NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
97.98 |
98.56 |
0.58 |
0.6% |
98.79 |
| High |
99.06 |
98.86 |
-0.20 |
-0.2% |
99.18 |
| Low |
97.91 |
97.70 |
-0.21 |
-0.2% |
96.40 |
| Close |
98.70 |
98.18 |
-0.52 |
-0.5% |
98.70 |
| Range |
1.15 |
1.16 |
0.01 |
0.9% |
2.78 |
| ATR |
1.21 |
1.21 |
0.00 |
-0.3% |
0.00 |
| Volume |
15,939 |
16,130 |
191 |
1.2% |
67,742 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
101.11 |
98.82 |
|
| R3 |
100.57 |
99.95 |
98.50 |
|
| R2 |
99.41 |
99.41 |
98.39 |
|
| R1 |
98.79 |
98.79 |
98.29 |
98.52 |
| PP |
98.25 |
98.25 |
98.25 |
98.11 |
| S1 |
97.63 |
97.63 |
98.07 |
97.36 |
| S2 |
97.09 |
97.09 |
97.97 |
|
| S3 |
95.93 |
96.47 |
97.86 |
|
| S4 |
94.77 |
95.31 |
97.54 |
|
|
| 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 |
99.06 |
96.40 |
2.66 |
2.7% |
1.29 |
1.3% |
67% |
False |
False |
14,128 |
| 10 |
99.37 |
96.40 |
2.97 |
3.0% |
1.17 |
1.2% |
60% |
False |
False |
12,926 |
| 20 |
99.37 |
95.06 |
4.31 |
4.4% |
1.19 |
1.2% |
72% |
False |
False |
17,195 |
| 40 |
101.12 |
95.06 |
6.06 |
6.2% |
1.12 |
1.1% |
51% |
False |
False |
14,546 |
| 60 |
101.12 |
89.74 |
11.38 |
11.6% |
1.07 |
1.1% |
74% |
False |
False |
12,124 |
| 80 |
101.12 |
89.73 |
11.39 |
11.6% |
1.00 |
1.0% |
74% |
False |
False |
10,299 |
| 100 |
101.12 |
89.73 |
11.39 |
11.6% |
0.97 |
1.0% |
74% |
False |
False |
9,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.79 |
|
2.618 |
101.90 |
|
1.618 |
100.74 |
|
1.000 |
100.02 |
|
0.618 |
99.58 |
|
HIGH |
98.86 |
|
0.618 |
98.42 |
|
0.500 |
98.28 |
|
0.382 |
98.14 |
|
LOW |
97.70 |
|
0.618 |
96.98 |
|
1.000 |
96.54 |
|
1.618 |
95.82 |
|
2.618 |
94.66 |
|
4.250 |
92.77 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.28 |
98.07 |
| PP |
98.25 |
97.96 |
| S1 |
98.21 |
97.86 |
|