NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
98.92 |
98.64 |
-0.28 |
-0.3% |
98.70 |
High |
99.07 |
99.82 |
0.75 |
0.8% |
101.39 |
Low |
98.15 |
98.39 |
0.24 |
0.2% |
98.14 |
Close |
98.90 |
99.63 |
0.73 |
0.7% |
100.89 |
Range |
0.92 |
1.43 |
0.51 |
55.4% |
3.25 |
ATR |
1.40 |
1.41 |
0.00 |
0.1% |
0.00 |
Volume |
91,229 |
85,138 |
-6,091 |
-6.7% |
374,902 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.57 |
103.03 |
100.42 |
|
R3 |
102.14 |
101.60 |
100.02 |
|
R2 |
100.71 |
100.71 |
99.89 |
|
R1 |
100.17 |
100.17 |
99.76 |
100.44 |
PP |
99.28 |
99.28 |
99.28 |
99.42 |
S1 |
98.74 |
98.74 |
99.50 |
99.01 |
S2 |
97.85 |
97.85 |
99.37 |
|
S3 |
96.42 |
97.31 |
99.24 |
|
S4 |
94.99 |
95.88 |
98.84 |
|
|
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% |
1.31 |
1.3% |
46% |
False |
False |
76,642 |
10 |
101.39 |
97.45 |
3.94 |
4.0% |
1.39 |
1.4% |
55% |
False |
False |
76,729 |
20 |
101.39 |
96.42 |
4.97 |
5.0% |
1.40 |
1.4% |
65% |
False |
False |
82,112 |
40 |
103.45 |
95.23 |
8.22 |
8.3% |
1.39 |
1.4% |
54% |
False |
False |
68,036 |
60 |
103.45 |
90.97 |
12.48 |
12.5% |
1.34 |
1.3% |
69% |
False |
False |
61,278 |
80 |
103.45 |
90.97 |
12.48 |
12.5% |
1.28 |
1.3% |
69% |
False |
False |
53,528 |
100 |
103.45 |
90.97 |
12.48 |
12.5% |
1.27 |
1.3% |
69% |
False |
False |
50,177 |
120 |
103.45 |
90.97 |
12.48 |
12.5% |
1.26 |
1.3% |
69% |
False |
False |
47,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.90 |
2.618 |
103.56 |
1.618 |
102.13 |
1.000 |
101.25 |
0.618 |
100.70 |
HIGH |
99.82 |
0.618 |
99.27 |
0.500 |
99.11 |
0.382 |
98.94 |
LOW |
98.39 |
0.618 |
97.51 |
1.000 |
96.96 |
1.618 |
96.08 |
2.618 |
94.65 |
4.250 |
92.31 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.46 |
99.58 |
PP |
99.28 |
99.52 |
S1 |
99.11 |
99.47 |
|