NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
97.13 |
96.93 |
-0.20 |
-0.2% |
96.48 |
| High |
97.13 |
97.49 |
0.36 |
0.4% |
97.49 |
| Low |
96.36 |
96.37 |
0.01 |
0.0% |
95.59 |
| Close |
96.80 |
96.57 |
-0.23 |
-0.2% |
96.57 |
| Range |
0.77 |
1.12 |
0.35 |
45.5% |
1.90 |
| ATR |
1.00 |
1.01 |
0.01 |
0.8% |
0.00 |
| Volume |
17,237 |
16,719 |
-518 |
-3.0% |
64,633 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.17 |
99.49 |
97.19 |
|
| R3 |
99.05 |
98.37 |
96.88 |
|
| R2 |
97.93 |
97.93 |
96.78 |
|
| R1 |
97.25 |
97.25 |
96.67 |
97.03 |
| PP |
96.81 |
96.81 |
96.81 |
96.70 |
| S1 |
96.13 |
96.13 |
96.47 |
95.91 |
| S2 |
95.69 |
95.69 |
96.36 |
|
| S3 |
94.57 |
95.01 |
96.26 |
|
| S4 |
93.45 |
93.89 |
95.95 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.25 |
101.31 |
97.62 |
|
| R3 |
100.35 |
99.41 |
97.09 |
|
| R2 |
98.45 |
98.45 |
96.92 |
|
| R1 |
97.51 |
97.51 |
96.74 |
97.98 |
| PP |
96.55 |
96.55 |
96.55 |
96.79 |
| S1 |
95.61 |
95.61 |
96.40 |
96.08 |
| S2 |
94.65 |
94.65 |
96.22 |
|
| S3 |
92.75 |
93.71 |
96.05 |
|
| S4 |
90.85 |
91.81 |
95.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.49 |
95.59 |
1.90 |
2.0% |
0.98 |
1.0% |
52% |
True |
False |
12,926 |
| 10 |
98.50 |
95.59 |
2.91 |
3.0% |
0.98 |
1.0% |
34% |
False |
False |
13,044 |
| 20 |
99.80 |
95.59 |
4.21 |
4.4% |
0.93 |
1.0% |
23% |
False |
False |
11,556 |
| 40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.93 |
1.0% |
47% |
False |
False |
9,504 |
| 60 |
99.80 |
93.72 |
6.08 |
6.3% |
0.90 |
0.9% |
47% |
False |
False |
8,364 |
| 80 |
99.80 |
89.14 |
10.66 |
11.0% |
0.84 |
0.9% |
70% |
False |
False |
6,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.25 |
|
2.618 |
100.42 |
|
1.618 |
99.30 |
|
1.000 |
98.61 |
|
0.618 |
98.18 |
|
HIGH |
97.49 |
|
0.618 |
97.06 |
|
0.500 |
96.93 |
|
0.382 |
96.80 |
|
LOW |
96.37 |
|
0.618 |
95.68 |
|
1.000 |
95.25 |
|
1.618 |
94.56 |
|
2.618 |
93.44 |
|
4.250 |
91.61 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.93 |
96.80 |
| PP |
96.81 |
96.72 |
| S1 |
96.69 |
96.65 |
|