NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
101.26 |
101.52 |
0.26 |
0.3% |
100.19 |
High |
101.98 |
101.80 |
-0.18 |
-0.2% |
102.04 |
Low |
100.96 |
100.98 |
0.02 |
0.0% |
100.19 |
Close |
101.38 |
101.75 |
0.37 |
0.4% |
101.38 |
Range |
1.02 |
0.82 |
-0.20 |
-19.6% |
1.85 |
ATR |
1.17 |
1.14 |
-0.02 |
-2.1% |
0.00 |
Volume |
30,224 |
22,543 |
-7,681 |
-25.4% |
103,836 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.97 |
103.68 |
102.20 |
|
R3 |
103.15 |
102.86 |
101.98 |
|
R2 |
102.33 |
102.33 |
101.90 |
|
R1 |
102.04 |
102.04 |
101.83 |
102.19 |
PP |
101.51 |
101.51 |
101.51 |
101.58 |
S1 |
101.22 |
101.22 |
101.67 |
101.37 |
S2 |
100.69 |
100.69 |
101.60 |
|
S3 |
99.87 |
100.40 |
101.52 |
|
S4 |
99.05 |
99.58 |
101.30 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.75 |
105.92 |
102.40 |
|
R3 |
104.90 |
104.07 |
101.89 |
|
R2 |
103.05 |
103.05 |
101.72 |
|
R1 |
102.22 |
102.22 |
101.55 |
102.64 |
PP |
101.20 |
101.20 |
101.20 |
101.41 |
S1 |
100.37 |
100.37 |
101.21 |
100.79 |
S2 |
99.35 |
99.35 |
101.04 |
|
S3 |
97.50 |
98.52 |
100.87 |
|
S4 |
95.65 |
96.67 |
100.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.04 |
100.19 |
1.85 |
1.8% |
1.04 |
1.0% |
84% |
False |
False |
25,275 |
10 |
102.04 |
97.70 |
4.34 |
4.3% |
1.08 |
1.1% |
93% |
False |
False |
27,394 |
20 |
102.04 |
96.40 |
5.64 |
5.5% |
1.12 |
1.1% |
95% |
False |
False |
19,874 |
40 |
102.04 |
95.06 |
6.98 |
6.9% |
1.16 |
1.1% |
96% |
False |
False |
18,843 |
60 |
102.04 |
92.02 |
10.02 |
9.8% |
1.10 |
1.1% |
97% |
False |
False |
15,210 |
80 |
102.04 |
89.73 |
12.31 |
12.1% |
1.05 |
1.0% |
98% |
False |
False |
12,899 |
100 |
102.04 |
89.73 |
12.31 |
12.1% |
0.98 |
1.0% |
98% |
False |
False |
11,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.29 |
2.618 |
103.95 |
1.618 |
103.13 |
1.000 |
102.62 |
0.618 |
102.31 |
HIGH |
101.80 |
0.618 |
101.49 |
0.500 |
101.39 |
0.382 |
101.29 |
LOW |
100.98 |
0.618 |
100.47 |
1.000 |
100.16 |
1.618 |
99.65 |
2.618 |
98.83 |
4.250 |
97.50 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
101.63 |
101.63 |
PP |
101.51 |
101.50 |
S1 |
101.39 |
101.38 |
|