NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
101.37 |
101.23 |
-0.14 |
-0.1% |
99.45 |
| High |
102.09 |
102.40 |
0.31 |
0.3% |
102.09 |
| Low |
101.03 |
101.23 |
0.20 |
0.2% |
98.55 |
| Close |
101.56 |
102.30 |
0.74 |
0.7% |
101.56 |
| Range |
1.06 |
1.17 |
0.11 |
10.4% |
3.54 |
| ATR |
1.29 |
1.28 |
-0.01 |
-0.7% |
0.00 |
| Volume |
57,112 |
57,034 |
-78 |
-0.1% |
285,496 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.49 |
105.06 |
102.94 |
|
| R3 |
104.32 |
103.89 |
102.62 |
|
| R2 |
103.15 |
103.15 |
102.51 |
|
| R1 |
102.72 |
102.72 |
102.41 |
102.94 |
| PP |
101.98 |
101.98 |
101.98 |
102.08 |
| S1 |
101.55 |
101.55 |
102.19 |
101.77 |
| S2 |
100.81 |
100.81 |
102.09 |
|
| S3 |
99.64 |
100.38 |
101.98 |
|
| S4 |
98.47 |
99.21 |
101.66 |
|
|
| 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 |
102.40 |
99.30 |
3.10 |
3.0% |
1.22 |
1.2% |
97% |
True |
False |
62,277 |
| 10 |
102.40 |
97.30 |
5.10 |
5.0% |
1.28 |
1.3% |
98% |
True |
False |
46,952 |
| 20 |
102.40 |
95.94 |
6.46 |
6.3% |
1.24 |
1.2% |
98% |
True |
False |
39,207 |
| 40 |
102.40 |
95.73 |
6.67 |
6.5% |
1.29 |
1.3% |
99% |
True |
False |
33,196 |
| 60 |
102.40 |
92.12 |
10.28 |
10.0% |
1.22 |
1.2% |
99% |
True |
False |
26,972 |
| 80 |
102.40 |
90.40 |
12.00 |
11.7% |
1.16 |
1.1% |
99% |
True |
False |
22,954 |
| 100 |
102.40 |
90.40 |
12.00 |
11.7% |
1.10 |
1.1% |
99% |
True |
False |
19,828 |
| 120 |
102.40 |
90.40 |
12.00 |
11.7% |
1.07 |
1.1% |
99% |
True |
False |
17,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.37 |
|
2.618 |
105.46 |
|
1.618 |
104.29 |
|
1.000 |
103.57 |
|
0.618 |
103.12 |
|
HIGH |
102.40 |
|
0.618 |
101.95 |
|
0.500 |
101.82 |
|
0.382 |
101.68 |
|
LOW |
101.23 |
|
0.618 |
100.51 |
|
1.000 |
100.06 |
|
1.618 |
99.34 |
|
2.618 |
98.17 |
|
4.250 |
96.26 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.14 |
102.11 |
| PP |
101.98 |
101.91 |
| S1 |
101.82 |
101.72 |
|