NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.63 |
97.95 |
-1.68 |
-1.7% |
97.57 |
High |
99.77 |
98.14 |
-1.63 |
-1.6% |
100.39 |
Low |
97.75 |
97.30 |
-0.45 |
-0.5% |
97.28 |
Close |
98.18 |
98.04 |
-0.14 |
-0.1% |
99.96 |
Range |
2.02 |
0.84 |
-1.18 |
-58.4% |
3.11 |
ATR |
1.34 |
1.30 |
-0.03 |
-2.4% |
0.00 |
Volume |
23,173 |
29,870 |
6,697 |
28.9% |
142,542 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.35 |
100.03 |
98.50 |
|
R3 |
99.51 |
99.19 |
98.27 |
|
R2 |
98.67 |
98.67 |
98.19 |
|
R1 |
98.35 |
98.35 |
98.12 |
98.51 |
PP |
97.83 |
97.83 |
97.83 |
97.91 |
S1 |
97.51 |
97.51 |
97.96 |
97.67 |
S2 |
96.99 |
96.99 |
97.89 |
|
S3 |
96.15 |
96.67 |
97.81 |
|
S4 |
95.31 |
95.83 |
97.58 |
|
|
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 |
97.30 |
3.09 |
3.2% |
1.25 |
1.3% |
24% |
False |
True |
28,922 |
10 |
100.39 |
96.37 |
4.02 |
4.1% |
1.28 |
1.3% |
42% |
False |
False |
30,039 |
20 |
100.39 |
95.73 |
4.66 |
4.8% |
1.30 |
1.3% |
50% |
False |
False |
32,990 |
40 |
102.27 |
93.76 |
8.51 |
8.7% |
1.26 |
1.3% |
50% |
False |
False |
26,397 |
60 |
102.27 |
90.40 |
11.87 |
12.1% |
1.20 |
1.2% |
64% |
False |
False |
22,247 |
80 |
102.27 |
90.40 |
11.87 |
12.1% |
1.11 |
1.1% |
64% |
False |
False |
18,583 |
100 |
102.27 |
90.40 |
11.87 |
12.1% |
1.08 |
1.1% |
64% |
False |
False |
16,196 |
120 |
102.27 |
90.40 |
11.87 |
12.1% |
1.05 |
1.1% |
64% |
False |
False |
14,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.71 |
2.618 |
100.34 |
1.618 |
99.50 |
1.000 |
98.98 |
0.618 |
98.66 |
HIGH |
98.14 |
0.618 |
97.82 |
0.500 |
97.72 |
0.382 |
97.62 |
LOW |
97.30 |
0.618 |
96.78 |
1.000 |
96.46 |
1.618 |
95.94 |
2.618 |
95.10 |
4.250 |
93.73 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
97.93 |
98.74 |
PP |
97.83 |
98.51 |
S1 |
97.72 |
98.27 |
|