NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
102.15 |
102.20 |
0.05 |
0.0% |
99.45 |
| High |
103.11 |
102.99 |
-0.12 |
-0.1% |
102.09 |
| Low |
101.64 |
101.88 |
0.24 |
0.2% |
98.55 |
| Close |
102.20 |
102.40 |
0.20 |
0.2% |
101.56 |
| Range |
1.47 |
1.11 |
-0.36 |
-24.5% |
3.54 |
| ATR |
1.28 |
1.26 |
-0.01 |
-0.9% |
0.00 |
| Volume |
41,208 |
61,631 |
20,423 |
49.6% |
285,496 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.75 |
105.19 |
103.01 |
|
| R3 |
104.64 |
104.08 |
102.71 |
|
| R2 |
103.53 |
103.53 |
102.60 |
|
| R1 |
102.97 |
102.97 |
102.50 |
103.25 |
| PP |
102.42 |
102.42 |
102.42 |
102.57 |
| S1 |
101.86 |
101.86 |
102.30 |
102.14 |
| S2 |
101.31 |
101.31 |
102.20 |
|
| S3 |
100.20 |
100.75 |
102.09 |
|
| S4 |
99.09 |
99.64 |
101.79 |
|
|
| 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 |
103.11 |
101.03 |
2.08 |
2.0% |
1.16 |
1.1% |
66% |
False |
False |
54,184 |
| 10 |
103.11 |
98.55 |
4.56 |
4.5% |
1.21 |
1.2% |
84% |
False |
False |
53,756 |
| 20 |
103.11 |
96.61 |
6.50 |
6.3% |
1.26 |
1.2% |
89% |
False |
False |
41,574 |
| 40 |
103.11 |
95.73 |
7.38 |
7.2% |
1.29 |
1.3% |
90% |
False |
False |
35,407 |
| 60 |
103.11 |
92.85 |
10.26 |
10.0% |
1.22 |
1.2% |
93% |
False |
False |
29,226 |
| 80 |
103.11 |
90.40 |
12.71 |
12.4% |
1.18 |
1.1% |
94% |
False |
False |
24,602 |
| 100 |
103.11 |
90.40 |
12.71 |
12.4% |
1.11 |
1.1% |
94% |
False |
False |
21,207 |
| 120 |
103.11 |
90.40 |
12.71 |
12.4% |
1.07 |
1.0% |
94% |
False |
False |
18,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.71 |
|
2.618 |
105.90 |
|
1.618 |
104.79 |
|
1.000 |
104.10 |
|
0.618 |
103.68 |
|
HIGH |
102.99 |
|
0.618 |
102.57 |
|
0.500 |
102.44 |
|
0.382 |
102.30 |
|
LOW |
101.88 |
|
0.618 |
101.19 |
|
1.000 |
100.77 |
|
1.618 |
100.08 |
|
2.618 |
98.97 |
|
4.250 |
97.16 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.44 |
102.34 |
| PP |
102.42 |
102.28 |
| S1 |
102.41 |
102.22 |
|