NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
99.32 |
100.63 |
1.31 |
1.3% |
99.79 |
| High |
101.10 |
101.83 |
0.73 |
0.7% |
100.18 |
| Low |
99.30 |
100.48 |
1.18 |
1.2% |
97.30 |
| Close |
100.96 |
101.68 |
0.72 |
0.7% |
99.62 |
| Range |
1.80 |
1.35 |
-0.45 |
-25.0% |
2.88 |
| ATR |
1.36 |
1.36 |
0.00 |
0.0% |
0.00 |
| Volume |
55,364 |
61,869 |
6,505 |
11.7% |
148,404 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.38 |
104.88 |
102.42 |
|
| R3 |
104.03 |
103.53 |
102.05 |
|
| R2 |
102.68 |
102.68 |
101.93 |
|
| R1 |
102.18 |
102.18 |
101.80 |
102.43 |
| PP |
101.33 |
101.33 |
101.33 |
101.46 |
| S1 |
100.83 |
100.83 |
101.56 |
101.08 |
| S2 |
99.98 |
99.98 |
101.43 |
|
| S3 |
98.63 |
99.48 |
101.31 |
|
| S4 |
97.28 |
98.13 |
100.94 |
|
|
| 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 |
101.83 |
97.55 |
4.28 |
4.2% |
1.41 |
1.4% |
96% |
True |
False |
44,464 |
| 10 |
101.83 |
97.30 |
4.53 |
4.5% |
1.33 |
1.3% |
97% |
True |
False |
36,693 |
| 20 |
101.83 |
95.73 |
6.10 |
6.0% |
1.27 |
1.3% |
98% |
True |
False |
36,235 |
| 40 |
102.27 |
95.73 |
6.54 |
6.4% |
1.28 |
1.3% |
91% |
False |
False |
29,940 |
| 60 |
102.27 |
90.62 |
11.65 |
11.5% |
1.23 |
1.2% |
95% |
False |
False |
24,596 |
| 80 |
102.27 |
90.40 |
11.87 |
11.7% |
1.16 |
1.1% |
95% |
False |
False |
20,742 |
| 100 |
102.27 |
90.40 |
11.87 |
11.7% |
1.10 |
1.1% |
95% |
False |
False |
18,135 |
| 120 |
102.27 |
90.40 |
11.87 |
11.7% |
1.07 |
1.1% |
95% |
False |
False |
15,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.57 |
|
2.618 |
105.36 |
|
1.618 |
104.01 |
|
1.000 |
103.18 |
|
0.618 |
102.66 |
|
HIGH |
101.83 |
|
0.618 |
101.31 |
|
0.500 |
101.16 |
|
0.382 |
101.00 |
|
LOW |
100.48 |
|
0.618 |
99.65 |
|
1.000 |
99.13 |
|
1.618 |
98.30 |
|
2.618 |
96.95 |
|
4.250 |
94.74 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.51 |
101.18 |
| PP |
101.33 |
100.69 |
| S1 |
101.16 |
100.19 |
|