NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
103.84 |
104.54 |
0.70 |
0.7% |
103.56 |
High |
104.78 |
104.77 |
-0.01 |
0.0% |
104.99 |
Low |
103.54 |
103.85 |
0.31 |
0.3% |
102.91 |
Close |
104.30 |
104.37 |
0.07 |
0.1% |
104.30 |
Range |
1.24 |
0.92 |
-0.32 |
-25.8% |
2.08 |
ATR |
1.45 |
1.41 |
-0.04 |
-2.6% |
0.00 |
Volume |
191,342 |
115,095 |
-76,247 |
-39.8% |
923,795 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.09 |
106.65 |
104.88 |
|
R3 |
106.17 |
105.73 |
104.62 |
|
R2 |
105.25 |
105.25 |
104.54 |
|
R1 |
104.81 |
104.81 |
104.45 |
104.57 |
PP |
104.33 |
104.33 |
104.33 |
104.21 |
S1 |
103.89 |
103.89 |
104.29 |
103.65 |
S2 |
103.41 |
103.41 |
104.20 |
|
S3 |
102.49 |
102.97 |
104.12 |
|
S4 |
101.57 |
102.05 |
103.86 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.31 |
109.38 |
105.44 |
|
R3 |
108.23 |
107.30 |
104.87 |
|
R2 |
106.15 |
106.15 |
104.68 |
|
R1 |
105.22 |
105.22 |
104.49 |
105.69 |
PP |
104.07 |
104.07 |
104.07 |
104.30 |
S1 |
103.14 |
103.14 |
104.11 |
103.61 |
S2 |
101.99 |
101.99 |
103.92 |
|
S3 |
99.91 |
101.06 |
103.73 |
|
S4 |
97.83 |
98.98 |
103.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.99 |
102.91 |
2.08 |
2.0% |
1.28 |
1.2% |
70% |
False |
False |
207,778 |
10 |
104.99 |
99.92 |
5.07 |
4.9% |
1.37 |
1.3% |
88% |
False |
False |
240,206 |
20 |
104.99 |
98.80 |
6.19 |
5.9% |
1.38 |
1.3% |
90% |
False |
False |
218,818 |
40 |
104.99 |
97.00 |
7.99 |
7.7% |
1.50 |
1.4% |
92% |
False |
False |
172,540 |
60 |
104.99 |
94.36 |
10.63 |
10.2% |
1.44 |
1.4% |
94% |
False |
False |
131,519 |
80 |
104.99 |
91.35 |
13.64 |
13.1% |
1.41 |
1.3% |
95% |
False |
False |
104,622 |
100 |
104.99 |
91.35 |
13.64 |
13.1% |
1.34 |
1.3% |
95% |
False |
False |
86,933 |
120 |
104.99 |
91.35 |
13.64 |
13.1% |
1.29 |
1.2% |
95% |
False |
False |
74,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.68 |
2.618 |
107.18 |
1.618 |
106.26 |
1.000 |
105.69 |
0.618 |
105.34 |
HIGH |
104.77 |
0.618 |
104.42 |
0.500 |
104.31 |
0.382 |
104.20 |
LOW |
103.85 |
0.618 |
103.28 |
1.000 |
102.93 |
1.618 |
102.36 |
2.618 |
101.44 |
4.250 |
99.94 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
104.35 |
104.27 |
PP |
104.33 |
104.16 |
S1 |
104.31 |
104.06 |
|