NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.38 |
100.91 |
0.53 |
0.5% |
101.69 |
High |
101.63 |
101.32 |
-0.31 |
-0.3% |
101.97 |
Low |
100.28 |
99.92 |
-0.36 |
-0.4% |
98.86 |
Close |
101.14 |
100.44 |
-0.70 |
-0.7% |
101.14 |
Range |
1.35 |
1.40 |
0.05 |
3.7% |
3.11 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.4% |
0.00 |
Volume |
193,532 |
254,884 |
61,352 |
31.7% |
1,025,692 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.76 |
104.00 |
101.21 |
|
R3 |
103.36 |
102.60 |
100.83 |
|
R2 |
101.96 |
101.96 |
100.70 |
|
R1 |
101.20 |
101.20 |
100.57 |
100.88 |
PP |
100.56 |
100.56 |
100.56 |
100.40 |
S1 |
99.80 |
99.80 |
100.31 |
99.48 |
S2 |
99.16 |
99.16 |
100.18 |
|
S3 |
97.76 |
98.40 |
100.06 |
|
S4 |
96.36 |
97.00 |
99.67 |
|
|
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 |
101.63 |
98.86 |
2.77 |
2.8% |
1.49 |
1.5% |
57% |
False |
False |
222,601 |
10 |
102.24 |
98.80 |
3.44 |
3.4% |
1.41 |
1.4% |
48% |
False |
False |
207,748 |
20 |
102.24 |
97.00 |
5.24 |
5.2% |
1.47 |
1.5% |
66% |
False |
False |
196,275 |
40 |
104.48 |
97.00 |
7.48 |
7.4% |
1.46 |
1.5% |
46% |
False |
False |
132,267 |
60 |
104.48 |
91.39 |
13.09 |
13.0% |
1.43 |
1.4% |
69% |
False |
False |
100,289 |
80 |
104.48 |
91.35 |
13.13 |
13.1% |
1.36 |
1.4% |
69% |
False |
False |
79,731 |
100 |
104.48 |
91.35 |
13.13 |
13.1% |
1.32 |
1.3% |
69% |
False |
False |
66,574 |
120 |
104.48 |
91.35 |
13.13 |
13.1% |
1.28 |
1.3% |
69% |
False |
False |
57,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.27 |
2.618 |
104.99 |
1.618 |
103.59 |
1.000 |
102.72 |
0.618 |
102.19 |
HIGH |
101.32 |
0.618 |
100.79 |
0.500 |
100.62 |
0.382 |
100.45 |
LOW |
99.92 |
0.618 |
99.05 |
1.000 |
98.52 |
1.618 |
97.65 |
2.618 |
96.25 |
4.250 |
93.97 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.62 |
100.41 |
PP |
100.56 |
100.38 |
S1 |
100.50 |
100.35 |
|