NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.95 |
101.24 |
0.29 |
0.3% |
98.56 |
High |
101.32 |
102.04 |
0.72 |
0.7% |
101.00 |
Low |
100.40 |
100.72 |
0.32 |
0.3% |
97.70 |
Close |
101.12 |
101.25 |
0.13 |
0.1% |
100.51 |
Range |
0.92 |
1.32 |
0.40 |
43.5% |
3.30 |
ATR |
1.17 |
1.18 |
0.01 |
0.9% |
0.00 |
Volume |
21,569 |
20,499 |
-1,070 |
-5.0% |
147,569 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.30 |
104.59 |
101.98 |
|
R3 |
103.98 |
103.27 |
101.61 |
|
R2 |
102.66 |
102.66 |
101.49 |
|
R1 |
101.95 |
101.95 |
101.37 |
102.31 |
PP |
101.34 |
101.34 |
101.34 |
101.51 |
S1 |
100.63 |
100.63 |
101.13 |
100.99 |
S2 |
100.02 |
100.02 |
101.01 |
|
S3 |
98.70 |
99.31 |
100.89 |
|
S4 |
97.38 |
97.99 |
100.52 |
|
|
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 |
102.04 |
100.06 |
1.98 |
2.0% |
0.98 |
1.0% |
60% |
True |
False |
27,305 |
10 |
102.04 |
96.65 |
5.39 |
5.3% |
1.15 |
1.1% |
85% |
True |
False |
25,183 |
20 |
102.04 |
95.50 |
6.54 |
6.5% |
1.17 |
1.2% |
88% |
True |
False |
19,492 |
40 |
102.04 |
95.06 |
6.98 |
6.9% |
1.16 |
1.1% |
89% |
True |
False |
18,124 |
60 |
102.04 |
92.02 |
10.02 |
9.9% |
1.09 |
1.1% |
92% |
True |
False |
14,562 |
80 |
102.04 |
89.73 |
12.31 |
12.2% |
1.04 |
1.0% |
94% |
True |
False |
12,378 |
100 |
102.04 |
89.73 |
12.31 |
12.2% |
0.99 |
1.0% |
94% |
True |
False |
10,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.65 |
2.618 |
105.50 |
1.618 |
104.18 |
1.000 |
103.36 |
0.618 |
102.86 |
HIGH |
102.04 |
0.618 |
101.54 |
0.500 |
101.38 |
0.382 |
101.22 |
LOW |
100.72 |
0.618 |
99.90 |
1.000 |
99.40 |
1.618 |
98.58 |
2.618 |
97.26 |
4.250 |
95.11 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
101.38 |
101.21 |
PP |
101.34 |
101.16 |
S1 |
101.29 |
101.12 |
|