NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
101.81 |
101.78 |
-0.03 |
0.0% |
99.86 |
| High |
102.22 |
102.48 |
0.26 |
0.3% |
102.48 |
| Low |
101.70 |
101.77 |
0.07 |
0.1% |
99.81 |
| Close |
101.85 |
102.35 |
0.50 |
0.5% |
102.35 |
| Range |
0.52 |
0.71 |
0.19 |
36.5% |
2.67 |
| ATR |
1.04 |
1.02 |
-0.02 |
-2.3% |
0.00 |
| Volume |
51,423 |
42,868 |
-8,555 |
-16.6% |
198,992 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.33 |
104.05 |
102.74 |
|
| R3 |
103.62 |
103.34 |
102.55 |
|
| R2 |
102.91 |
102.91 |
102.48 |
|
| R1 |
102.63 |
102.63 |
102.42 |
102.77 |
| PP |
102.20 |
102.20 |
102.20 |
102.27 |
| S1 |
101.92 |
101.92 |
102.28 |
102.06 |
| S2 |
101.49 |
101.49 |
102.22 |
|
| S3 |
100.78 |
101.21 |
102.15 |
|
| S4 |
100.07 |
100.50 |
101.96 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.56 |
108.62 |
103.82 |
|
| R3 |
106.89 |
105.95 |
103.08 |
|
| R2 |
104.22 |
104.22 |
102.84 |
|
| R1 |
103.28 |
103.28 |
102.59 |
103.75 |
| PP |
101.55 |
101.55 |
101.55 |
101.78 |
| S1 |
100.61 |
100.61 |
102.11 |
101.08 |
| S2 |
98.88 |
98.88 |
101.86 |
|
| S3 |
96.21 |
97.94 |
101.62 |
|
| S4 |
93.54 |
95.27 |
100.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.48 |
99.81 |
2.67 |
2.6% |
0.92 |
0.9% |
95% |
True |
False |
39,798 |
| 10 |
102.48 |
97.46 |
5.02 |
4.9% |
0.90 |
0.9% |
97% |
True |
False |
37,632 |
| 20 |
102.48 |
96.43 |
6.05 |
5.9% |
0.98 |
1.0% |
98% |
True |
False |
32,858 |
| 40 |
102.48 |
95.51 |
6.97 |
6.8% |
1.01 |
1.0% |
98% |
True |
False |
29,375 |
| 60 |
102.48 |
94.34 |
8.14 |
8.0% |
1.06 |
1.0% |
98% |
True |
False |
26,021 |
| 80 |
102.48 |
91.15 |
11.33 |
11.1% |
1.03 |
1.0% |
99% |
True |
False |
22,673 |
| 100 |
102.48 |
89.09 |
13.39 |
13.1% |
1.04 |
1.0% |
99% |
True |
False |
20,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.50 |
|
2.618 |
104.34 |
|
1.618 |
103.63 |
|
1.000 |
103.19 |
|
0.618 |
102.92 |
|
HIGH |
102.48 |
|
0.618 |
102.21 |
|
0.500 |
102.13 |
|
0.382 |
102.04 |
|
LOW |
101.77 |
|
0.618 |
101.33 |
|
1.000 |
101.06 |
|
1.618 |
100.62 |
|
2.618 |
99.91 |
|
4.250 |
98.75 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.28 |
102.12 |
| PP |
102.20 |
101.90 |
| S1 |
102.13 |
101.67 |
|