NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
98.74 |
97.01 |
-1.73 |
-1.8% |
96.70 |
| High |
98.84 |
97.23 |
-1.61 |
-1.6% |
99.37 |
| Low |
96.97 |
96.40 |
-0.57 |
-0.6% |
96.40 |
| Close |
97.28 |
97.14 |
-0.14 |
-0.1% |
98.98 |
| Range |
1.87 |
0.83 |
-1.04 |
-55.6% |
2.97 |
| ATR |
1.23 |
1.20 |
-0.02 |
-2.0% |
0.00 |
| Volume |
11,188 |
12,671 |
1,483 |
13.3% |
55,806 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.41 |
99.11 |
97.60 |
|
| R3 |
98.58 |
98.28 |
97.37 |
|
| R2 |
97.75 |
97.75 |
97.29 |
|
| R1 |
97.45 |
97.45 |
97.22 |
97.60 |
| PP |
96.92 |
96.92 |
96.92 |
97.00 |
| S1 |
96.62 |
96.62 |
97.06 |
96.77 |
| S2 |
96.09 |
96.09 |
96.99 |
|
| S3 |
95.26 |
95.79 |
96.91 |
|
| S4 |
94.43 |
94.96 |
96.68 |
|
|
| 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 |
96.40 |
2.97 |
3.1% |
1.16 |
1.2% |
25% |
False |
True |
12,679 |
| 10 |
99.37 |
95.50 |
3.87 |
4.0% |
1.18 |
1.2% |
42% |
False |
False |
13,801 |
| 20 |
99.37 |
95.06 |
4.31 |
4.4% |
1.20 |
1.2% |
48% |
False |
False |
17,797 |
| 40 |
101.12 |
92.97 |
8.15 |
8.4% |
1.12 |
1.2% |
51% |
False |
False |
13,868 |
| 60 |
101.12 |
89.73 |
11.39 |
11.7% |
1.06 |
1.1% |
65% |
False |
False |
11,679 |
| 80 |
101.12 |
89.73 |
11.39 |
11.7% |
0.97 |
1.0% |
65% |
False |
False |
9,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.76 |
|
2.618 |
99.40 |
|
1.618 |
98.57 |
|
1.000 |
98.06 |
|
0.618 |
97.74 |
|
HIGH |
97.23 |
|
0.618 |
96.91 |
|
0.500 |
96.82 |
|
0.382 |
96.72 |
|
LOW |
96.40 |
|
0.618 |
95.89 |
|
1.000 |
95.57 |
|
1.618 |
95.06 |
|
2.618 |
94.23 |
|
4.250 |
92.87 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.03 |
97.79 |
| PP |
96.92 |
97.57 |
| S1 |
96.82 |
97.36 |
|