NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
98.79 |
98.74 |
-0.05 |
-0.1% |
96.70 |
| High |
99.18 |
98.84 |
-0.34 |
-0.3% |
99.37 |
| Low |
98.31 |
96.97 |
-1.34 |
-1.4% |
96.40 |
| Close |
98.95 |
97.28 |
-1.67 |
-1.7% |
98.98 |
| Range |
0.87 |
1.87 |
1.00 |
114.9% |
2.97 |
| ATR |
1.17 |
1.23 |
0.06 |
5.0% |
0.00 |
| Volume |
13,232 |
11,188 |
-2,044 |
-15.4% |
55,806 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.31 |
102.16 |
98.31 |
|
| R3 |
101.44 |
100.29 |
97.79 |
|
| R2 |
99.57 |
99.57 |
97.62 |
|
| R1 |
98.42 |
98.42 |
97.45 |
98.06 |
| PP |
97.70 |
97.70 |
97.70 |
97.52 |
| S1 |
96.55 |
96.55 |
97.11 |
96.19 |
| S2 |
95.83 |
95.83 |
96.94 |
|
| S3 |
93.96 |
94.68 |
96.77 |
|
| S4 |
92.09 |
92.81 |
96.25 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.16 |
106.04 |
100.61 |
|
| R3 |
104.19 |
103.07 |
99.80 |
|
| R2 |
101.22 |
101.22 |
99.52 |
|
| R1 |
100.10 |
100.10 |
99.25 |
100.66 |
| PP |
98.25 |
98.25 |
98.25 |
98.53 |
| S1 |
97.13 |
97.13 |
98.71 |
97.69 |
| S2 |
95.28 |
95.28 |
98.44 |
|
| S3 |
92.31 |
94.16 |
98.16 |
|
| S4 |
89.34 |
91.19 |
97.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.37 |
96.84 |
2.53 |
2.6% |
1.18 |
1.2% |
17% |
False |
False |
12,314 |
| 10 |
99.37 |
95.50 |
3.87 |
4.0% |
1.18 |
1.2% |
46% |
False |
False |
14,781 |
| 20 |
99.61 |
95.06 |
4.55 |
4.7% |
1.26 |
1.3% |
49% |
False |
False |
17,784 |
| 40 |
101.12 |
92.15 |
8.97 |
9.2% |
1.13 |
1.2% |
57% |
False |
False |
13,748 |
| 60 |
101.12 |
89.73 |
11.39 |
11.7% |
1.06 |
1.1% |
66% |
False |
False |
11,541 |
| 80 |
101.12 |
89.73 |
11.39 |
11.7% |
0.97 |
1.0% |
66% |
False |
False |
9,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.79 |
|
2.618 |
103.74 |
|
1.618 |
101.87 |
|
1.000 |
100.71 |
|
0.618 |
100.00 |
|
HIGH |
98.84 |
|
0.618 |
98.13 |
|
0.500 |
97.91 |
|
0.382 |
97.68 |
|
LOW |
96.97 |
|
0.618 |
95.81 |
|
1.000 |
95.10 |
|
1.618 |
93.94 |
|
2.618 |
92.07 |
|
4.250 |
89.02 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.91 |
98.17 |
| PP |
97.70 |
97.87 |
| S1 |
97.49 |
97.58 |
|