NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
96.78 |
96.98 |
0.20 |
0.2% |
98.62 |
| High |
97.61 |
98.08 |
0.47 |
0.5% |
99.46 |
| Low |
96.73 |
96.98 |
0.25 |
0.3% |
96.48 |
| Close |
96.76 |
98.03 |
1.27 |
1.3% |
97.27 |
| Range |
0.88 |
1.10 |
0.22 |
25.0% |
2.98 |
| ATR |
1.10 |
1.11 |
0.02 |
1.4% |
0.00 |
| Volume |
17,435 |
24,491 |
7,056 |
40.5% |
149,871 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.00 |
100.61 |
98.64 |
|
| R3 |
99.90 |
99.51 |
98.33 |
|
| R2 |
98.80 |
98.80 |
98.23 |
|
| R1 |
98.41 |
98.41 |
98.13 |
98.61 |
| PP |
97.70 |
97.70 |
97.70 |
97.79 |
| S1 |
97.31 |
97.31 |
97.93 |
97.51 |
| S2 |
96.60 |
96.60 |
97.83 |
|
| S3 |
95.50 |
96.21 |
97.73 |
|
| S4 |
94.40 |
95.11 |
97.43 |
|
|
| 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 |
98.08 |
96.43 |
1.65 |
1.7% |
0.99 |
1.0% |
97% |
True |
False |
26,708 |
| 10 |
100.00 |
96.43 |
3.57 |
3.6% |
1.06 |
1.1% |
45% |
False |
False |
28,186 |
| 20 |
100.94 |
96.43 |
4.51 |
4.6% |
1.01 |
1.0% |
35% |
False |
False |
28,688 |
| 40 |
100.94 |
94.34 |
6.60 |
6.7% |
1.06 |
1.1% |
56% |
False |
False |
24,230 |
| 60 |
100.94 |
94.34 |
6.60 |
6.7% |
1.05 |
1.1% |
56% |
False |
False |
21,354 |
| 80 |
100.94 |
89.09 |
11.85 |
12.1% |
1.04 |
1.1% |
75% |
False |
False |
18,874 |
| 100 |
100.94 |
89.09 |
11.85 |
12.1% |
1.01 |
1.0% |
75% |
False |
False |
16,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.76 |
|
2.618 |
100.96 |
|
1.618 |
99.86 |
|
1.000 |
99.18 |
|
0.618 |
98.76 |
|
HIGH |
98.08 |
|
0.618 |
97.66 |
|
0.500 |
97.53 |
|
0.382 |
97.40 |
|
LOW |
96.98 |
|
0.618 |
96.30 |
|
1.000 |
95.88 |
|
1.618 |
95.20 |
|
2.618 |
94.10 |
|
4.250 |
92.31 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.86 |
97.77 |
| PP |
97.70 |
97.51 |
| S1 |
97.53 |
97.26 |
|