NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.99 |
100.76 |
-0.23 |
-0.2% |
98.70 |
High |
101.17 |
100.78 |
-0.39 |
-0.4% |
101.39 |
Low |
100.12 |
98.61 |
-1.51 |
-1.5% |
98.14 |
Close |
100.82 |
99.05 |
-1.77 |
-1.8% |
100.89 |
Range |
1.05 |
2.17 |
1.12 |
106.7% |
3.25 |
ATR |
1.38 |
1.44 |
0.06 |
4.3% |
0.00 |
Volume |
57,090 |
62,900 |
5,810 |
10.2% |
374,902 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.99 |
104.69 |
100.24 |
|
R3 |
103.82 |
102.52 |
99.65 |
|
R2 |
101.65 |
101.65 |
99.45 |
|
R1 |
100.35 |
100.35 |
99.25 |
99.92 |
PP |
99.48 |
99.48 |
99.48 |
99.26 |
S1 |
98.18 |
98.18 |
98.85 |
97.75 |
S2 |
97.31 |
97.31 |
98.65 |
|
S3 |
95.14 |
96.01 |
98.45 |
|
S4 |
92.97 |
93.84 |
97.86 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.89 |
108.64 |
102.68 |
|
R3 |
106.64 |
105.39 |
101.78 |
|
R2 |
103.39 |
103.39 |
101.49 |
|
R1 |
102.14 |
102.14 |
101.19 |
102.77 |
PP |
100.14 |
100.14 |
100.14 |
100.45 |
S1 |
98.89 |
98.89 |
100.59 |
99.52 |
S2 |
96.89 |
96.89 |
100.29 |
|
S3 |
93.64 |
95.64 |
100.00 |
|
S4 |
90.39 |
92.39 |
99.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.39 |
98.50 |
2.89 |
2.9% |
1.40 |
1.4% |
19% |
False |
False |
75,342 |
10 |
101.39 |
97.26 |
4.13 |
4.2% |
1.36 |
1.4% |
43% |
False |
False |
79,859 |
20 |
101.87 |
96.42 |
5.45 |
5.5% |
1.48 |
1.5% |
48% |
False |
False |
79,841 |
40 |
103.45 |
93.86 |
9.59 |
9.7% |
1.39 |
1.4% |
54% |
False |
False |
65,961 |
60 |
103.45 |
90.97 |
12.48 |
12.6% |
1.33 |
1.3% |
65% |
False |
False |
59,664 |
80 |
103.45 |
90.97 |
12.48 |
12.6% |
1.27 |
1.3% |
65% |
False |
False |
52,767 |
100 |
103.45 |
90.97 |
12.48 |
12.6% |
1.27 |
1.3% |
65% |
False |
False |
49,138 |
120 |
103.45 |
90.97 |
12.48 |
12.6% |
1.27 |
1.3% |
65% |
False |
False |
46,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.00 |
2.618 |
106.46 |
1.618 |
104.29 |
1.000 |
102.95 |
0.618 |
102.12 |
HIGH |
100.78 |
0.618 |
99.95 |
0.500 |
99.70 |
0.382 |
99.44 |
LOW |
98.61 |
0.618 |
97.27 |
1.000 |
96.44 |
1.618 |
95.10 |
2.618 |
92.93 |
4.250 |
89.39 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.70 |
100.00 |
PP |
99.48 |
99.68 |
S1 |
99.27 |
99.37 |
|