NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
102.04 |
102.86 |
0.82 |
0.8% |
98.45 |
| High |
103.38 |
103.29 |
-0.09 |
-0.1% |
101.05 |
| Low |
101.90 |
102.70 |
0.80 |
0.8% |
98.41 |
| Close |
103.16 |
102.87 |
-0.29 |
-0.3% |
100.76 |
| Range |
1.48 |
0.59 |
-0.89 |
-60.1% |
2.64 |
| ATR |
1.16 |
1.12 |
-0.04 |
-3.5% |
0.00 |
| Volume |
79,158 |
78,348 |
-810 |
-1.0% |
220,666 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.72 |
104.39 |
103.19 |
|
| R3 |
104.13 |
103.80 |
103.03 |
|
| R2 |
103.54 |
103.54 |
102.98 |
|
| R1 |
103.21 |
103.21 |
102.92 |
103.38 |
| PP |
102.95 |
102.95 |
102.95 |
103.04 |
| S1 |
102.62 |
102.62 |
102.82 |
102.79 |
| S2 |
102.36 |
102.36 |
102.76 |
|
| S3 |
101.77 |
102.03 |
102.71 |
|
| S4 |
101.18 |
101.44 |
102.55 |
|
|
| 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 |
103.38 |
100.23 |
3.15 |
3.1% |
0.97 |
0.9% |
84% |
False |
False |
63,069 |
| 10 |
103.38 |
98.15 |
5.23 |
5.1% |
1.03 |
1.0% |
90% |
False |
False |
51,841 |
| 20 |
103.38 |
97.30 |
6.08 |
5.9% |
1.09 |
1.1% |
92% |
False |
False |
44,180 |
| 40 |
103.38 |
96.40 |
6.98 |
6.8% |
1.11 |
1.1% |
93% |
False |
False |
33,603 |
| 60 |
103.38 |
95.06 |
8.32 |
8.1% |
1.15 |
1.1% |
94% |
False |
False |
28,344 |
| 80 |
103.38 |
92.02 |
11.36 |
11.0% |
1.10 |
1.1% |
96% |
False |
False |
23,326 |
| 100 |
103.38 |
89.73 |
13.65 |
13.3% |
1.07 |
1.0% |
96% |
False |
False |
20,010 |
| 120 |
103.38 |
89.73 |
13.65 |
13.3% |
1.00 |
1.0% |
96% |
False |
False |
17,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.80 |
|
2.618 |
104.83 |
|
1.618 |
104.24 |
|
1.000 |
103.88 |
|
0.618 |
103.65 |
|
HIGH |
103.29 |
|
0.618 |
103.06 |
|
0.500 |
103.00 |
|
0.382 |
102.93 |
|
LOW |
102.70 |
|
0.618 |
102.34 |
|
1.000 |
102.11 |
|
1.618 |
101.75 |
|
2.618 |
101.16 |
|
4.250 |
100.19 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.00 |
102.62 |
| PP |
102.95 |
102.36 |
| S1 |
102.91 |
102.11 |
|