NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.64 |
99.29 |
-0.35 |
-0.4% |
99.49 |
High |
99.83 |
100.49 |
0.66 |
0.7% |
102.24 |
Low |
98.86 |
99.07 |
0.21 |
0.2% |
98.80 |
Close |
99.62 |
100.29 |
0.67 |
0.7% |
101.67 |
Range |
0.97 |
1.42 |
0.45 |
46.4% |
3.44 |
ATR |
1.49 |
1.49 |
-0.01 |
-0.3% |
0.00 |
Volume |
231,596 |
195,430 |
-36,166 |
-15.6% |
948,616 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.21 |
103.67 |
101.07 |
|
R3 |
102.79 |
102.25 |
100.68 |
|
R2 |
101.37 |
101.37 |
100.55 |
|
R1 |
100.83 |
100.83 |
100.42 |
101.10 |
PP |
99.95 |
99.95 |
99.95 |
100.09 |
S1 |
99.41 |
99.41 |
100.16 |
99.68 |
S2 |
98.53 |
98.53 |
100.03 |
|
S3 |
97.11 |
97.99 |
99.90 |
|
S4 |
95.69 |
96.57 |
99.51 |
|
|
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% |
1.37 |
1.4% |
42% |
False |
False |
199,697 |
10 |
102.24 |
98.25 |
3.99 |
4.0% |
1.46 |
1.5% |
51% |
False |
False |
197,206 |
20 |
102.32 |
97.00 |
5.32 |
5.3% |
1.49 |
1.5% |
62% |
False |
False |
184,747 |
40 |
104.48 |
95.95 |
8.53 |
8.5% |
1.49 |
1.5% |
51% |
False |
False |
123,321 |
60 |
104.48 |
91.35 |
13.13 |
13.1% |
1.44 |
1.4% |
68% |
False |
False |
93,741 |
80 |
104.48 |
91.35 |
13.13 |
13.1% |
1.35 |
1.3% |
68% |
False |
False |
74,561 |
100 |
104.48 |
91.35 |
13.13 |
13.1% |
1.31 |
1.3% |
68% |
False |
False |
62,301 |
120 |
104.48 |
91.35 |
13.13 |
13.1% |
1.27 |
1.3% |
68% |
False |
False |
53,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.53 |
2.618 |
104.21 |
1.618 |
102.79 |
1.000 |
101.91 |
0.618 |
101.37 |
HIGH |
100.49 |
0.618 |
99.95 |
0.500 |
99.78 |
0.382 |
99.61 |
LOW |
99.07 |
0.618 |
98.19 |
1.000 |
97.65 |
1.618 |
96.77 |
2.618 |
95.35 |
4.250 |
93.04 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.12 |
100.27 |
PP |
99.95 |
100.24 |
S1 |
99.78 |
100.22 |
|