NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
101.69 |
101.53 |
-0.16 |
-0.2% |
99.49 |
High |
101.97 |
101.57 |
-0.40 |
-0.4% |
102.24 |
Low |
100.88 |
99.28 |
-1.60 |
-1.6% |
98.80 |
Close |
101.58 |
99.74 |
-1.84 |
-1.8% |
101.67 |
Range |
1.09 |
2.29 |
1.20 |
110.1% |
3.44 |
ATR |
1.47 |
1.53 |
0.06 |
4.0% |
0.00 |
Volume |
167,570 |
237,564 |
69,994 |
41.8% |
948,616 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.07 |
105.69 |
101.00 |
|
R3 |
104.78 |
103.40 |
100.37 |
|
R2 |
102.49 |
102.49 |
100.16 |
|
R1 |
101.11 |
101.11 |
99.95 |
100.66 |
PP |
100.20 |
100.20 |
100.20 |
99.97 |
S1 |
98.82 |
98.82 |
99.53 |
98.37 |
S2 |
97.91 |
97.91 |
99.32 |
|
S3 |
95.62 |
96.53 |
99.11 |
|
S4 |
93.33 |
94.24 |
98.48 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.22 |
109.89 |
103.56 |
|
R3 |
107.78 |
106.45 |
102.62 |
|
R2 |
104.34 |
104.34 |
102.30 |
|
R1 |
103.01 |
103.01 |
101.99 |
103.68 |
PP |
100.90 |
100.90 |
100.90 |
101.24 |
S1 |
99.57 |
99.57 |
101.35 |
100.24 |
S2 |
97.46 |
97.46 |
101.04 |
|
S3 |
94.02 |
96.13 |
100.72 |
|
S4 |
90.58 |
92.69 |
99.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.24 |
99.10 |
3.14 |
3.1% |
1.49 |
1.5% |
20% |
False |
False |
197,005 |
10 |
102.24 |
98.09 |
4.15 |
4.2% |
1.45 |
1.4% |
40% |
False |
False |
206,610 |
20 |
102.83 |
97.00 |
5.83 |
5.8% |
1.59 |
1.6% |
47% |
False |
False |
171,533 |
40 |
104.48 |
94.76 |
9.72 |
9.7% |
1.50 |
1.5% |
51% |
False |
False |
114,827 |
60 |
104.48 |
91.35 |
13.13 |
13.2% |
1.43 |
1.4% |
64% |
False |
False |
87,473 |
80 |
104.48 |
91.35 |
13.13 |
13.2% |
1.33 |
1.3% |
64% |
False |
False |
69,801 |
100 |
104.48 |
91.35 |
13.13 |
13.2% |
1.31 |
1.3% |
64% |
False |
False |
58,260 |
120 |
104.48 |
91.35 |
13.13 |
13.2% |
1.28 |
1.3% |
64% |
False |
False |
50,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.30 |
2.618 |
107.57 |
1.618 |
105.28 |
1.000 |
103.86 |
0.618 |
102.99 |
HIGH |
101.57 |
0.618 |
100.70 |
0.500 |
100.43 |
0.382 |
100.15 |
LOW |
99.28 |
0.618 |
97.86 |
1.000 |
96.99 |
1.618 |
95.57 |
2.618 |
93.28 |
4.250 |
89.55 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.43 |
100.76 |
PP |
100.20 |
100.42 |
S1 |
99.97 |
100.08 |
|