NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.73 |
98.88 |
0.15 |
0.2% |
96.53 |
| High |
98.94 |
99.52 |
0.58 |
0.6% |
99.08 |
| Low |
98.40 |
98.84 |
0.44 |
0.4% |
96.53 |
| Close |
98.86 |
99.15 |
0.29 |
0.3% |
98.86 |
| Range |
0.54 |
0.68 |
0.14 |
25.9% |
2.55 |
| ATR |
0.96 |
0.94 |
-0.02 |
-2.1% |
0.00 |
| Volume |
21,107 |
15,467 |
-5,640 |
-26.7% |
91,001 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.21 |
100.86 |
99.52 |
|
| R3 |
100.53 |
100.18 |
99.34 |
|
| R2 |
99.85 |
99.85 |
99.27 |
|
| R1 |
99.50 |
99.50 |
99.21 |
99.68 |
| PP |
99.17 |
99.17 |
99.17 |
99.26 |
| S1 |
98.82 |
98.82 |
99.09 |
99.00 |
| S2 |
98.49 |
98.49 |
99.03 |
|
| S3 |
97.81 |
98.14 |
98.96 |
|
| S4 |
97.13 |
97.46 |
98.78 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.81 |
104.88 |
100.26 |
|
| R3 |
103.26 |
102.33 |
99.56 |
|
| R2 |
100.71 |
100.71 |
99.33 |
|
| R1 |
99.78 |
99.78 |
99.09 |
100.25 |
| PP |
98.16 |
98.16 |
98.16 |
98.39 |
| S1 |
97.23 |
97.23 |
98.63 |
97.70 |
| S2 |
95.61 |
95.61 |
98.39 |
|
| S3 |
93.06 |
94.68 |
98.16 |
|
| S4 |
90.51 |
92.13 |
97.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.52 |
97.10 |
2.42 |
2.4% |
0.77 |
0.8% |
85% |
True |
False |
18,435 |
| 10 |
99.52 |
95.82 |
3.70 |
3.7% |
0.85 |
0.9% |
90% |
True |
False |
16,011 |
| 20 |
99.52 |
95.59 |
3.93 |
4.0% |
0.92 |
0.9% |
91% |
True |
False |
14,387 |
| 40 |
99.80 |
94.61 |
5.19 |
5.2% |
0.91 |
0.9% |
87% |
False |
False |
11,187 |
| 60 |
99.80 |
93.72 |
6.08 |
6.1% |
0.91 |
0.9% |
89% |
False |
False |
9,605 |
| 80 |
99.80 |
90.54 |
9.26 |
9.3% |
0.85 |
0.9% |
93% |
False |
False |
8,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.41 |
|
2.618 |
101.30 |
|
1.618 |
100.62 |
|
1.000 |
100.20 |
|
0.618 |
99.94 |
|
HIGH |
99.52 |
|
0.618 |
99.26 |
|
0.500 |
99.18 |
|
0.382 |
99.10 |
|
LOW |
98.84 |
|
0.618 |
98.42 |
|
1.000 |
98.16 |
|
1.618 |
97.74 |
|
2.618 |
97.06 |
|
4.250 |
95.95 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.18 |
99.05 |
| PP |
99.17 |
98.95 |
| S1 |
99.16 |
98.85 |
|