NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.79 |
99.63 |
-0.16 |
-0.2% |
97.57 |
High |
100.18 |
99.77 |
-0.41 |
-0.4% |
100.39 |
Low |
99.23 |
97.75 |
-1.48 |
-1.5% |
97.28 |
Close |
99.90 |
98.18 |
-1.72 |
-1.7% |
99.96 |
Range |
0.95 |
2.02 |
1.07 |
112.6% |
3.11 |
ATR |
1.27 |
1.34 |
0.06 |
4.9% |
0.00 |
Volume |
21,414 |
23,173 |
1,759 |
8.2% |
142,542 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.63 |
103.42 |
99.29 |
|
R3 |
102.61 |
101.40 |
98.74 |
|
R2 |
100.59 |
100.59 |
98.55 |
|
R1 |
99.38 |
99.38 |
98.37 |
98.98 |
PP |
98.57 |
98.57 |
98.57 |
98.36 |
S1 |
97.36 |
97.36 |
97.99 |
96.96 |
S2 |
96.55 |
96.55 |
97.81 |
|
S3 |
94.53 |
95.34 |
97.62 |
|
S4 |
92.51 |
93.32 |
97.07 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.54 |
107.36 |
101.67 |
|
R3 |
105.43 |
104.25 |
100.82 |
|
R2 |
102.32 |
102.32 |
100.53 |
|
R1 |
101.14 |
101.14 |
100.25 |
101.73 |
PP |
99.21 |
99.21 |
99.21 |
99.51 |
S1 |
98.03 |
98.03 |
99.67 |
98.62 |
S2 |
96.10 |
96.10 |
99.39 |
|
S3 |
92.99 |
94.92 |
99.10 |
|
S4 |
89.88 |
91.81 |
98.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.39 |
97.66 |
2.73 |
2.8% |
1.30 |
1.3% |
19% |
False |
False |
28,301 |
10 |
100.39 |
96.37 |
4.02 |
4.1% |
1.27 |
1.3% |
45% |
False |
False |
31,086 |
20 |
100.79 |
95.73 |
5.06 |
5.2% |
1.36 |
1.4% |
48% |
False |
False |
32,744 |
40 |
102.27 |
93.01 |
9.26 |
9.4% |
1.27 |
1.3% |
56% |
False |
False |
26,076 |
60 |
102.27 |
90.40 |
11.87 |
12.1% |
1.20 |
1.2% |
66% |
False |
False |
21,913 |
80 |
102.27 |
90.40 |
11.87 |
12.1% |
1.11 |
1.1% |
66% |
False |
False |
18,363 |
100 |
102.27 |
90.40 |
11.87 |
12.1% |
1.08 |
1.1% |
66% |
False |
False |
15,937 |
120 |
102.27 |
90.40 |
11.87 |
12.1% |
1.05 |
1.1% |
66% |
False |
False |
13,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.36 |
2.618 |
105.06 |
1.618 |
103.04 |
1.000 |
101.79 |
0.618 |
101.02 |
HIGH |
99.77 |
0.618 |
99.00 |
0.500 |
98.76 |
0.382 |
98.52 |
LOW |
97.75 |
0.618 |
96.50 |
1.000 |
95.73 |
1.618 |
94.48 |
2.618 |
92.46 |
4.250 |
89.17 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.76 |
99.07 |
PP |
98.57 |
98.77 |
S1 |
98.37 |
98.48 |
|