NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
101.93 |
100.49 |
-1.44 |
-1.4% |
103.70 |
High |
102.05 |
101.52 |
-0.53 |
-0.5% |
103.83 |
Low |
100.48 |
100.33 |
-0.15 |
-0.1% |
100.48 |
Close |
100.60 |
100.84 |
0.24 |
0.2% |
100.60 |
Range |
1.57 |
1.19 |
-0.38 |
-24.2% |
3.35 |
ATR |
1.34 |
1.33 |
-0.01 |
-0.8% |
0.00 |
Volume |
221,601 |
231,590 |
9,989 |
4.5% |
1,184,711 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.47 |
103.84 |
101.49 |
|
R3 |
103.28 |
102.65 |
101.17 |
|
R2 |
102.09 |
102.09 |
101.06 |
|
R1 |
101.46 |
101.46 |
100.95 |
101.78 |
PP |
100.90 |
100.90 |
100.90 |
101.05 |
S1 |
100.27 |
100.27 |
100.73 |
100.59 |
S2 |
99.71 |
99.71 |
100.62 |
|
S3 |
98.52 |
99.08 |
100.51 |
|
S4 |
97.33 |
97.89 |
100.19 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.69 |
109.49 |
102.44 |
|
R3 |
108.34 |
106.14 |
101.52 |
|
R2 |
104.99 |
104.99 |
101.21 |
|
R1 |
102.79 |
102.79 |
100.91 |
102.22 |
PP |
101.64 |
101.64 |
101.64 |
101.35 |
S1 |
99.44 |
99.44 |
100.29 |
98.87 |
S2 |
98.29 |
98.29 |
99.99 |
|
S3 |
94.94 |
96.09 |
99.68 |
|
S4 |
91.59 |
92.74 |
98.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.65 |
100.33 |
3.32 |
3.3% |
1.35 |
1.3% |
15% |
False |
True |
245,967 |
10 |
104.10 |
100.33 |
3.77 |
3.7% |
1.28 |
1.3% |
14% |
False |
True |
209,888 |
20 |
104.10 |
98.15 |
5.95 |
5.9% |
1.32 |
1.3% |
45% |
False |
False |
157,300 |
40 |
104.10 |
96.42 |
7.68 |
7.6% |
1.42 |
1.4% |
58% |
False |
False |
119,151 |
60 |
104.10 |
93.73 |
10.37 |
10.3% |
1.35 |
1.3% |
69% |
False |
False |
96,023 |
80 |
104.10 |
90.97 |
13.13 |
13.0% |
1.35 |
1.3% |
75% |
False |
False |
83,362 |
100 |
104.10 |
90.97 |
13.13 |
13.0% |
1.27 |
1.3% |
75% |
False |
False |
73,526 |
120 |
104.10 |
90.97 |
13.13 |
13.0% |
1.27 |
1.3% |
75% |
False |
False |
66,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.58 |
2.618 |
104.64 |
1.618 |
103.45 |
1.000 |
102.71 |
0.618 |
102.26 |
HIGH |
101.52 |
0.618 |
101.07 |
0.500 |
100.93 |
0.382 |
100.78 |
LOW |
100.33 |
0.618 |
99.59 |
1.000 |
99.14 |
1.618 |
98.40 |
2.618 |
97.21 |
4.250 |
95.27 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.93 |
101.34 |
PP |
100.90 |
101.17 |
S1 |
100.87 |
101.01 |
|