NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
97.72 |
98.89 |
1.17 |
1.2% |
99.79 |
High |
98.97 |
100.04 |
1.07 |
1.1% |
100.18 |
Low |
97.55 |
98.83 |
1.28 |
1.3% |
97.30 |
Close |
98.84 |
99.62 |
0.78 |
0.8% |
99.62 |
Range |
1.42 |
1.21 |
-0.21 |
-14.8% |
2.88 |
ATR |
1.31 |
1.30 |
-0.01 |
-0.6% |
0.00 |
Volume |
35,686 |
38,261 |
2,575 |
7.2% |
148,404 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.13 |
102.58 |
100.29 |
|
R3 |
101.92 |
101.37 |
99.95 |
|
R2 |
100.71 |
100.71 |
99.84 |
|
R1 |
100.16 |
100.16 |
99.73 |
100.44 |
PP |
99.50 |
99.50 |
99.50 |
99.63 |
S1 |
98.95 |
98.95 |
99.51 |
99.23 |
S2 |
98.29 |
98.29 |
99.40 |
|
S3 |
97.08 |
97.74 |
99.29 |
|
S4 |
95.87 |
96.53 |
98.95 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.67 |
106.53 |
101.20 |
|
R3 |
104.79 |
103.65 |
100.41 |
|
R2 |
101.91 |
101.91 |
100.15 |
|
R1 |
100.77 |
100.77 |
99.88 |
99.90 |
PP |
99.03 |
99.03 |
99.03 |
98.60 |
S1 |
97.89 |
97.89 |
99.36 |
97.02 |
S2 |
96.15 |
96.15 |
99.09 |
|
S3 |
93.27 |
95.01 |
98.83 |
|
S4 |
90.39 |
92.13 |
98.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.18 |
97.30 |
2.88 |
2.9% |
1.29 |
1.3% |
81% |
False |
False |
29,680 |
10 |
100.39 |
97.28 |
3.11 |
3.1% |
1.24 |
1.2% |
75% |
False |
False |
29,094 |
20 |
100.39 |
95.73 |
4.66 |
4.7% |
1.31 |
1.3% |
83% |
False |
False |
33,712 |
40 |
102.27 |
94.67 |
7.60 |
7.6% |
1.28 |
1.3% |
65% |
False |
False |
27,703 |
60 |
102.27 |
90.40 |
11.87 |
11.9% |
1.21 |
1.2% |
78% |
False |
False |
23,035 |
80 |
102.27 |
90.40 |
11.87 |
11.9% |
1.13 |
1.1% |
78% |
False |
False |
19,315 |
100 |
102.27 |
90.40 |
11.87 |
11.9% |
1.09 |
1.1% |
78% |
False |
False |
16,826 |
120 |
102.27 |
90.40 |
11.87 |
11.9% |
1.05 |
1.1% |
78% |
False |
False |
14,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.18 |
2.618 |
103.21 |
1.618 |
102.00 |
1.000 |
101.25 |
0.618 |
100.79 |
HIGH |
100.04 |
0.618 |
99.58 |
0.500 |
99.44 |
0.382 |
99.29 |
LOW |
98.83 |
0.618 |
98.08 |
1.000 |
97.62 |
1.618 |
96.87 |
2.618 |
95.66 |
4.250 |
93.69 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.56 |
99.30 |
PP |
99.50 |
98.99 |
S1 |
99.44 |
98.67 |
|