NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
99.09 |
99.94 |
0.85 |
0.9% |
96.53 |
| High |
99.92 |
101.19 |
1.27 |
1.3% |
99.08 |
| Low |
98.86 |
99.83 |
0.97 |
1.0% |
96.53 |
| Close |
99.47 |
100.95 |
1.48 |
1.5% |
98.86 |
| Range |
1.06 |
1.36 |
0.30 |
28.3% |
2.55 |
| ATR |
0.95 |
1.00 |
0.06 |
5.8% |
0.00 |
| Volume |
18,578 |
18,200 |
-378 |
-2.0% |
91,001 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.74 |
104.20 |
101.70 |
|
| R3 |
103.38 |
102.84 |
101.32 |
|
| R2 |
102.02 |
102.02 |
101.20 |
|
| R1 |
101.48 |
101.48 |
101.07 |
101.75 |
| PP |
100.66 |
100.66 |
100.66 |
100.79 |
| S1 |
100.12 |
100.12 |
100.83 |
100.39 |
| S2 |
99.30 |
99.30 |
100.70 |
|
| S3 |
97.94 |
98.76 |
100.58 |
|
| S4 |
96.58 |
97.40 |
100.20 |
|
|
| 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 |
101.19 |
98.17 |
3.02 |
3.0% |
0.86 |
0.8% |
92% |
True |
False |
18,219 |
| 10 |
101.19 |
96.36 |
4.83 |
4.8% |
0.91 |
0.9% |
95% |
True |
False |
17,720 |
| 20 |
101.19 |
95.59 |
5.60 |
5.5% |
0.95 |
0.9% |
96% |
True |
False |
15,200 |
| 40 |
101.19 |
94.61 |
6.58 |
6.5% |
0.93 |
0.9% |
96% |
True |
False |
11,831 |
| 60 |
101.19 |
93.72 |
7.47 |
7.4% |
0.92 |
0.9% |
97% |
True |
False |
10,055 |
| 80 |
101.19 |
90.54 |
10.65 |
10.5% |
0.86 |
0.9% |
98% |
True |
False |
8,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.97 |
|
2.618 |
104.75 |
|
1.618 |
103.39 |
|
1.000 |
102.55 |
|
0.618 |
102.03 |
|
HIGH |
101.19 |
|
0.618 |
100.67 |
|
0.500 |
100.51 |
|
0.382 |
100.35 |
|
LOW |
99.83 |
|
0.618 |
98.99 |
|
1.000 |
98.47 |
|
1.618 |
97.63 |
|
2.618 |
96.27 |
|
4.250 |
94.05 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.80 |
100.64 |
| PP |
100.66 |
100.33 |
| S1 |
100.51 |
100.02 |
|