NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
97.01 |
96.79 |
-0.22 |
-0.2% |
96.70 |
| High |
97.23 |
98.09 |
0.86 |
0.9% |
99.37 |
| Low |
96.40 |
96.65 |
0.25 |
0.3% |
96.40 |
| Close |
97.14 |
97.95 |
0.81 |
0.8% |
98.98 |
| Range |
0.83 |
1.44 |
0.61 |
73.5% |
2.97 |
| ATR |
1.20 |
1.22 |
0.02 |
1.4% |
0.00 |
| Volume |
12,671 |
14,712 |
2,041 |
16.1% |
55,806 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.88 |
101.36 |
98.74 |
|
| R3 |
100.44 |
99.92 |
98.35 |
|
| R2 |
99.00 |
99.00 |
98.21 |
|
| R1 |
98.48 |
98.48 |
98.08 |
98.74 |
| PP |
97.56 |
97.56 |
97.56 |
97.70 |
| S1 |
97.04 |
97.04 |
97.82 |
97.30 |
| S2 |
96.12 |
96.12 |
97.69 |
|
| S3 |
94.68 |
95.60 |
97.55 |
|
| S4 |
93.24 |
94.16 |
97.16 |
|
|
| 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 |
3.0% |
1.15 |
1.2% |
52% |
False |
False |
13,300 |
| 10 |
99.37 |
95.79 |
3.58 |
3.7% |
1.22 |
1.2% |
60% |
False |
False |
12,840 |
| 20 |
99.37 |
95.06 |
4.31 |
4.4% |
1.20 |
1.2% |
67% |
False |
False |
17,476 |
| 40 |
101.12 |
93.68 |
7.44 |
7.6% |
1.14 |
1.2% |
57% |
False |
False |
14,095 |
| 60 |
101.12 |
89.73 |
11.39 |
11.6% |
1.07 |
1.1% |
72% |
False |
False |
11,843 |
| 80 |
101.12 |
89.73 |
11.39 |
11.6% |
0.99 |
1.0% |
72% |
False |
False |
10,011 |
| 100 |
101.12 |
89.73 |
11.39 |
11.6% |
0.96 |
1.0% |
72% |
False |
False |
9,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.21 |
|
2.618 |
101.86 |
|
1.618 |
100.42 |
|
1.000 |
99.53 |
|
0.618 |
98.98 |
|
HIGH |
98.09 |
|
0.618 |
97.54 |
|
0.500 |
97.37 |
|
0.382 |
97.20 |
|
LOW |
96.65 |
|
0.618 |
95.76 |
|
1.000 |
95.21 |
|
1.618 |
94.32 |
|
2.618 |
92.88 |
|
4.250 |
90.53 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.76 |
97.84 |
| PP |
97.56 |
97.73 |
| S1 |
97.37 |
97.62 |
|