NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
100.63 |
101.41 |
0.78 |
0.8% |
99.79 |
| High |
101.83 |
101.85 |
0.02 |
0.0% |
100.18 |
| Low |
100.48 |
101.15 |
0.67 |
0.7% |
97.30 |
| Close |
101.68 |
101.39 |
-0.29 |
-0.3% |
99.62 |
| Range |
1.35 |
0.70 |
-0.65 |
-48.1% |
2.88 |
| ATR |
1.36 |
1.31 |
-0.05 |
-3.5% |
0.00 |
| Volume |
61,869 |
80,007 |
18,138 |
29.3% |
148,404 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.56 |
103.18 |
101.78 |
|
| R3 |
102.86 |
102.48 |
101.58 |
|
| R2 |
102.16 |
102.16 |
101.52 |
|
| R1 |
101.78 |
101.78 |
101.45 |
101.62 |
| PP |
101.46 |
101.46 |
101.46 |
101.39 |
| S1 |
101.08 |
101.08 |
101.33 |
100.92 |
| S2 |
100.76 |
100.76 |
101.26 |
|
| S3 |
100.06 |
100.38 |
101.20 |
|
| S4 |
99.36 |
99.68 |
101.01 |
|
|
| 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 |
101.85 |
98.55 |
3.30 |
3.3% |
1.26 |
1.2% |
86% |
True |
False |
53,329 |
| 10 |
101.85 |
97.30 |
4.55 |
4.5% |
1.24 |
1.2% |
90% |
True |
False |
41,281 |
| 20 |
101.85 |
95.73 |
6.12 |
6.0% |
1.27 |
1.3% |
92% |
True |
False |
37,091 |
| 40 |
102.27 |
95.73 |
6.54 |
6.5% |
1.28 |
1.3% |
87% |
False |
False |
31,413 |
| 60 |
102.27 |
91.00 |
11.27 |
11.1% |
1.22 |
1.2% |
92% |
False |
False |
25,704 |
| 80 |
102.27 |
90.40 |
11.87 |
11.7% |
1.16 |
1.1% |
93% |
False |
False |
21,671 |
| 100 |
102.27 |
90.40 |
11.87 |
11.7% |
1.09 |
1.1% |
93% |
False |
False |
18,853 |
| 120 |
102.27 |
90.40 |
11.87 |
11.7% |
1.06 |
1.0% |
93% |
False |
False |
16,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.83 |
|
2.618 |
103.68 |
|
1.618 |
102.98 |
|
1.000 |
102.55 |
|
0.618 |
102.28 |
|
HIGH |
101.85 |
|
0.618 |
101.58 |
|
0.500 |
101.50 |
|
0.382 |
101.42 |
|
LOW |
101.15 |
|
0.618 |
100.72 |
|
1.000 |
100.45 |
|
1.618 |
100.02 |
|
2.618 |
99.32 |
|
4.250 |
98.18 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.50 |
101.12 |
| PP |
101.46 |
100.85 |
| S1 |
101.43 |
100.58 |
|