NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
102.35 |
103.44 |
1.09 |
1.1% |
101.69 |
High |
103.77 |
103.81 |
0.04 |
0.0% |
101.97 |
Low |
102.03 |
103.10 |
1.07 |
1.0% |
98.86 |
Close |
103.60 |
103.40 |
-0.20 |
-0.2% |
101.14 |
Range |
1.74 |
0.71 |
-1.03 |
-59.2% |
3.11 |
ATR |
1.54 |
1.48 |
-0.06 |
-3.9% |
0.00 |
Volume |
324,660 |
222,169 |
-102,491 |
-31.6% |
1,025,692 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.57 |
105.19 |
103.79 |
|
R3 |
104.86 |
104.48 |
103.60 |
|
R2 |
104.15 |
104.15 |
103.53 |
|
R1 |
103.77 |
103.77 |
103.47 |
103.61 |
PP |
103.44 |
103.44 |
103.44 |
103.35 |
S1 |
103.06 |
103.06 |
103.33 |
102.90 |
S2 |
102.73 |
102.73 |
103.27 |
|
S3 |
102.02 |
102.35 |
103.20 |
|
S4 |
101.31 |
101.64 |
103.01 |
|
|
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 |
103.81 |
99.92 |
3.89 |
3.8% |
1.45 |
1.4% |
89% |
True |
False |
258,958 |
10 |
103.81 |
98.86 |
4.95 |
4.8% |
1.41 |
1.4% |
92% |
True |
False |
229,328 |
20 |
103.81 |
97.00 |
6.81 |
6.6% |
1.45 |
1.4% |
94% |
True |
False |
212,967 |
40 |
104.48 |
97.00 |
7.48 |
7.2% |
1.50 |
1.4% |
86% |
False |
False |
149,045 |
60 |
104.48 |
92.13 |
12.35 |
11.9% |
1.44 |
1.4% |
91% |
False |
False |
112,836 |
80 |
104.48 |
91.35 |
13.13 |
12.7% |
1.38 |
1.3% |
92% |
False |
False |
89,524 |
100 |
104.48 |
91.35 |
13.13 |
12.7% |
1.32 |
1.3% |
92% |
False |
False |
74,651 |
120 |
104.48 |
91.35 |
13.13 |
12.7% |
1.28 |
1.2% |
92% |
False |
False |
64,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.83 |
2.618 |
105.67 |
1.618 |
104.96 |
1.000 |
104.52 |
0.618 |
104.25 |
HIGH |
103.81 |
0.618 |
103.54 |
0.500 |
103.46 |
0.382 |
103.37 |
LOW |
103.10 |
0.618 |
102.66 |
1.000 |
102.39 |
1.618 |
101.95 |
2.618 |
101.24 |
4.250 |
100.08 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
103.46 |
103.02 |
PP |
103.44 |
102.63 |
S1 |
103.42 |
102.25 |
|