NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
102.44 |
102.31 |
-0.13 |
-0.1% |
100.27 |
High |
102.84 |
103.23 |
0.39 |
0.4% |
103.23 |
Low |
102.12 |
102.01 |
-0.11 |
-0.1% |
99.29 |
Close |
102.38 |
102.62 |
0.24 |
0.2% |
102.62 |
Range |
0.72 |
1.22 |
0.50 |
69.4% |
3.94 |
ATR |
1.41 |
1.39 |
-0.01 |
-0.9% |
0.00 |
Volume |
124,427 |
154,464 |
30,037 |
24.1% |
673,466 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.28 |
105.67 |
103.29 |
|
R3 |
105.06 |
104.45 |
102.96 |
|
R2 |
103.84 |
103.84 |
102.84 |
|
R1 |
103.23 |
103.23 |
102.73 |
103.54 |
PP |
102.62 |
102.62 |
102.62 |
102.77 |
S1 |
102.01 |
102.01 |
102.51 |
102.32 |
S2 |
101.40 |
101.40 |
102.40 |
|
S3 |
100.18 |
100.79 |
102.28 |
|
S4 |
98.96 |
99.57 |
101.95 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.53 |
112.02 |
104.79 |
|
R3 |
109.59 |
108.08 |
103.70 |
|
R2 |
105.65 |
105.65 |
103.34 |
|
R1 |
104.14 |
104.14 |
102.98 |
104.90 |
PP |
101.71 |
101.71 |
101.71 |
102.09 |
S1 |
100.20 |
100.20 |
102.26 |
100.96 |
S2 |
97.77 |
97.77 |
101.90 |
|
S3 |
93.83 |
96.26 |
101.54 |
|
S4 |
89.89 |
92.32 |
100.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.23 |
99.29 |
3.94 |
3.8% |
1.36 |
1.3% |
85% |
True |
False |
134,693 |
10 |
103.23 |
98.15 |
5.08 |
5.0% |
1.37 |
1.3% |
88% |
True |
False |
104,713 |
20 |
103.23 |
96.42 |
6.81 |
6.6% |
1.37 |
1.3% |
91% |
True |
False |
92,740 |
40 |
103.45 |
96.42 |
7.03 |
6.9% |
1.40 |
1.4% |
88% |
False |
False |
78,752 |
60 |
103.45 |
92.57 |
10.88 |
10.6% |
1.34 |
1.3% |
92% |
False |
False |
68,510 |
80 |
103.45 |
90.97 |
12.48 |
12.2% |
1.30 |
1.3% |
93% |
False |
False |
60,239 |
100 |
103.45 |
90.97 |
12.48 |
12.2% |
1.27 |
1.2% |
93% |
False |
False |
55,319 |
120 |
103.45 |
90.97 |
12.48 |
12.2% |
1.26 |
1.2% |
93% |
False |
False |
52,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.42 |
2.618 |
106.42 |
1.618 |
105.20 |
1.000 |
104.45 |
0.618 |
103.98 |
HIGH |
103.23 |
0.618 |
102.76 |
0.500 |
102.62 |
0.382 |
102.48 |
LOW |
102.01 |
0.618 |
101.26 |
1.000 |
100.79 |
1.618 |
100.04 |
2.618 |
98.82 |
4.250 |
96.83 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
102.62 |
102.50 |
PP |
102.62 |
102.37 |
S1 |
102.62 |
102.25 |
|