NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
103.70 |
103.60 |
-0.10 |
-0.1% |
102.21 |
High |
103.83 |
103.65 |
-0.18 |
-0.2% |
104.10 |
Low |
102.96 |
101.51 |
-1.45 |
-1.4% |
102.17 |
Close |
103.65 |
101.75 |
-1.90 |
-1.8% |
103.37 |
Range |
0.87 |
2.14 |
1.27 |
146.0% |
1.93 |
ATR |
1.33 |
1.39 |
0.06 |
4.3% |
0.00 |
Volume |
186,464 |
323,723 |
137,259 |
73.6% |
682,579 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.72 |
107.38 |
102.93 |
|
R3 |
106.58 |
105.24 |
102.34 |
|
R2 |
104.44 |
104.44 |
102.14 |
|
R1 |
103.10 |
103.10 |
101.95 |
102.70 |
PP |
102.30 |
102.30 |
102.30 |
102.11 |
S1 |
100.96 |
100.96 |
101.55 |
100.56 |
S2 |
100.16 |
100.16 |
101.36 |
|
S3 |
98.02 |
98.82 |
101.16 |
|
S4 |
95.88 |
96.68 |
100.57 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.00 |
108.12 |
104.43 |
|
R3 |
107.07 |
106.19 |
103.90 |
|
R2 |
105.14 |
105.14 |
103.72 |
|
R1 |
104.26 |
104.26 |
103.55 |
104.70 |
PP |
103.21 |
103.21 |
103.21 |
103.44 |
S1 |
102.33 |
102.33 |
103.19 |
102.77 |
S2 |
101.28 |
101.28 |
103.02 |
|
S3 |
99.35 |
100.40 |
102.84 |
|
S4 |
97.42 |
98.47 |
102.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.10 |
101.51 |
2.59 |
2.5% |
1.39 |
1.4% |
9% |
False |
True |
206,147 |
10 |
104.10 |
100.01 |
4.09 |
4.0% |
1.36 |
1.3% |
43% |
False |
False |
178,366 |
20 |
104.10 |
98.14 |
5.96 |
5.9% |
1.35 |
1.3% |
61% |
False |
False |
127,223 |
40 |
104.10 |
96.42 |
7.68 |
7.5% |
1.42 |
1.4% |
69% |
False |
False |
101,021 |
60 |
104.10 |
93.67 |
10.43 |
10.3% |
1.36 |
1.3% |
77% |
False |
False |
83,747 |
80 |
104.10 |
90.97 |
13.13 |
12.9% |
1.34 |
1.3% |
82% |
False |
False |
72,949 |
100 |
104.10 |
90.97 |
13.13 |
12.9% |
1.28 |
1.3% |
82% |
False |
False |
65,481 |
120 |
104.10 |
90.97 |
13.13 |
12.9% |
1.26 |
1.2% |
82% |
False |
False |
60,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.75 |
2.618 |
109.25 |
1.618 |
107.11 |
1.000 |
105.79 |
0.618 |
104.97 |
HIGH |
103.65 |
0.618 |
102.83 |
0.500 |
102.58 |
0.382 |
102.33 |
LOW |
101.51 |
0.618 |
100.19 |
1.000 |
99.37 |
1.618 |
98.05 |
2.618 |
95.91 |
4.250 |
92.42 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
102.58 |
102.72 |
PP |
102.30 |
102.39 |
S1 |
102.03 |
102.07 |
|