NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
97.75 |
97.52 |
-0.23 |
-0.2% |
97.32 |
| High |
98.48 |
98.37 |
-0.11 |
-0.1% |
98.48 |
| Low |
97.29 |
97.46 |
0.17 |
0.2% |
96.43 |
| Close |
97.49 |
98.18 |
0.69 |
0.7% |
97.49 |
| Range |
1.19 |
0.91 |
-0.28 |
-23.5% |
2.05 |
| ATR |
1.10 |
1.09 |
-0.01 |
-1.3% |
0.00 |
| Volume |
30,434 |
27,734 |
-2,700 |
-8.9% |
130,967 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.73 |
100.37 |
98.68 |
|
| R3 |
99.82 |
99.46 |
98.43 |
|
| R2 |
98.91 |
98.91 |
98.35 |
|
| R1 |
98.55 |
98.55 |
98.26 |
98.73 |
| PP |
98.00 |
98.00 |
98.00 |
98.10 |
| S1 |
97.64 |
97.64 |
98.10 |
97.82 |
| S2 |
97.09 |
97.09 |
98.01 |
|
| S3 |
96.18 |
96.73 |
97.93 |
|
| S4 |
95.27 |
95.82 |
97.68 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.62 |
102.60 |
98.62 |
|
| R3 |
101.57 |
100.55 |
98.05 |
|
| R2 |
99.52 |
99.52 |
97.87 |
|
| R1 |
98.50 |
98.50 |
97.68 |
99.01 |
| PP |
97.47 |
97.47 |
97.47 |
97.72 |
| S1 |
96.45 |
96.45 |
97.30 |
96.96 |
| S2 |
95.42 |
95.42 |
97.11 |
|
| S3 |
93.37 |
94.40 |
96.93 |
|
| S4 |
91.32 |
92.35 |
96.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.48 |
96.73 |
1.75 |
1.8% |
1.00 |
1.0% |
83% |
False |
False |
27,358 |
| 10 |
99.46 |
96.43 |
3.03 |
3.1% |
1.04 |
1.1% |
58% |
False |
False |
28,065 |
| 20 |
100.94 |
96.43 |
4.51 |
4.6% |
1.03 |
1.1% |
39% |
False |
False |
28,439 |
| 40 |
100.94 |
94.34 |
6.60 |
6.7% |
1.06 |
1.1% |
58% |
False |
False |
24,650 |
| 60 |
100.94 |
94.34 |
6.60 |
6.7% |
1.06 |
1.1% |
58% |
False |
False |
22,279 |
| 80 |
100.94 |
90.21 |
10.73 |
10.9% |
1.03 |
1.1% |
74% |
False |
False |
19,554 |
| 100 |
100.94 |
89.09 |
11.85 |
12.1% |
1.02 |
1.0% |
77% |
False |
False |
17,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.24 |
|
2.618 |
100.75 |
|
1.618 |
99.84 |
|
1.000 |
99.28 |
|
0.618 |
98.93 |
|
HIGH |
98.37 |
|
0.618 |
98.02 |
|
0.500 |
97.92 |
|
0.382 |
97.81 |
|
LOW |
97.46 |
|
0.618 |
96.90 |
|
1.000 |
96.55 |
|
1.618 |
95.99 |
|
2.618 |
95.08 |
|
4.250 |
93.59 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.09 |
98.08 |
| PP |
98.00 |
97.97 |
| S1 |
97.92 |
97.87 |
|