NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
102.21 |
102.83 |
0.62 |
0.6% |
100.27 |
High |
103.48 |
103.25 |
-0.23 |
-0.2% |
103.23 |
Low |
102.21 |
102.17 |
-0.04 |
0.0% |
99.29 |
Close |
103.21 |
103.00 |
-0.21 |
-0.2% |
102.62 |
Range |
1.27 |
1.08 |
-0.19 |
-15.0% |
3.94 |
ATR |
1.38 |
1.36 |
-0.02 |
-1.6% |
0.00 |
Volume |
162,029 |
138,800 |
-23,229 |
-14.3% |
673,466 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.05 |
105.60 |
103.59 |
|
R3 |
104.97 |
104.52 |
103.30 |
|
R2 |
103.89 |
103.89 |
103.20 |
|
R1 |
103.44 |
103.44 |
103.10 |
103.67 |
PP |
102.81 |
102.81 |
102.81 |
102.92 |
S1 |
102.36 |
102.36 |
102.90 |
102.59 |
S2 |
101.73 |
101.73 |
102.80 |
|
S3 |
100.65 |
101.28 |
102.70 |
|
S4 |
99.57 |
100.20 |
102.41 |
|
|
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 |
103.48 |
101.26 |
2.22 |
2.2% |
1.17 |
1.1% |
78% |
False |
False |
153,494 |
10 |
103.48 |
98.15 |
5.33 |
5.2% |
1.28 |
1.2% |
91% |
False |
False |
122,797 |
20 |
103.48 |
97.26 |
6.22 |
6.0% |
1.32 |
1.3% |
92% |
False |
False |
101,328 |
40 |
103.48 |
96.42 |
7.06 |
6.9% |
1.39 |
1.3% |
93% |
False |
False |
84,086 |
60 |
103.48 |
92.68 |
10.80 |
10.5% |
1.35 |
1.3% |
96% |
False |
False |
72,089 |
80 |
103.48 |
90.97 |
12.51 |
12.1% |
1.31 |
1.3% |
96% |
False |
False |
63,460 |
100 |
103.48 |
90.97 |
12.51 |
12.1% |
1.27 |
1.2% |
96% |
False |
False |
57,833 |
120 |
103.48 |
90.97 |
12.51 |
12.1% |
1.26 |
1.2% |
96% |
False |
False |
54,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.84 |
2.618 |
106.08 |
1.618 |
105.00 |
1.000 |
104.33 |
0.618 |
103.92 |
HIGH |
103.25 |
0.618 |
102.84 |
0.500 |
102.71 |
0.382 |
102.58 |
LOW |
102.17 |
0.618 |
101.50 |
1.000 |
101.09 |
1.618 |
100.42 |
2.618 |
99.34 |
4.250 |
97.58 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
102.90 |
102.92 |
PP |
102.81 |
102.83 |
S1 |
102.71 |
102.75 |
|