NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
101.41 |
101.37 |
-0.04 |
0.0% |
99.45 |
| High |
101.85 |
102.09 |
0.24 |
0.2% |
102.09 |
| Low |
101.15 |
101.03 |
-0.12 |
-0.1% |
98.55 |
| Close |
101.39 |
101.56 |
0.17 |
0.2% |
101.56 |
| Range |
0.70 |
1.06 |
0.36 |
51.4% |
3.54 |
| ATR |
1.31 |
1.29 |
-0.02 |
-1.4% |
0.00 |
| Volume |
80,007 |
57,112 |
-22,895 |
-28.6% |
285,496 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.74 |
104.21 |
102.14 |
|
| R3 |
103.68 |
103.15 |
101.85 |
|
| R2 |
102.62 |
102.62 |
101.75 |
|
| R1 |
102.09 |
102.09 |
101.66 |
102.36 |
| PP |
101.56 |
101.56 |
101.56 |
101.69 |
| S1 |
101.03 |
101.03 |
101.46 |
101.30 |
| S2 |
100.50 |
100.50 |
101.37 |
|
| S3 |
99.44 |
99.97 |
101.27 |
|
| S4 |
98.38 |
98.91 |
100.98 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.35 |
110.00 |
103.51 |
|
| R3 |
107.81 |
106.46 |
102.53 |
|
| R2 |
104.27 |
104.27 |
102.21 |
|
| R1 |
102.92 |
102.92 |
101.88 |
103.60 |
| PP |
100.73 |
100.73 |
100.73 |
101.07 |
| S1 |
99.38 |
99.38 |
101.24 |
100.06 |
| S2 |
97.19 |
97.19 |
100.91 |
|
| S3 |
93.65 |
95.84 |
100.59 |
|
| S4 |
90.11 |
92.30 |
99.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.09 |
98.55 |
3.54 |
3.5% |
1.23 |
1.2% |
85% |
True |
False |
57,099 |
| 10 |
102.09 |
97.30 |
4.79 |
4.7% |
1.26 |
1.2% |
89% |
True |
False |
43,390 |
| 20 |
102.09 |
95.73 |
6.36 |
6.3% |
1.27 |
1.3% |
92% |
True |
False |
37,675 |
| 40 |
102.27 |
95.73 |
6.54 |
6.4% |
1.28 |
1.3% |
89% |
False |
False |
32,303 |
| 60 |
102.27 |
91.81 |
10.46 |
10.3% |
1.21 |
1.2% |
93% |
False |
False |
26,309 |
| 80 |
102.27 |
90.40 |
11.87 |
11.7% |
1.15 |
1.1% |
94% |
False |
False |
22,289 |
| 100 |
102.27 |
90.40 |
11.87 |
11.7% |
1.10 |
1.1% |
94% |
False |
False |
19,294 |
| 120 |
102.27 |
90.40 |
11.87 |
11.7% |
1.07 |
1.1% |
94% |
False |
False |
16,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.60 |
|
2.618 |
104.87 |
|
1.618 |
103.81 |
|
1.000 |
103.15 |
|
0.618 |
102.75 |
|
HIGH |
102.09 |
|
0.618 |
101.69 |
|
0.500 |
101.56 |
|
0.382 |
101.43 |
|
LOW |
101.03 |
|
0.618 |
100.37 |
|
1.000 |
99.97 |
|
1.618 |
99.31 |
|
2.618 |
98.25 |
|
4.250 |
96.53 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.56 |
101.47 |
| PP |
101.56 |
101.38 |
| S1 |
101.56 |
101.29 |
|