NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.29 |
100.38 |
1.09 |
1.1% |
101.69 |
High |
100.49 |
101.63 |
1.14 |
1.1% |
101.97 |
Low |
99.07 |
100.28 |
1.21 |
1.2% |
98.86 |
Close |
100.29 |
101.14 |
0.85 |
0.8% |
101.14 |
Range |
1.42 |
1.35 |
-0.07 |
-4.9% |
3.11 |
ATR |
1.49 |
1.48 |
-0.01 |
-0.7% |
0.00 |
Volume |
195,430 |
193,532 |
-1,898 |
-1.0% |
1,025,692 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.07 |
104.45 |
101.88 |
|
R3 |
103.72 |
103.10 |
101.51 |
|
R2 |
102.37 |
102.37 |
101.39 |
|
R1 |
101.75 |
101.75 |
101.26 |
102.06 |
PP |
101.02 |
101.02 |
101.02 |
101.17 |
S1 |
100.40 |
100.40 |
101.02 |
100.71 |
S2 |
99.67 |
99.67 |
100.89 |
|
S3 |
98.32 |
99.05 |
100.77 |
|
S4 |
96.97 |
97.70 |
100.40 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.99 |
108.67 |
102.85 |
|
R3 |
106.88 |
105.56 |
102.00 |
|
R2 |
103.77 |
103.77 |
101.71 |
|
R1 |
102.45 |
102.45 |
101.43 |
101.56 |
PP |
100.66 |
100.66 |
100.66 |
100.21 |
S1 |
99.34 |
99.34 |
100.85 |
98.45 |
S2 |
97.55 |
97.55 |
100.57 |
|
S3 |
94.44 |
96.23 |
100.28 |
|
S4 |
91.33 |
93.12 |
99.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.97 |
98.86 |
3.11 |
3.1% |
1.42 |
1.4% |
73% |
False |
False |
205,138 |
10 |
102.24 |
98.80 |
3.44 |
3.4% |
1.39 |
1.4% |
68% |
False |
False |
197,430 |
20 |
102.25 |
97.00 |
5.25 |
5.2% |
1.50 |
1.5% |
79% |
False |
False |
188,397 |
40 |
104.48 |
96.08 |
8.40 |
8.3% |
1.49 |
1.5% |
60% |
False |
False |
127,071 |
60 |
104.48 |
91.35 |
13.13 |
13.0% |
1.43 |
1.4% |
75% |
False |
False |
96,579 |
80 |
104.48 |
91.35 |
13.13 |
13.0% |
1.36 |
1.3% |
75% |
False |
False |
76,778 |
100 |
104.48 |
91.35 |
13.13 |
13.0% |
1.32 |
1.3% |
75% |
False |
False |
64,128 |
120 |
104.48 |
91.35 |
13.13 |
13.0% |
1.27 |
1.3% |
75% |
False |
False |
55,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.37 |
2.618 |
105.16 |
1.618 |
103.81 |
1.000 |
102.98 |
0.618 |
102.46 |
HIGH |
101.63 |
0.618 |
101.11 |
0.500 |
100.96 |
0.382 |
100.80 |
LOW |
100.28 |
0.618 |
99.45 |
1.000 |
98.93 |
1.618 |
98.10 |
2.618 |
96.75 |
4.250 |
94.54 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
101.08 |
100.84 |
PP |
101.02 |
100.54 |
S1 |
100.96 |
100.25 |
|