NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.89 |
100.76 |
-0.13 |
-0.1% |
103.70 |
High |
102.20 |
100.76 |
-1.44 |
-1.4% |
103.83 |
Low |
100.71 |
99.35 |
-1.36 |
-1.4% |
100.48 |
Close |
101.28 |
99.74 |
-1.54 |
-1.5% |
100.60 |
Range |
1.49 |
1.41 |
-0.08 |
-5.4% |
3.35 |
ATR |
1.34 |
1.39 |
0.04 |
3.1% |
0.00 |
Volume |
218,691 |
282,979 |
64,288 |
29.4% |
1,184,711 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.18 |
103.37 |
100.52 |
|
R3 |
102.77 |
101.96 |
100.13 |
|
R2 |
101.36 |
101.36 |
100.00 |
|
R1 |
100.55 |
100.55 |
99.87 |
100.25 |
PP |
99.95 |
99.95 |
99.95 |
99.80 |
S1 |
99.14 |
99.14 |
99.61 |
98.84 |
S2 |
98.54 |
98.54 |
99.48 |
|
S3 |
97.13 |
97.73 |
99.35 |
|
S4 |
95.72 |
96.32 |
98.96 |
|
|
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 |
102.35 |
99.35 |
3.00 |
3.0% |
1.32 |
1.3% |
13% |
False |
True |
231,427 |
10 |
104.10 |
99.35 |
4.75 |
4.8% |
1.33 |
1.3% |
8% |
False |
True |
229,972 |
20 |
104.10 |
98.15 |
5.95 |
6.0% |
1.31 |
1.3% |
27% |
False |
False |
176,384 |
40 |
104.10 |
96.42 |
7.68 |
7.7% |
1.39 |
1.4% |
43% |
False |
False |
128,112 |
60 |
104.10 |
93.86 |
10.24 |
10.3% |
1.36 |
1.4% |
57% |
False |
False |
102,769 |
80 |
104.10 |
90.97 |
13.13 |
13.2% |
1.33 |
1.3% |
67% |
False |
False |
88,844 |
100 |
104.10 |
90.97 |
13.13 |
13.2% |
1.27 |
1.3% |
67% |
False |
False |
77,490 |
120 |
104.10 |
90.97 |
13.13 |
13.2% |
1.27 |
1.3% |
67% |
False |
False |
70,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.75 |
2.618 |
104.45 |
1.618 |
103.04 |
1.000 |
102.17 |
0.618 |
101.63 |
HIGH |
100.76 |
0.618 |
100.22 |
0.500 |
100.06 |
0.382 |
99.89 |
LOW |
99.35 |
0.618 |
98.48 |
1.000 |
97.94 |
1.618 |
97.07 |
2.618 |
95.66 |
4.250 |
93.36 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.06 |
100.78 |
PP |
99.95 |
100.43 |
S1 |
99.85 |
100.09 |
|