NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
101.28 |
100.89 |
-0.39 |
-0.4% |
101.23 |
High |
101.44 |
101.73 |
0.29 |
0.3% |
103.11 |
Low |
100.66 |
100.84 |
0.18 |
0.2% |
101.23 |
Close |
100.85 |
101.35 |
0.50 |
0.5% |
102.40 |
Range |
0.78 |
0.89 |
0.11 |
14.1% |
1.88 |
ATR |
1.25 |
1.23 |
-0.03 |
-2.1% |
0.00 |
Volume |
98,228 |
75,805 |
-22,423 |
-22.8% |
213,808 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.98 |
103.55 |
101.84 |
|
R3 |
103.09 |
102.66 |
101.59 |
|
R2 |
102.20 |
102.20 |
101.51 |
|
R1 |
101.77 |
101.77 |
101.43 |
101.99 |
PP |
101.31 |
101.31 |
101.31 |
101.41 |
S1 |
100.88 |
100.88 |
101.27 |
101.10 |
S2 |
100.42 |
100.42 |
101.19 |
|
S3 |
99.53 |
99.99 |
101.11 |
|
S4 |
98.64 |
99.10 |
100.86 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.89 |
107.02 |
103.43 |
|
R3 |
106.01 |
105.14 |
102.92 |
|
R2 |
104.13 |
104.13 |
102.74 |
|
R1 |
103.26 |
103.26 |
102.57 |
103.70 |
PP |
102.25 |
102.25 |
102.25 |
102.46 |
S1 |
101.38 |
101.38 |
102.23 |
101.82 |
S2 |
100.37 |
100.37 |
102.06 |
|
S3 |
98.49 |
99.50 |
101.88 |
|
S4 |
96.61 |
97.62 |
101.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.99 |
100.66 |
2.33 |
2.3% |
1.12 |
1.1% |
30% |
False |
False |
64,378 |
10 |
103.11 |
100.66 |
2.45 |
2.4% |
1.10 |
1.1% |
28% |
False |
False |
61,118 |
20 |
103.11 |
97.30 |
5.81 |
5.7% |
1.21 |
1.2% |
70% |
False |
False |
48,906 |
40 |
103.11 |
95.73 |
7.38 |
7.3% |
1.29 |
1.3% |
76% |
False |
False |
40,311 |
60 |
103.11 |
92.85 |
10.26 |
10.1% |
1.22 |
1.2% |
83% |
False |
False |
32,566 |
80 |
103.11 |
90.40 |
12.71 |
12.5% |
1.21 |
1.2% |
86% |
False |
False |
27,565 |
100 |
103.11 |
90.40 |
12.71 |
12.5% |
1.12 |
1.1% |
86% |
False |
False |
23,557 |
120 |
103.11 |
90.40 |
12.71 |
12.5% |
1.09 |
1.1% |
86% |
False |
False |
20,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.51 |
2.618 |
104.06 |
1.618 |
103.17 |
1.000 |
102.62 |
0.618 |
102.28 |
HIGH |
101.73 |
0.618 |
101.39 |
0.500 |
101.29 |
0.382 |
101.18 |
LOW |
100.84 |
0.618 |
100.29 |
1.000 |
99.95 |
1.618 |
99.40 |
2.618 |
98.51 |
4.250 |
97.06 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
101.33 |
101.71 |
PP |
101.31 |
101.59 |
S1 |
101.29 |
101.47 |
|