NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
101.28 |
99.93 |
-1.35 |
-1.3% |
102.73 |
High |
101.45 |
100.84 |
-0.61 |
-0.6% |
102.84 |
Low |
99.91 |
99.63 |
-0.28 |
-0.3% |
99.91 |
Close |
100.03 |
100.11 |
0.08 |
0.1% |
100.03 |
Range |
1.54 |
1.21 |
-0.33 |
-21.4% |
2.93 |
ATR |
1.25 |
1.25 |
0.00 |
-0.2% |
0.00 |
Volume |
43,590 |
49,540 |
5,950 |
13.6% |
303,852 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.82 |
103.18 |
100.78 |
|
R3 |
102.61 |
101.97 |
100.44 |
|
R2 |
101.40 |
101.40 |
100.33 |
|
R1 |
100.76 |
100.76 |
100.22 |
101.08 |
PP |
100.19 |
100.19 |
100.19 |
100.36 |
S1 |
99.55 |
99.55 |
100.00 |
99.87 |
S2 |
98.98 |
98.98 |
99.89 |
|
S3 |
97.77 |
98.34 |
99.78 |
|
S4 |
96.56 |
97.13 |
99.44 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.72 |
107.80 |
101.64 |
|
R3 |
106.79 |
104.87 |
100.84 |
|
R2 |
103.86 |
103.86 |
100.57 |
|
R1 |
101.94 |
101.94 |
100.30 |
101.44 |
PP |
100.93 |
100.93 |
100.93 |
100.67 |
S1 |
99.01 |
99.01 |
99.76 |
98.51 |
S2 |
98.00 |
98.00 |
99.49 |
|
S3 |
95.07 |
96.08 |
99.22 |
|
S4 |
92.14 |
93.15 |
98.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.75 |
99.63 |
3.12 |
3.1% |
1.28 |
1.3% |
15% |
False |
True |
60,192 |
10 |
103.11 |
99.63 |
3.48 |
3.5% |
1.20 |
1.2% |
14% |
False |
True |
56,720 |
20 |
103.11 |
97.30 |
5.81 |
5.8% |
1.23 |
1.2% |
48% |
False |
False |
50,055 |
40 |
103.11 |
95.73 |
7.38 |
7.4% |
1.31 |
1.3% |
59% |
False |
False |
41,576 |
60 |
103.11 |
92.85 |
10.26 |
10.2% |
1.24 |
1.2% |
71% |
False |
False |
33,757 |
80 |
103.11 |
90.40 |
12.71 |
12.7% |
1.23 |
1.2% |
76% |
False |
False |
28,536 |
100 |
103.11 |
90.40 |
12.71 |
12.7% |
1.13 |
1.1% |
76% |
False |
False |
24,412 |
120 |
103.11 |
90.40 |
12.71 |
12.7% |
1.09 |
1.1% |
76% |
False |
False |
21,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.98 |
2.618 |
104.01 |
1.618 |
102.80 |
1.000 |
102.05 |
0.618 |
101.59 |
HIGH |
100.84 |
0.618 |
100.38 |
0.500 |
100.24 |
0.382 |
100.09 |
LOW |
99.63 |
0.618 |
98.88 |
1.000 |
98.42 |
1.618 |
97.67 |
2.618 |
96.46 |
4.250 |
94.49 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.24 |
100.68 |
PP |
100.19 |
100.49 |
S1 |
100.15 |
100.30 |
|