NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
96.83 |
97.32 |
0.49 |
0.5% |
98.62 |
| High |
97.62 |
97.68 |
0.06 |
0.1% |
99.46 |
| Low |
96.82 |
96.43 |
-0.39 |
-0.4% |
96.48 |
| Close |
97.27 |
96.91 |
-0.36 |
-0.4% |
97.27 |
| Range |
0.80 |
1.25 |
0.45 |
56.3% |
2.98 |
| ATR |
1.10 |
1.11 |
0.01 |
0.9% |
0.00 |
| Volume |
36,313 |
21,911 |
-14,402 |
-39.7% |
149,871 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
100.08 |
97.60 |
|
| R3 |
99.51 |
98.83 |
97.25 |
|
| R2 |
98.26 |
98.26 |
97.14 |
|
| R1 |
97.58 |
97.58 |
97.02 |
97.30 |
| PP |
97.01 |
97.01 |
97.01 |
96.86 |
| S1 |
96.33 |
96.33 |
96.80 |
96.05 |
| S2 |
95.76 |
95.76 |
96.68 |
|
| S3 |
94.51 |
95.08 |
96.57 |
|
| S4 |
93.26 |
93.83 |
96.22 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.68 |
104.95 |
98.91 |
|
| R3 |
103.70 |
101.97 |
98.09 |
|
| R2 |
100.72 |
100.72 |
97.82 |
|
| R1 |
98.99 |
98.99 |
97.54 |
98.37 |
| PP |
97.74 |
97.74 |
97.74 |
97.42 |
| S1 |
96.01 |
96.01 |
97.00 |
95.39 |
| S2 |
94.76 |
94.76 |
96.72 |
|
| S3 |
91.78 |
93.03 |
96.45 |
|
| S4 |
88.80 |
90.05 |
95.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.46 |
96.43 |
3.03 |
3.1% |
1.08 |
1.1% |
16% |
False |
True |
28,773 |
| 10 |
100.65 |
96.43 |
4.22 |
4.4% |
1.09 |
1.1% |
11% |
False |
True |
29,347 |
| 20 |
100.94 |
96.43 |
4.51 |
4.7% |
1.05 |
1.1% |
11% |
False |
True |
28,902 |
| 40 |
100.94 |
94.34 |
6.60 |
6.8% |
1.08 |
1.1% |
39% |
False |
False |
23,902 |
| 60 |
100.94 |
93.20 |
7.74 |
8.0% |
1.07 |
1.1% |
48% |
False |
False |
21,041 |
| 80 |
100.94 |
89.09 |
11.85 |
12.2% |
1.04 |
1.1% |
66% |
False |
False |
18,673 |
| 100 |
100.94 |
89.09 |
11.85 |
12.2% |
1.01 |
1.0% |
66% |
False |
False |
16,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.99 |
|
2.618 |
100.95 |
|
1.618 |
99.70 |
|
1.000 |
98.93 |
|
0.618 |
98.45 |
|
HIGH |
97.68 |
|
0.618 |
97.20 |
|
0.500 |
97.06 |
|
0.382 |
96.91 |
|
LOW |
96.43 |
|
0.618 |
95.66 |
|
1.000 |
95.18 |
|
1.618 |
94.41 |
|
2.618 |
93.16 |
|
4.250 |
91.12 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.06 |
97.06 |
| PP |
97.01 |
97.01 |
| S1 |
96.96 |
96.96 |
|