NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
100.22 |
100.19 |
-0.03 |
0.0% |
98.56 |
| High |
101.00 |
101.32 |
0.32 |
0.3% |
101.00 |
| Low |
100.06 |
100.19 |
0.13 |
0.1% |
97.70 |
| Close |
100.51 |
101.30 |
0.79 |
0.8% |
100.51 |
| Range |
0.94 |
1.13 |
0.19 |
20.2% |
3.30 |
| ATR |
1.19 |
1.19 |
0.00 |
-0.4% |
0.00 |
| Volume |
26,738 |
31,544 |
4,806 |
18.0% |
147,569 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.33 |
103.94 |
101.92 |
|
| R3 |
103.20 |
102.81 |
101.61 |
|
| R2 |
102.07 |
102.07 |
101.51 |
|
| R1 |
101.68 |
101.68 |
101.40 |
101.88 |
| PP |
100.94 |
100.94 |
100.94 |
101.03 |
| S1 |
100.55 |
100.55 |
101.20 |
100.75 |
| S2 |
99.81 |
99.81 |
101.09 |
|
| S3 |
98.68 |
99.42 |
100.99 |
|
| S4 |
97.55 |
98.29 |
100.68 |
|
|
| 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 |
101.32 |
98.48 |
2.84 |
2.8% |
1.10 |
1.1% |
99% |
True |
False |
32,596 |
| 10 |
101.32 |
96.40 |
4.92 |
4.9% |
1.20 |
1.2% |
100% |
True |
False |
23,362 |
| 20 |
101.32 |
95.30 |
6.02 |
5.9% |
1.15 |
1.1% |
100% |
True |
False |
19,140 |
| 40 |
101.32 |
95.06 |
6.26 |
6.2% |
1.16 |
1.1% |
100% |
True |
False |
17,486 |
| 60 |
101.32 |
91.21 |
10.11 |
10.0% |
1.09 |
1.1% |
100% |
True |
False |
14,006 |
| 80 |
101.32 |
89.73 |
11.59 |
11.4% |
1.03 |
1.0% |
100% |
True |
False |
11,980 |
| 100 |
101.32 |
89.73 |
11.59 |
11.4% |
0.98 |
1.0% |
100% |
True |
False |
10,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.12 |
|
2.618 |
104.28 |
|
1.618 |
103.15 |
|
1.000 |
102.45 |
|
0.618 |
102.02 |
|
HIGH |
101.32 |
|
0.618 |
100.89 |
|
0.500 |
100.76 |
|
0.382 |
100.62 |
|
LOW |
100.19 |
|
0.618 |
99.49 |
|
1.000 |
99.06 |
|
1.618 |
98.36 |
|
2.618 |
97.23 |
|
4.250 |
95.39 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.12 |
101.10 |
| PP |
100.94 |
100.89 |
| S1 |
100.76 |
100.69 |
|