
1.000 |
99.53 |
|
1.618 |
98.73 |
|
2.618 |
97.43 |
|
4.250 |
95.31 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.49 |
101.39 |
| PP |
101.49 |
101.29 |
| S1 |
101.48 |
101.18 |
|