NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
96.02 |
96.48 |
0.46 |
0.5% |
97.66 |
| High |
96.71 |
96.77 |
0.06 |
0.1% |
98.50 |
| Low |
96.02 |
95.59 |
-0.43 |
-0.4% |
95.62 |
| Close |
96.41 |
96.04 |
-0.37 |
-0.4% |
96.41 |
| Range |
0.69 |
1.18 |
0.49 |
71.0% |
2.88 |
| ATR |
1.00 |
1.02 |
0.01 |
1.3% |
0.00 |
| Volume |
16,518 |
10,988 |
-5,530 |
-33.5% |
65,813 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.67 |
99.04 |
96.69 |
|
| R3 |
98.49 |
97.86 |
96.36 |
|
| R2 |
97.31 |
97.31 |
96.26 |
|
| R1 |
96.68 |
96.68 |
96.15 |
96.41 |
| PP |
96.13 |
96.13 |
96.13 |
96.00 |
| S1 |
95.50 |
95.50 |
95.93 |
95.23 |
| S2 |
94.95 |
94.95 |
95.82 |
|
| S3 |
93.77 |
94.32 |
95.72 |
|
| S4 |
92.59 |
93.14 |
95.39 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.48 |
103.83 |
97.99 |
|
| R3 |
102.60 |
100.95 |
97.20 |
|
| R2 |
99.72 |
99.72 |
96.94 |
|
| R1 |
98.07 |
98.07 |
96.67 |
97.46 |
| PP |
96.84 |
96.84 |
96.84 |
96.54 |
| S1 |
95.19 |
95.19 |
96.15 |
94.58 |
| S2 |
93.96 |
93.96 |
95.88 |
|
| S3 |
91.08 |
92.31 |
95.62 |
|
| S4 |
88.20 |
89.43 |
94.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.50 |
95.59 |
2.91 |
3.0% |
0.99 |
1.0% |
15% |
False |
True |
12,895 |
| 10 |
99.35 |
95.59 |
3.76 |
3.9% |
0.99 |
1.0% |
12% |
False |
True |
12,762 |
| 20 |
99.80 |
95.59 |
4.21 |
4.4% |
0.93 |
1.0% |
11% |
False |
True |
11,020 |
| 40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.92 |
1.0% |
38% |
False |
False |
8,834 |
| 60 |
99.80 |
93.16 |
6.64 |
6.9% |
0.89 |
0.9% |
43% |
False |
False |
7,670 |
| 80 |
99.80 |
88.69 |
11.11 |
11.6% |
0.82 |
0.9% |
66% |
False |
False |
6,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.79 |
|
2.618 |
99.86 |
|
1.618 |
98.68 |
|
1.000 |
97.95 |
|
0.618 |
97.50 |
|
HIGH |
96.77 |
|
0.618 |
96.32 |
|
0.500 |
96.18 |
|
0.382 |
96.04 |
|
LOW |
95.59 |
|
0.618 |
94.86 |
|
1.000 |
94.41 |
|
1.618 |
93.68 |
|
2.618 |
92.50 |
|
4.250 |
90.58 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.18 |
96.18 |
| PP |
96.13 |
96.13 |
| S1 |
96.09 |
96.09 |
|