NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.13 |
100.06 |
-0.07 |
-0.1% |
102.73 |
High |
101.41 |
100.06 |
-1.35 |
-1.3% |
102.84 |
Low |
100.05 |
98.72 |
-1.33 |
-1.3% |
99.91 |
Close |
100.59 |
99.11 |
-1.48 |
-1.5% |
100.03 |
Range |
1.36 |
1.34 |
-0.02 |
-1.5% |
2.93 |
ATR |
1.25 |
1.30 |
0.04 |
3.5% |
0.00 |
Volume |
63,178 |
70,374 |
7,196 |
11.4% |
303,852 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.32 |
102.55 |
99.85 |
|
R3 |
101.98 |
101.21 |
99.48 |
|
R2 |
100.64 |
100.64 |
99.36 |
|
R1 |
99.87 |
99.87 |
99.23 |
99.59 |
PP |
99.30 |
99.30 |
99.30 |
99.15 |
S1 |
98.53 |
98.53 |
98.99 |
98.25 |
S2 |
97.96 |
97.96 |
98.86 |
|
S3 |
96.62 |
97.19 |
98.74 |
|
S4 |
95.28 |
95.85 |
98.37 |
|
|
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 |
101.73 |
98.72 |
3.01 |
3.0% |
1.27 |
1.3% |
13% |
False |
True |
60,497 |
10 |
103.11 |
98.72 |
4.39 |
4.4% |
1.25 |
1.3% |
9% |
False |
True |
58,978 |
20 |
103.11 |
97.30 |
5.81 |
5.9% |
1.22 |
1.2% |
31% |
False |
False |
54,503 |
40 |
103.11 |
95.73 |
7.38 |
7.4% |
1.29 |
1.3% |
46% |
False |
False |
43,623 |
60 |
103.11 |
93.01 |
10.10 |
10.2% |
1.25 |
1.3% |
60% |
False |
False |
35,552 |
80 |
103.11 |
90.40 |
12.71 |
12.8% |
1.20 |
1.2% |
69% |
False |
False |
30,061 |
100 |
103.11 |
90.40 |
12.71 |
12.8% |
1.13 |
1.1% |
69% |
False |
False |
25,591 |
120 |
103.11 |
90.40 |
12.71 |
12.8% |
1.10 |
1.1% |
69% |
False |
False |
22,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.76 |
2.618 |
103.57 |
1.618 |
102.23 |
1.000 |
101.40 |
0.618 |
100.89 |
HIGH |
100.06 |
0.618 |
99.55 |
0.500 |
99.39 |
0.382 |
99.23 |
LOW |
98.72 |
0.618 |
97.89 |
1.000 |
97.38 |
1.618 |
96.55 |
2.618 |
95.21 |
4.250 |
93.03 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.39 |
100.07 |
PP |
99.30 |
99.75 |
S1 |
99.20 |
99.43 |
|