NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
101.78 |
102.28 |
0.50 |
0.5% |
99.86 |
| High |
102.48 |
102.50 |
0.02 |
0.0% |
102.48 |
| Low |
101.77 |
101.68 |
-0.09 |
-0.1% |
99.81 |
| Close |
102.35 |
102.10 |
-0.25 |
-0.2% |
102.35 |
| Range |
0.71 |
0.82 |
0.11 |
15.5% |
2.67 |
| ATR |
1.02 |
1.01 |
-0.01 |
-1.4% |
0.00 |
| Volume |
42,868 |
35,867 |
-7,001 |
-16.3% |
198,992 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.55 |
104.15 |
102.55 |
|
| R3 |
103.73 |
103.33 |
102.33 |
|
| R2 |
102.91 |
102.91 |
102.25 |
|
| R1 |
102.51 |
102.51 |
102.18 |
102.30 |
| PP |
102.09 |
102.09 |
102.09 |
101.99 |
| S1 |
101.69 |
101.69 |
102.02 |
101.48 |
| S2 |
101.27 |
101.27 |
101.95 |
|
| S3 |
100.45 |
100.87 |
101.87 |
|
| S4 |
99.63 |
100.05 |
101.65 |
|
|
| 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 |
102.50 |
99.85 |
2.65 |
2.6% |
0.93 |
0.9% |
85% |
True |
False |
41,139 |
| 10 |
102.50 |
98.00 |
4.50 |
4.4% |
0.89 |
0.9% |
91% |
True |
False |
38,445 |
| 20 |
102.50 |
96.43 |
6.07 |
5.9% |
0.97 |
0.9% |
93% |
True |
False |
33,255 |
| 40 |
102.50 |
95.51 |
6.99 |
6.8% |
1.01 |
1.0% |
94% |
True |
False |
29,670 |
| 60 |
102.50 |
94.34 |
8.16 |
8.0% |
1.06 |
1.0% |
95% |
True |
False |
26,429 |
| 80 |
102.50 |
91.15 |
11.35 |
11.1% |
1.04 |
1.0% |
96% |
True |
False |
22,965 |
| 100 |
102.50 |
89.09 |
13.41 |
13.1% |
1.04 |
1.0% |
97% |
True |
False |
20,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.99 |
|
2.618 |
104.65 |
|
1.618 |
103.83 |
|
1.000 |
103.32 |
|
0.618 |
103.01 |
|
HIGH |
102.50 |
|
0.618 |
102.19 |
|
0.500 |
102.09 |
|
0.382 |
101.99 |
|
LOW |
101.68 |
|
0.618 |
101.17 |
|
1.000 |
100.86 |
|
1.618 |
100.35 |
|
2.618 |
99.53 |
|
4.250 |
98.20 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.10 |
102.10 |
| PP |
102.09 |
102.09 |
| S1 |
102.09 |
102.09 |
|