NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.91 |
100.69 |
-0.22 |
-0.2% |
101.69 |
High |
101.32 |
102.71 |
1.39 |
1.4% |
101.97 |
Low |
99.92 |
100.68 |
0.76 |
0.8% |
98.86 |
Close |
100.44 |
102.56 |
2.12 |
2.1% |
101.14 |
Range |
1.40 |
2.03 |
0.63 |
45.0% |
3.11 |
ATR |
1.47 |
1.53 |
0.06 |
3.9% |
0.00 |
Volume |
254,884 |
299,549 |
44,665 |
17.5% |
1,025,692 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.07 |
107.35 |
103.68 |
|
R3 |
106.04 |
105.32 |
103.12 |
|
R2 |
104.01 |
104.01 |
102.93 |
|
R1 |
103.29 |
103.29 |
102.75 |
103.65 |
PP |
101.98 |
101.98 |
101.98 |
102.17 |
S1 |
101.26 |
101.26 |
102.37 |
101.62 |
S2 |
99.95 |
99.95 |
102.19 |
|
S3 |
97.92 |
99.23 |
102.00 |
|
S4 |
95.89 |
97.20 |
101.44 |
|
|
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 |
102.71 |
98.86 |
3.85 |
3.8% |
1.43 |
1.4% |
96% |
True |
False |
234,998 |
10 |
102.71 |
98.86 |
3.85 |
3.8% |
1.46 |
1.4% |
96% |
True |
False |
216,001 |
20 |
102.71 |
97.00 |
5.71 |
5.6% |
1.47 |
1.4% |
97% |
True |
False |
206,265 |
40 |
104.48 |
97.00 |
7.48 |
7.3% |
1.48 |
1.4% |
74% |
False |
False |
138,467 |
60 |
104.48 |
91.39 |
13.09 |
12.8% |
1.44 |
1.4% |
85% |
False |
False |
104,702 |
80 |
104.48 |
91.35 |
13.13 |
12.8% |
1.37 |
1.3% |
85% |
False |
False |
83,197 |
100 |
104.48 |
91.35 |
13.13 |
12.8% |
1.32 |
1.3% |
85% |
False |
False |
69,479 |
120 |
104.48 |
91.35 |
13.13 |
12.8% |
1.29 |
1.3% |
85% |
False |
False |
59,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.34 |
2.618 |
108.02 |
1.618 |
105.99 |
1.000 |
104.74 |
0.618 |
103.96 |
HIGH |
102.71 |
0.618 |
101.93 |
0.500 |
101.70 |
0.382 |
101.46 |
LOW |
100.68 |
0.618 |
99.43 |
1.000 |
98.65 |
1.618 |
97.40 |
2.618 |
95.37 |
4.250 |
92.05 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
102.27 |
102.15 |
PP |
101.98 |
101.73 |
S1 |
101.70 |
101.32 |
|