NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
95.91 |
96.28 |
0.37 |
0.4% |
97.66 |
| High |
96.67 |
97.10 |
0.43 |
0.4% |
98.50 |
| Low |
95.82 |
96.10 |
0.28 |
0.3% |
95.62 |
| Close |
95.86 |
97.07 |
1.21 |
1.3% |
96.41 |
| Range |
0.85 |
1.00 |
0.15 |
17.6% |
2.88 |
| ATR |
1.00 |
1.02 |
0.02 |
1.7% |
0.00 |
| Volume |
7,618 |
12,071 |
4,453 |
58.5% |
65,813 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.76 |
99.41 |
97.62 |
|
| R3 |
98.76 |
98.41 |
97.35 |
|
| R2 |
97.76 |
97.76 |
97.25 |
|
| R1 |
97.41 |
97.41 |
97.16 |
97.59 |
| PP |
96.76 |
96.76 |
96.76 |
96.84 |
| S1 |
96.41 |
96.41 |
96.98 |
96.59 |
| S2 |
95.76 |
95.76 |
96.89 |
|
| S3 |
94.76 |
95.41 |
96.80 |
|
| S4 |
93.76 |
94.41 |
96.52 |
|
|
| 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 |
97.10 |
95.59 |
1.51 |
1.6% |
0.92 |
0.9% |
98% |
True |
False |
12,338 |
| 10 |
99.09 |
95.59 |
3.50 |
3.6% |
1.00 |
1.0% |
42% |
False |
False |
12,680 |
| 20 |
99.80 |
95.59 |
4.21 |
4.3% |
0.91 |
0.9% |
35% |
False |
False |
11,031 |
| 40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.93 |
1.0% |
55% |
False |
False |
9,040 |
| 60 |
99.80 |
93.72 |
6.08 |
6.3% |
0.88 |
0.9% |
55% |
False |
False |
7,895 |
| 80 |
99.80 |
88.69 |
11.11 |
11.4% |
0.82 |
0.8% |
75% |
False |
False |
6,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.35 |
|
2.618 |
99.72 |
|
1.618 |
98.72 |
|
1.000 |
98.10 |
|
0.618 |
97.72 |
|
HIGH |
97.10 |
|
0.618 |
96.72 |
|
0.500 |
96.60 |
|
0.382 |
96.48 |
|
LOW |
96.10 |
|
0.618 |
95.48 |
|
1.000 |
95.10 |
|
1.618 |
94.48 |
|
2.618 |
93.48 |
|
4.250 |
91.85 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.91 |
96.83 |
| PP |
96.76 |
96.59 |
| S1 |
96.60 |
96.35 |
|