NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.40 |
100.22 |
-0.18 |
-0.2% |
98.56 |
High |
100.76 |
101.00 |
0.24 |
0.2% |
101.00 |
Low |
100.15 |
100.06 |
-0.09 |
-0.1% |
97.70 |
Close |
100.37 |
100.51 |
0.14 |
0.1% |
100.51 |
Range |
0.61 |
0.94 |
0.33 |
54.1% |
3.30 |
ATR |
1.21 |
1.19 |
-0.02 |
-1.6% |
0.00 |
Volume |
36,176 |
26,738 |
-9,438 |
-26.1% |
147,569 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.34 |
102.87 |
101.03 |
|
R3 |
102.40 |
101.93 |
100.77 |
|
R2 |
101.46 |
101.46 |
100.68 |
|
R1 |
100.99 |
100.99 |
100.60 |
101.23 |
PP |
100.52 |
100.52 |
100.52 |
100.64 |
S1 |
100.05 |
100.05 |
100.42 |
100.29 |
S2 |
99.58 |
99.58 |
100.34 |
|
S3 |
98.64 |
99.11 |
100.25 |
|
S4 |
97.70 |
98.17 |
99.99 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.64 |
108.37 |
102.33 |
|
R3 |
106.34 |
105.07 |
101.42 |
|
R2 |
103.04 |
103.04 |
101.12 |
|
R1 |
101.77 |
101.77 |
100.81 |
102.41 |
PP |
99.74 |
99.74 |
99.74 |
100.05 |
S1 |
98.47 |
98.47 |
100.21 |
99.11 |
S2 |
96.44 |
96.44 |
99.91 |
|
S3 |
93.14 |
95.17 |
99.60 |
|
S4 |
89.84 |
91.87 |
98.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.00 |
97.70 |
3.30 |
3.3% |
1.11 |
1.1% |
85% |
True |
False |
29,513 |
10 |
101.00 |
96.40 |
4.60 |
4.6% |
1.17 |
1.2% |
89% |
True |
False |
21,531 |
20 |
101.00 |
95.06 |
5.94 |
5.9% |
1.17 |
1.2% |
92% |
True |
False |
18,176 |
40 |
101.12 |
95.06 |
6.06 |
6.0% |
1.15 |
1.1% |
90% |
False |
False |
16,932 |
60 |
101.12 |
91.06 |
10.06 |
10.0% |
1.08 |
1.1% |
94% |
False |
False |
13,667 |
80 |
101.12 |
89.73 |
11.39 |
11.3% |
1.02 |
1.0% |
95% |
False |
False |
11,621 |
100 |
101.12 |
89.73 |
11.39 |
11.3% |
0.98 |
1.0% |
95% |
False |
False |
10,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.00 |
2.618 |
103.46 |
1.618 |
102.52 |
1.000 |
101.94 |
0.618 |
101.58 |
HIGH |
101.00 |
0.618 |
100.64 |
0.500 |
100.53 |
0.382 |
100.42 |
LOW |
100.06 |
0.618 |
99.48 |
1.000 |
99.12 |
1.618 |
98.54 |
2.618 |
97.60 |
4.250 |
96.07 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.53 |
100.45 |
PP |
100.52 |
100.38 |
S1 |
100.52 |
100.32 |
|