NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
97.95 |
97.72 |
-0.23 |
-0.2% |
97.57 |
High |
98.14 |
98.97 |
0.83 |
0.8% |
100.39 |
Low |
97.30 |
97.55 |
0.25 |
0.3% |
97.28 |
Close |
98.04 |
98.84 |
0.80 |
0.8% |
99.96 |
Range |
0.84 |
1.42 |
0.58 |
69.0% |
3.11 |
ATR |
1.30 |
1.31 |
0.01 |
0.6% |
0.00 |
Volume |
29,870 |
35,686 |
5,816 |
19.5% |
142,542 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.71 |
102.20 |
99.62 |
|
R3 |
101.29 |
100.78 |
99.23 |
|
R2 |
99.87 |
99.87 |
99.10 |
|
R1 |
99.36 |
99.36 |
98.97 |
99.62 |
PP |
98.45 |
98.45 |
98.45 |
98.58 |
S1 |
97.94 |
97.94 |
98.71 |
98.20 |
S2 |
97.03 |
97.03 |
98.58 |
|
S3 |
95.61 |
96.52 |
98.45 |
|
S4 |
94.19 |
95.10 |
98.06 |
|
|
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 |
3.1% |
1.22 |
1.2% |
50% |
False |
False |
29,234 |
10 |
100.39 |
96.61 |
3.78 |
3.8% |
1.31 |
1.3% |
59% |
False |
False |
29,392 |
20 |
100.39 |
95.73 |
4.66 |
4.7% |
1.29 |
1.3% |
67% |
False |
False |
33,315 |
40 |
102.27 |
94.50 |
7.77 |
7.9% |
1.27 |
1.3% |
56% |
False |
False |
27,027 |
60 |
102.27 |
90.40 |
11.87 |
12.0% |
1.21 |
1.2% |
71% |
False |
False |
22,594 |
80 |
102.27 |
90.40 |
11.87 |
12.0% |
1.13 |
1.1% |
71% |
False |
False |
18,921 |
100 |
102.27 |
90.40 |
11.87 |
12.0% |
1.08 |
1.1% |
71% |
False |
False |
16,499 |
120 |
102.27 |
90.40 |
11.87 |
12.0% |
1.05 |
1.1% |
71% |
False |
False |
14,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.01 |
2.618 |
102.69 |
1.618 |
101.27 |
1.000 |
100.39 |
0.618 |
99.85 |
HIGH |
98.97 |
0.618 |
98.43 |
0.500 |
98.26 |
0.382 |
98.09 |
LOW |
97.55 |
0.618 |
96.67 |
1.000 |
96.13 |
1.618 |
95.25 |
2.618 |
93.83 |
4.250 |
91.52 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.65 |
98.74 |
PP |
98.45 |
98.64 |
S1 |
98.26 |
98.54 |
|