NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.76 |
98.92 |
-1.84 |
-1.8% |
98.70 |
High |
100.78 |
99.07 |
-1.71 |
-1.7% |
101.39 |
Low |
98.61 |
98.15 |
-0.46 |
-0.5% |
98.14 |
Close |
99.05 |
98.90 |
-0.15 |
-0.2% |
100.89 |
Range |
2.17 |
0.92 |
-1.25 |
-57.6% |
3.25 |
ATR |
1.44 |
1.40 |
-0.04 |
-2.6% |
0.00 |
Volume |
62,900 |
91,229 |
28,329 |
45.0% |
374,902 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.47 |
101.10 |
99.41 |
|
R3 |
100.55 |
100.18 |
99.15 |
|
R2 |
99.63 |
99.63 |
99.07 |
|
R1 |
99.26 |
99.26 |
98.98 |
98.99 |
PP |
98.71 |
98.71 |
98.71 |
98.57 |
S1 |
98.34 |
98.34 |
98.82 |
98.07 |
S2 |
97.79 |
97.79 |
98.73 |
|
S3 |
96.87 |
97.42 |
98.65 |
|
S4 |
95.95 |
96.50 |
98.39 |
|
|
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 |
98.15 |
3.24 |
3.3% |
1.35 |
1.4% |
23% |
False |
True |
78,471 |
10 |
101.39 |
97.26 |
4.13 |
4.2% |
1.37 |
1.4% |
40% |
False |
False |
79,108 |
20 |
101.39 |
96.42 |
4.97 |
5.0% |
1.41 |
1.4% |
50% |
False |
False |
81,726 |
40 |
103.45 |
94.55 |
8.90 |
9.0% |
1.38 |
1.4% |
49% |
False |
False |
66,932 |
60 |
103.45 |
90.97 |
12.48 |
12.6% |
1.33 |
1.3% |
64% |
False |
False |
60,470 |
80 |
103.45 |
90.97 |
12.48 |
12.6% |
1.27 |
1.3% |
64% |
False |
False |
52,983 |
100 |
103.45 |
90.97 |
12.48 |
12.6% |
1.26 |
1.3% |
64% |
False |
False |
49,709 |
120 |
103.45 |
90.97 |
12.48 |
12.6% |
1.26 |
1.3% |
64% |
False |
False |
47,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.98 |
2.618 |
101.48 |
1.618 |
100.56 |
1.000 |
99.99 |
0.618 |
99.64 |
HIGH |
99.07 |
0.618 |
98.72 |
0.500 |
98.61 |
0.382 |
98.50 |
LOW |
98.15 |
0.618 |
97.58 |
1.000 |
97.23 |
1.618 |
96.66 |
2.618 |
95.74 |
4.250 |
94.24 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.80 |
99.66 |
PP |
98.71 |
99.41 |
S1 |
98.61 |
99.15 |
|