NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
104.54 |
104.36 |
-0.18 |
-0.2% |
103.56 |
| High |
104.77 |
104.36 |
-0.41 |
-0.4% |
104.99 |
| Low |
103.85 |
101.69 |
-2.16 |
-2.1% |
102.91 |
| Close |
104.37 |
102.13 |
-2.24 |
-2.1% |
104.30 |
| Range |
0.92 |
2.67 |
1.75 |
190.2% |
2.08 |
| ATR |
1.41 |
1.51 |
0.09 |
6.4% |
0.00 |
| Volume |
115,095 |
38,405 |
-76,690 |
-66.6% |
923,795 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.74 |
109.10 |
103.60 |
|
| R3 |
108.07 |
106.43 |
102.86 |
|
| R2 |
105.40 |
105.40 |
102.62 |
|
| R1 |
103.76 |
103.76 |
102.37 |
103.25 |
| PP |
102.73 |
102.73 |
102.73 |
102.47 |
| S1 |
101.09 |
101.09 |
101.89 |
100.58 |
| S2 |
100.06 |
100.06 |
101.64 |
|
| S3 |
97.39 |
98.42 |
101.40 |
|
| S4 |
94.72 |
95.75 |
100.66 |
|
|
| 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 |
101.69 |
3.30 |
3.2% |
1.57 |
1.5% |
13% |
False |
True |
168,016 |
| 10 |
104.99 |
100.68 |
4.31 |
4.2% |
1.50 |
1.5% |
34% |
False |
False |
218,558 |
| 20 |
104.99 |
98.80 |
6.19 |
6.1% |
1.45 |
1.4% |
54% |
False |
False |
213,153 |
| 40 |
104.99 |
97.00 |
7.99 |
7.8% |
1.53 |
1.5% |
64% |
False |
False |
172,184 |
| 60 |
104.99 |
94.36 |
10.63 |
10.4% |
1.47 |
1.4% |
73% |
False |
False |
131,268 |
| 80 |
104.99 |
91.35 |
13.64 |
13.4% |
1.43 |
1.4% |
79% |
False |
False |
104,935 |
| 100 |
104.99 |
91.35 |
13.64 |
13.4% |
1.35 |
1.3% |
79% |
False |
False |
87,218 |
| 120 |
104.99 |
91.35 |
13.64 |
13.4% |
1.30 |
1.3% |
79% |
False |
False |
74,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.71 |
|
2.618 |
111.35 |
|
1.618 |
108.68 |
|
1.000 |
107.03 |
|
0.618 |
106.01 |
|
HIGH |
104.36 |
|
0.618 |
103.34 |
|
0.500 |
103.03 |
|
0.382 |
102.71 |
|
LOW |
101.69 |
|
0.618 |
100.04 |
|
1.000 |
99.02 |
|
1.618 |
97.37 |
|
2.618 |
94.70 |
|
4.250 |
90.34 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.03 |
103.24 |
| PP |
102.73 |
102.87 |
| S1 |
102.43 |
102.50 |
|