NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
103.56 |
103.60 |
0.04 |
0.0% |
100.91 |
High |
104.55 |
104.05 |
-0.50 |
-0.5% |
104.44 |
Low |
103.34 |
102.91 |
-0.43 |
-0.4% |
99.92 |
Close |
104.05 |
103.75 |
-0.30 |
-0.3% |
103.74 |
Range |
1.21 |
1.14 |
-0.07 |
-5.8% |
4.52 |
ATR |
1.46 |
1.44 |
-0.02 |
-1.6% |
0.00 |
Volume |
237,213 |
215,848 |
-21,365 |
-9.0% |
1,363,177 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.99 |
106.51 |
104.38 |
|
R3 |
105.85 |
105.37 |
104.06 |
|
R2 |
104.71 |
104.71 |
103.96 |
|
R1 |
104.23 |
104.23 |
103.85 |
104.47 |
PP |
103.57 |
103.57 |
103.57 |
103.69 |
S1 |
103.09 |
103.09 |
103.65 |
103.33 |
S2 |
102.43 |
102.43 |
103.54 |
|
S3 |
101.29 |
101.95 |
103.44 |
|
S4 |
100.15 |
100.81 |
103.12 |
|
|
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 |
102.03 |
2.52 |
2.4% |
1.25 |
1.2% |
68% |
False |
False |
252,361 |
10 |
104.55 |
98.86 |
5.69 |
5.5% |
1.34 |
1.3% |
86% |
False |
False |
243,679 |
20 |
104.55 |
98.09 |
6.46 |
6.2% |
1.39 |
1.3% |
88% |
False |
False |
225,144 |
40 |
104.55 |
97.00 |
7.55 |
7.3% |
1.48 |
1.4% |
89% |
False |
False |
162,555 |
60 |
104.55 |
93.13 |
11.42 |
11.0% |
1.44 |
1.4% |
93% |
False |
False |
123,171 |
80 |
104.55 |
91.35 |
13.20 |
12.7% |
1.39 |
1.3% |
94% |
False |
False |
98,046 |
100 |
104.55 |
91.35 |
13.20 |
12.7% |
1.34 |
1.3% |
94% |
False |
False |
81,350 |
120 |
104.55 |
91.35 |
13.20 |
12.7% |
1.29 |
1.2% |
94% |
False |
False |
69,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.90 |
2.618 |
107.03 |
1.618 |
105.89 |
1.000 |
105.19 |
0.618 |
104.75 |
HIGH |
104.05 |
0.618 |
103.61 |
0.500 |
103.48 |
0.382 |
103.35 |
LOW |
102.91 |
0.618 |
102.21 |
1.000 |
101.77 |
1.618 |
101.07 |
2.618 |
99.93 |
4.250 |
98.07 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
103.66 |
103.74 |
PP |
103.57 |
103.74 |
S1 |
103.48 |
103.73 |
|