NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
101.59 |
102.44 |
0.85 |
0.8% |
100.99 |
| High |
102.82 |
102.84 |
0.02 |
0.0% |
101.17 |
| Low |
101.26 |
102.12 |
0.86 |
0.8% |
98.15 |
| Close |
102.65 |
102.38 |
-0.27 |
-0.3% |
100.46 |
| Range |
1.56 |
0.72 |
-0.84 |
-53.8% |
3.02 |
| ATR |
1.46 |
1.41 |
-0.05 |
-3.6% |
0.00 |
| Volume |
187,751 |
124,427 |
-63,324 |
-33.7% |
373,668 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.61 |
104.21 |
102.78 |
|
| R3 |
103.89 |
103.49 |
102.58 |
|
| R2 |
103.17 |
103.17 |
102.51 |
|
| R1 |
102.77 |
102.77 |
102.45 |
102.61 |
| PP |
102.45 |
102.45 |
102.45 |
102.37 |
| S1 |
102.05 |
102.05 |
102.31 |
101.89 |
| S2 |
101.73 |
101.73 |
102.25 |
|
| S3 |
101.01 |
101.33 |
102.18 |
|
| S4 |
100.29 |
100.61 |
101.98 |
|
|
| 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 |
102.84 |
99.29 |
3.55 |
3.5% |
1.37 |
1.3% |
87% |
True |
False |
119,262 |
| 10 |
102.84 |
98.15 |
4.69 |
4.6% |
1.34 |
1.3% |
90% |
True |
False |
97,952 |
| 20 |
102.84 |
96.42 |
6.42 |
6.3% |
1.37 |
1.3% |
93% |
True |
False |
89,404 |
| 40 |
103.45 |
96.42 |
7.03 |
6.9% |
1.40 |
1.4% |
85% |
False |
False |
76,398 |
| 60 |
103.45 |
91.60 |
11.85 |
11.6% |
1.35 |
1.3% |
91% |
False |
False |
66,879 |
| 80 |
103.45 |
90.97 |
12.48 |
12.2% |
1.30 |
1.3% |
91% |
False |
False |
58,717 |
| 100 |
103.45 |
90.97 |
12.48 |
12.2% |
1.27 |
1.2% |
91% |
False |
False |
54,414 |
| 120 |
103.45 |
90.97 |
12.48 |
12.2% |
1.26 |
1.2% |
91% |
False |
False |
51,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.90 |
|
2.618 |
104.72 |
|
1.618 |
104.00 |
|
1.000 |
103.56 |
|
0.618 |
103.28 |
|
HIGH |
102.84 |
|
0.618 |
102.56 |
|
0.500 |
102.48 |
|
0.382 |
102.40 |
|
LOW |
102.12 |
|
0.618 |
101.68 |
|
1.000 |
101.40 |
|
1.618 |
100.96 |
|
2.618 |
100.24 |
|
4.250 |
99.06 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.48 |
102.06 |
| PP |
102.45 |
101.74 |
| S1 |
102.41 |
101.43 |
|