NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
103.34 |
103.56 |
0.22 |
0.2% |
100.91 |
High |
104.44 |
104.55 |
0.11 |
0.1% |
104.44 |
Low |
103.01 |
103.34 |
0.33 |
0.3% |
99.92 |
Close |
103.74 |
104.05 |
0.31 |
0.3% |
103.74 |
Range |
1.43 |
1.21 |
-0.22 |
-15.4% |
4.52 |
ATR |
1.48 |
1.46 |
-0.02 |
-1.3% |
0.00 |
Volume |
261,915 |
237,213 |
-24,702 |
-9.4% |
1,363,177 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.61 |
107.04 |
104.72 |
|
R3 |
106.40 |
105.83 |
104.38 |
|
R2 |
105.19 |
105.19 |
104.27 |
|
R1 |
104.62 |
104.62 |
104.16 |
104.91 |
PP |
103.98 |
103.98 |
103.98 |
104.12 |
S1 |
103.41 |
103.41 |
103.94 |
103.70 |
S2 |
102.77 |
102.77 |
103.83 |
|
S3 |
101.56 |
102.20 |
103.72 |
|
S4 |
100.35 |
100.99 |
103.38 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.26 |
114.52 |
106.23 |
|
R3 |
111.74 |
110.00 |
104.98 |
|
R2 |
107.22 |
107.22 |
104.57 |
|
R1 |
105.48 |
105.48 |
104.15 |
106.35 |
PP |
102.70 |
102.70 |
102.70 |
103.14 |
S1 |
100.96 |
100.96 |
103.33 |
101.83 |
S2 |
98.18 |
98.18 |
102.91 |
|
S3 |
93.66 |
96.44 |
102.50 |
|
S4 |
89.14 |
91.92 |
101.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.55 |
100.68 |
3.87 |
3.7% |
1.42 |
1.4% |
87% |
True |
False |
269,101 |
10 |
104.55 |
98.86 |
5.69 |
5.5% |
1.46 |
1.4% |
91% |
True |
False |
245,851 |
20 |
104.55 |
97.28 |
7.27 |
7.0% |
1.42 |
1.4% |
93% |
True |
False |
224,285 |
40 |
104.55 |
97.00 |
7.55 |
7.3% |
1.51 |
1.4% |
93% |
True |
False |
158,501 |
60 |
104.55 |
93.13 |
11.42 |
11.0% |
1.44 |
1.4% |
96% |
True |
False |
120,004 |
80 |
104.55 |
91.35 |
13.20 |
12.7% |
1.38 |
1.3% |
96% |
True |
False |
95,477 |
100 |
104.55 |
91.35 |
13.20 |
12.7% |
1.33 |
1.3% |
96% |
True |
False |
79,283 |
120 |
104.55 |
91.35 |
13.20 |
12.7% |
1.29 |
1.2% |
96% |
True |
False |
68,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.69 |
2.618 |
107.72 |
1.618 |
106.51 |
1.000 |
105.76 |
0.618 |
105.30 |
HIGH |
104.55 |
0.618 |
104.09 |
0.500 |
103.95 |
0.382 |
103.80 |
LOW |
103.34 |
0.618 |
102.59 |
1.000 |
102.13 |
1.618 |
101.38 |
2.618 |
100.17 |
4.250 |
98.20 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
104.02 |
103.96 |
PP |
103.98 |
103.87 |
S1 |
103.95 |
103.78 |
|