NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.88 |
99.09 |
0.21 |
0.2% |
96.53 |
| High |
99.52 |
99.92 |
0.40 |
0.4% |
99.08 |
| Low |
98.84 |
98.86 |
0.02 |
0.0% |
96.53 |
| Close |
99.15 |
99.47 |
0.32 |
0.3% |
98.86 |
| Range |
0.68 |
1.06 |
0.38 |
55.9% |
2.55 |
| ATR |
0.94 |
0.95 |
0.01 |
0.9% |
0.00 |
| Volume |
15,467 |
18,578 |
3,111 |
20.1% |
91,001 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.60 |
102.09 |
100.05 |
|
| R3 |
101.54 |
101.03 |
99.76 |
|
| R2 |
100.48 |
100.48 |
99.66 |
|
| R1 |
99.97 |
99.97 |
99.57 |
100.23 |
| PP |
99.42 |
99.42 |
99.42 |
99.54 |
| S1 |
98.91 |
98.91 |
99.37 |
99.17 |
| S2 |
98.36 |
98.36 |
99.28 |
|
| S3 |
97.30 |
97.85 |
99.18 |
|
| S4 |
96.24 |
96.79 |
98.89 |
|
|
| 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 |
99.92 |
98.17 |
1.75 |
1.8% |
0.72 |
0.7% |
74% |
True |
False |
19,063 |
| 10 |
99.92 |
96.10 |
3.82 |
3.8% |
0.87 |
0.9% |
88% |
True |
False |
17,107 |
| 20 |
99.92 |
95.59 |
4.33 |
4.4% |
0.91 |
0.9% |
90% |
True |
False |
15,031 |
| 40 |
99.92 |
94.61 |
5.31 |
5.3% |
0.92 |
0.9% |
92% |
True |
False |
11,453 |
| 60 |
99.92 |
93.72 |
6.20 |
6.2% |
0.91 |
0.9% |
93% |
True |
False |
9,829 |
| 80 |
99.92 |
90.54 |
9.38 |
9.4% |
0.86 |
0.9% |
95% |
True |
False |
8,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.43 |
|
2.618 |
102.70 |
|
1.618 |
101.64 |
|
1.000 |
100.98 |
|
0.618 |
100.58 |
|
HIGH |
99.92 |
|
0.618 |
99.52 |
|
0.500 |
99.39 |
|
0.382 |
99.26 |
|
LOW |
98.86 |
|
0.618 |
98.20 |
|
1.000 |
97.80 |
|
1.618 |
97.14 |
|
2.618 |
96.08 |
|
4.250 |
94.36 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.44 |
99.37 |
| PP |
99.42 |
99.26 |
| S1 |
99.39 |
99.16 |
|