NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
101.53 |
99.64 |
-1.89 |
-1.9% |
99.49 |
High |
101.57 |
99.83 |
-1.74 |
-1.7% |
102.24 |
Low |
99.28 |
98.86 |
-0.42 |
-0.4% |
98.80 |
Close |
99.74 |
99.62 |
-0.12 |
-0.1% |
101.67 |
Range |
2.29 |
0.97 |
-1.32 |
-57.6% |
3.44 |
ATR |
1.53 |
1.49 |
-0.04 |
-2.6% |
0.00 |
Volume |
237,564 |
231,596 |
-5,968 |
-2.5% |
948,616 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.35 |
101.95 |
100.15 |
|
R3 |
101.38 |
100.98 |
99.89 |
|
R2 |
100.41 |
100.41 |
99.80 |
|
R1 |
100.01 |
100.01 |
99.71 |
99.73 |
PP |
99.44 |
99.44 |
99.44 |
99.29 |
S1 |
99.04 |
99.04 |
99.53 |
98.76 |
S2 |
98.47 |
98.47 |
99.44 |
|
S3 |
97.50 |
98.07 |
99.35 |
|
S4 |
96.53 |
97.10 |
99.09 |
|
|
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 |
98.86 |
3.38 |
3.4% |
1.42 |
1.4% |
22% |
False |
True |
201,051 |
10 |
102.24 |
98.09 |
4.15 |
4.2% |
1.45 |
1.5% |
37% |
False |
False |
202,150 |
20 |
102.32 |
97.00 |
5.32 |
5.3% |
1.51 |
1.5% |
49% |
False |
False |
179,864 |
40 |
104.48 |
95.39 |
9.09 |
9.1% |
1.49 |
1.5% |
47% |
False |
False |
119,360 |
60 |
104.48 |
91.35 |
13.13 |
13.2% |
1.42 |
1.4% |
63% |
False |
False |
90,928 |
80 |
104.48 |
91.35 |
13.13 |
13.2% |
1.34 |
1.3% |
63% |
False |
False |
72,328 |
100 |
104.48 |
91.35 |
13.13 |
13.2% |
1.31 |
1.3% |
63% |
False |
False |
60,456 |
120 |
104.48 |
91.35 |
13.13 |
13.2% |
1.27 |
1.3% |
63% |
False |
False |
52,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.95 |
2.618 |
102.37 |
1.618 |
101.40 |
1.000 |
100.80 |
0.618 |
100.43 |
HIGH |
99.83 |
0.618 |
99.46 |
0.500 |
99.35 |
0.382 |
99.23 |
LOW |
98.86 |
0.618 |
98.26 |
1.000 |
97.89 |
1.618 |
97.29 |
2.618 |
96.32 |
4.250 |
94.74 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.53 |
100.42 |
PP |
99.44 |
100.15 |
S1 |
99.35 |
99.89 |
|