NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
102.83 |
103.03 |
0.20 |
0.2% |
100.27 |
High |
103.25 |
104.10 |
0.85 |
0.8% |
103.23 |
Low |
102.17 |
102.43 |
0.26 |
0.3% |
99.29 |
Close |
103.00 |
103.03 |
0.03 |
0.0% |
102.62 |
Range |
1.08 |
1.67 |
0.59 |
54.6% |
3.94 |
ATR |
1.36 |
1.38 |
0.02 |
1.6% |
0.00 |
Volume |
138,800 |
200,222 |
61,422 |
44.3% |
673,466 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.20 |
107.28 |
103.95 |
|
R3 |
106.53 |
105.61 |
103.49 |
|
R2 |
104.86 |
104.86 |
103.34 |
|
R1 |
103.94 |
103.94 |
103.18 |
103.87 |
PP |
103.19 |
103.19 |
103.19 |
103.15 |
S1 |
102.27 |
102.27 |
102.88 |
102.20 |
S2 |
101.52 |
101.52 |
102.72 |
|
S3 |
99.85 |
100.60 |
102.57 |
|
S4 |
98.18 |
98.93 |
102.11 |
|
|
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 |
104.10 |
102.01 |
2.09 |
2.0% |
1.19 |
1.2% |
49% |
True |
False |
155,988 |
10 |
104.10 |
98.39 |
5.71 |
5.5% |
1.35 |
1.3% |
81% |
True |
False |
133,696 |
20 |
104.10 |
97.26 |
6.84 |
6.6% |
1.36 |
1.3% |
84% |
True |
False |
106,402 |
40 |
104.10 |
96.42 |
7.68 |
7.5% |
1.40 |
1.4% |
86% |
True |
False |
87,530 |
60 |
104.10 |
93.67 |
10.43 |
10.1% |
1.35 |
1.3% |
90% |
True |
False |
74,865 |
80 |
104.10 |
90.97 |
13.13 |
12.7% |
1.31 |
1.3% |
92% |
True |
False |
65,511 |
100 |
104.10 |
90.97 |
13.13 |
12.7% |
1.28 |
1.2% |
92% |
True |
False |
59,589 |
120 |
104.10 |
90.97 |
13.13 |
12.7% |
1.26 |
1.2% |
92% |
True |
False |
55,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.20 |
2.618 |
108.47 |
1.618 |
106.80 |
1.000 |
105.77 |
0.618 |
105.13 |
HIGH |
104.10 |
0.618 |
103.46 |
0.500 |
103.27 |
0.382 |
103.07 |
LOW |
102.43 |
0.618 |
101.40 |
1.000 |
100.76 |
1.618 |
99.73 |
2.618 |
98.06 |
4.250 |
95.33 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
103.27 |
103.14 |
PP |
103.19 |
103.10 |
S1 |
103.11 |
103.07 |
|