NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
96.98 |
98.10 |
1.12 |
1.2% |
98.62 |
| High |
98.08 |
98.16 |
0.08 |
0.1% |
99.46 |
| Low |
96.98 |
97.26 |
0.28 |
0.3% |
96.48 |
| Close |
98.03 |
97.71 |
-0.32 |
-0.3% |
97.27 |
| Range |
1.10 |
0.90 |
-0.20 |
-18.2% |
2.98 |
| ATR |
1.11 |
1.10 |
-0.02 |
-1.4% |
0.00 |
| Volume |
24,491 |
36,696 |
12,205 |
49.8% |
149,871 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.41 |
99.96 |
98.21 |
|
| R3 |
99.51 |
99.06 |
97.96 |
|
| R2 |
98.61 |
98.61 |
97.88 |
|
| R1 |
98.16 |
98.16 |
97.79 |
97.94 |
| PP |
97.71 |
97.71 |
97.71 |
97.60 |
| S1 |
97.26 |
97.26 |
97.63 |
97.04 |
| S2 |
96.81 |
96.81 |
97.55 |
|
| S3 |
95.91 |
96.36 |
97.46 |
|
| S4 |
95.01 |
95.46 |
97.22 |
|
|
| 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 |
98.16 |
96.43 |
1.73 |
1.8% |
0.99 |
1.0% |
74% |
True |
False |
27,369 |
| 10 |
99.78 |
96.43 |
3.35 |
3.4% |
1.09 |
1.1% |
38% |
False |
False |
28,324 |
| 20 |
100.94 |
96.43 |
4.51 |
4.6% |
1.00 |
1.0% |
28% |
False |
False |
28,637 |
| 40 |
100.94 |
94.34 |
6.60 |
6.8% |
1.05 |
1.1% |
51% |
False |
False |
24,625 |
| 60 |
100.94 |
94.34 |
6.60 |
6.8% |
1.06 |
1.1% |
51% |
False |
False |
21,792 |
| 80 |
100.94 |
89.32 |
11.62 |
11.9% |
1.04 |
1.1% |
72% |
False |
False |
19,151 |
| 100 |
100.94 |
89.09 |
11.85 |
12.1% |
1.02 |
1.0% |
73% |
False |
False |
17,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.99 |
|
2.618 |
100.52 |
|
1.618 |
99.62 |
|
1.000 |
99.06 |
|
0.618 |
98.72 |
|
HIGH |
98.16 |
|
0.618 |
97.82 |
|
0.500 |
97.71 |
|
0.382 |
97.60 |
|
LOW |
97.26 |
|
0.618 |
96.70 |
|
1.000 |
96.36 |
|
1.618 |
95.80 |
|
2.618 |
94.90 |
|
4.250 |
93.44 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.71 |
97.62 |
| PP |
97.71 |
97.53 |
| S1 |
97.71 |
97.45 |
|