NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
98.64 |
99.69 |
1.05 |
1.1% |
100.99 |
High |
99.82 |
100.91 |
1.09 |
1.1% |
101.17 |
Low |
98.39 |
99.61 |
1.22 |
1.2% |
98.15 |
Close |
99.63 |
100.46 |
0.83 |
0.8% |
100.46 |
Range |
1.43 |
1.30 |
-0.13 |
-9.1% |
3.02 |
ATR |
1.41 |
1.40 |
-0.01 |
-0.5% |
0.00 |
Volume |
85,138 |
77,311 |
-7,827 |
-9.2% |
373,668 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.23 |
103.64 |
101.18 |
|
R3 |
102.93 |
102.34 |
100.82 |
|
R2 |
101.63 |
101.63 |
100.70 |
|
R1 |
101.04 |
101.04 |
100.58 |
101.34 |
PP |
100.33 |
100.33 |
100.33 |
100.47 |
S1 |
99.74 |
99.74 |
100.34 |
100.04 |
S2 |
99.03 |
99.03 |
100.22 |
|
S3 |
97.73 |
98.44 |
100.10 |
|
S4 |
96.43 |
97.14 |
99.75 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.99 |
107.74 |
102.12 |
|
R3 |
105.97 |
104.72 |
101.29 |
|
R2 |
102.95 |
102.95 |
101.01 |
|
R1 |
101.70 |
101.70 |
100.74 |
100.82 |
PP |
99.93 |
99.93 |
99.93 |
99.48 |
S1 |
98.68 |
98.68 |
100.18 |
97.80 |
S2 |
96.91 |
96.91 |
99.91 |
|
S3 |
93.89 |
95.66 |
99.63 |
|
S4 |
90.87 |
92.64 |
98.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.17 |
98.15 |
3.02 |
3.0% |
1.37 |
1.4% |
76% |
False |
False |
74,733 |
10 |
101.39 |
98.14 |
3.25 |
3.2% |
1.32 |
1.3% |
71% |
False |
False |
74,857 |
20 |
101.39 |
96.42 |
4.97 |
4.9% |
1.40 |
1.4% |
81% |
False |
False |
81,914 |
40 |
103.45 |
95.39 |
8.06 |
8.0% |
1.39 |
1.4% |
63% |
False |
False |
68,925 |
60 |
103.45 |
90.97 |
12.48 |
12.4% |
1.34 |
1.3% |
76% |
False |
False |
61,769 |
80 |
103.45 |
90.97 |
12.48 |
12.4% |
1.28 |
1.3% |
76% |
False |
False |
54,081 |
100 |
103.45 |
90.97 |
12.48 |
12.4% |
1.27 |
1.3% |
76% |
False |
False |
50,604 |
120 |
103.45 |
90.97 |
12.48 |
12.4% |
1.26 |
1.3% |
76% |
False |
False |
48,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.44 |
2.618 |
104.31 |
1.618 |
103.01 |
1.000 |
102.21 |
0.618 |
101.71 |
HIGH |
100.91 |
0.618 |
100.41 |
0.500 |
100.26 |
0.382 |
100.11 |
LOW |
99.61 |
0.618 |
98.81 |
1.000 |
98.31 |
1.618 |
97.51 |
2.618 |
96.21 |
4.250 |
94.09 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.39 |
100.15 |
PP |
100.33 |
99.84 |
S1 |
100.26 |
99.53 |
|