NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 09-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.69 |
102.35 |
1.66 |
1.6% |
101.69 |
High |
102.71 |
103.77 |
1.06 |
1.0% |
101.97 |
Low |
100.68 |
102.03 |
1.35 |
1.3% |
98.86 |
Close |
102.56 |
103.60 |
1.04 |
1.0% |
101.14 |
Range |
2.03 |
1.74 |
-0.29 |
-14.3% |
3.11 |
ATR |
1.53 |
1.54 |
0.02 |
1.0% |
0.00 |
Volume |
299,549 |
324,660 |
25,111 |
8.4% |
1,025,692 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.35 |
107.72 |
104.56 |
|
R3 |
106.61 |
105.98 |
104.08 |
|
R2 |
104.87 |
104.87 |
103.92 |
|
R1 |
104.24 |
104.24 |
103.76 |
104.56 |
PP |
103.13 |
103.13 |
103.13 |
103.29 |
S1 |
102.50 |
102.50 |
103.44 |
102.82 |
S2 |
101.39 |
101.39 |
103.28 |
|
S3 |
99.65 |
100.76 |
103.12 |
|
S4 |
97.91 |
99.02 |
102.64 |
|
|
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 |
103.77 |
99.07 |
4.70 |
4.5% |
1.59 |
1.5% |
96% |
True |
False |
253,611 |
10 |
103.77 |
98.86 |
4.91 |
4.7% |
1.50 |
1.4% |
97% |
True |
False |
227,331 |
20 |
103.77 |
97.00 |
6.77 |
6.5% |
1.46 |
1.4% |
97% |
True |
False |
210,332 |
40 |
104.48 |
97.00 |
7.48 |
7.2% |
1.50 |
1.5% |
88% |
False |
False |
144,830 |
60 |
104.48 |
91.54 |
12.94 |
12.5% |
1.45 |
1.4% |
93% |
False |
False |
109,600 |
80 |
104.48 |
91.35 |
13.13 |
12.7% |
1.38 |
1.3% |
93% |
False |
False |
86,985 |
100 |
104.48 |
91.35 |
13.13 |
12.7% |
1.33 |
1.3% |
93% |
False |
False |
72,584 |
120 |
104.48 |
91.35 |
13.13 |
12.7% |
1.29 |
1.2% |
93% |
False |
False |
62,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.17 |
2.618 |
108.33 |
1.618 |
106.59 |
1.000 |
105.51 |
0.618 |
104.85 |
HIGH |
103.77 |
0.618 |
103.11 |
0.500 |
102.90 |
0.382 |
102.69 |
LOW |
102.03 |
0.618 |
100.95 |
1.000 |
100.29 |
1.618 |
99.21 |
2.618 |
97.47 |
4.250 |
94.64 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
103.37 |
103.02 |
PP |
103.13 |
102.43 |
S1 |
102.90 |
101.85 |
|