NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.15 |
99.39 |
1.24 |
1.3% |
97.32 |
| High |
99.46 |
100.09 |
0.63 |
0.6% |
98.48 |
| Low |
98.00 |
99.39 |
1.39 |
1.4% |
96.43 |
| Close |
99.23 |
99.89 |
0.66 |
0.7% |
97.49 |
| Range |
1.46 |
0.70 |
-0.76 |
-52.1% |
2.05 |
| ATR |
1.12 |
1.10 |
-0.02 |
-1.6% |
0.00 |
| Volume |
27,831 |
31,161 |
3,330 |
12.0% |
130,967 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.89 |
101.59 |
100.28 |
|
| R3 |
101.19 |
100.89 |
100.08 |
|
| R2 |
100.49 |
100.49 |
100.02 |
|
| R1 |
100.19 |
100.19 |
99.95 |
100.34 |
| PP |
99.79 |
99.79 |
99.79 |
99.87 |
| S1 |
99.49 |
99.49 |
99.83 |
99.64 |
| S2 |
99.09 |
99.09 |
99.76 |
|
| S3 |
98.39 |
98.79 |
99.70 |
|
| S4 |
97.69 |
98.09 |
99.51 |
|
|
| 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 |
100.09 |
97.26 |
2.83 |
2.8% |
1.03 |
1.0% |
93% |
True |
False |
30,771 |
| 10 |
100.09 |
96.43 |
3.66 |
3.7% |
1.01 |
1.0% |
95% |
True |
False |
28,739 |
| 20 |
100.94 |
96.43 |
4.51 |
4.5% |
1.05 |
1.1% |
77% |
False |
False |
28,229 |
| 40 |
100.94 |
94.60 |
6.34 |
6.3% |
1.05 |
1.1% |
83% |
False |
False |
25,401 |
| 60 |
100.94 |
94.34 |
6.60 |
6.6% |
1.06 |
1.1% |
84% |
False |
False |
22,928 |
| 80 |
100.94 |
90.40 |
10.54 |
10.6% |
1.05 |
1.0% |
90% |
False |
False |
20,061 |
| 100 |
100.94 |
89.09 |
11.85 |
11.9% |
1.02 |
1.0% |
91% |
False |
False |
17,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.07 |
|
2.618 |
101.92 |
|
1.618 |
101.22 |
|
1.000 |
100.79 |
|
0.618 |
100.52 |
|
HIGH |
100.09 |
|
0.618 |
99.82 |
|
0.500 |
99.74 |
|
0.382 |
99.66 |
|
LOW |
99.39 |
|
0.618 |
98.96 |
|
1.000 |
98.69 |
|
1.618 |
98.26 |
|
2.618 |
97.56 |
|
4.250 |
96.42 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.84 |
99.52 |
| PP |
99.79 |
99.15 |
| S1 |
99.74 |
98.78 |
|