NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
97.12 |
98.40 |
1.28 |
1.3% |
96.48 |
| High |
98.43 |
99.08 |
0.65 |
0.7% |
97.49 |
| Low |
97.10 |
98.40 |
1.30 |
1.3% |
95.59 |
| Close |
98.30 |
98.92 |
0.62 |
0.6% |
96.57 |
| Range |
1.33 |
0.68 |
-0.65 |
-48.9% |
1.90 |
| ATR |
1.03 |
1.01 |
-0.02 |
-1.7% |
0.00 |
| Volume |
15,439 |
22,419 |
6,980 |
45.2% |
64,633 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.84 |
100.56 |
99.29 |
|
| R3 |
100.16 |
99.88 |
99.11 |
|
| R2 |
99.48 |
99.48 |
99.04 |
|
| R1 |
99.20 |
99.20 |
98.98 |
99.34 |
| PP |
98.80 |
98.80 |
98.80 |
98.87 |
| S1 |
98.52 |
98.52 |
98.86 |
98.66 |
| S2 |
98.12 |
98.12 |
98.80 |
|
| S3 |
97.44 |
97.84 |
98.73 |
|
| S4 |
96.76 |
97.16 |
98.55 |
|
|
| 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 |
99.08 |
96.36 |
2.72 |
2.7% |
0.95 |
1.0% |
94% |
True |
False |
17,220 |
| 10 |
99.08 |
95.59 |
3.49 |
3.5% |
0.94 |
0.9% |
95% |
True |
False |
14,779 |
| 20 |
99.80 |
95.59 |
4.21 |
4.3% |
0.96 |
1.0% |
79% |
False |
False |
12,905 |
| 40 |
99.80 |
93.74 |
6.06 |
6.1% |
0.94 |
1.0% |
85% |
False |
False |
10,414 |
| 60 |
99.80 |
93.72 |
6.08 |
6.1% |
0.91 |
0.9% |
86% |
False |
False |
9,051 |
| 80 |
99.80 |
90.39 |
9.41 |
9.5% |
0.85 |
0.9% |
91% |
False |
False |
7,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.97 |
|
2.618 |
100.86 |
|
1.618 |
100.18 |
|
1.000 |
99.76 |
|
0.618 |
99.50 |
|
HIGH |
99.08 |
|
0.618 |
98.82 |
|
0.500 |
98.74 |
|
0.382 |
98.66 |
|
LOW |
98.40 |
|
0.618 |
97.98 |
|
1.000 |
97.72 |
|
1.618 |
97.30 |
|
2.618 |
96.62 |
|
4.250 |
95.51 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.86 |
98.55 |
| PP |
98.80 |
98.18 |
| S1 |
98.74 |
97.81 |
|