NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
96.79 |
97.98 |
1.19 |
1.2% |
98.79 |
High |
98.09 |
99.06 |
0.97 |
1.0% |
99.18 |
Low |
96.65 |
97.91 |
1.26 |
1.3% |
96.40 |
Close |
97.95 |
98.70 |
0.75 |
0.8% |
98.70 |
Range |
1.44 |
1.15 |
-0.29 |
-20.1% |
2.78 |
ATR |
1.22 |
1.21 |
0.00 |
-0.4% |
0.00 |
Volume |
14,712 |
15,939 |
1,227 |
8.3% |
67,742 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.01 |
101.50 |
99.33 |
|
R3 |
100.86 |
100.35 |
99.02 |
|
R2 |
99.71 |
99.71 |
98.91 |
|
R1 |
99.20 |
99.20 |
98.81 |
99.46 |
PP |
98.56 |
98.56 |
98.56 |
98.68 |
S1 |
98.05 |
98.05 |
98.59 |
98.31 |
S2 |
97.41 |
97.41 |
98.49 |
|
S3 |
96.26 |
96.90 |
98.38 |
|
S4 |
95.11 |
95.75 |
98.07 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.43 |
105.35 |
100.23 |
|
R3 |
103.65 |
102.57 |
99.46 |
|
R2 |
100.87 |
100.87 |
99.21 |
|
R1 |
99.79 |
99.79 |
98.95 |
98.94 |
PP |
98.09 |
98.09 |
98.09 |
97.67 |
S1 |
97.01 |
97.01 |
98.45 |
96.16 |
S2 |
95.31 |
95.31 |
98.19 |
|
S3 |
92.53 |
94.23 |
97.94 |
|
S4 |
89.75 |
91.45 |
97.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.18 |
96.40 |
2.78 |
2.8% |
1.23 |
1.2% |
83% |
False |
False |
13,548 |
10 |
99.37 |
96.40 |
2.97 |
3.0% |
1.16 |
1.2% |
77% |
False |
False |
12,354 |
20 |
99.37 |
95.06 |
4.31 |
4.4% |
1.21 |
1.2% |
84% |
False |
False |
17,237 |
40 |
101.12 |
93.99 |
7.13 |
7.2% |
1.15 |
1.2% |
66% |
False |
False |
14,342 |
60 |
101.12 |
89.73 |
11.39 |
11.5% |
1.07 |
1.1% |
79% |
False |
False |
12,021 |
80 |
101.12 |
89.73 |
11.39 |
11.5% |
1.00 |
1.0% |
79% |
False |
False |
10,154 |
100 |
101.12 |
89.73 |
11.39 |
11.5% |
0.97 |
1.0% |
79% |
False |
False |
9,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.95 |
2.618 |
102.07 |
1.618 |
100.92 |
1.000 |
100.21 |
0.618 |
99.77 |
HIGH |
99.06 |
0.618 |
98.62 |
0.500 |
98.49 |
0.382 |
98.35 |
LOW |
97.91 |
0.618 |
97.20 |
1.000 |
96.76 |
1.618 |
96.05 |
2.618 |
94.90 |
4.250 |
93.02 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.63 |
98.38 |
PP |
98.56 |
98.05 |
S1 |
98.49 |
97.73 |
|