NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.21 |
99.15 |
-0.06 |
-0.1% |
101.52 |
High |
100.45 |
99.16 |
-1.29 |
-1.3% |
101.80 |
Low |
99.18 |
97.91 |
-1.27 |
-1.3% |
99.17 |
Close |
99.71 |
98.28 |
-1.43 |
-1.4% |
99.27 |
Range |
1.27 |
1.25 |
-0.02 |
-1.6% |
2.63 |
ATR |
1.17 |
1.21 |
0.05 |
3.8% |
0.00 |
Volume |
32,477 |
34,476 |
1,999 |
6.2% |
139,678 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.20 |
101.49 |
98.97 |
|
R3 |
100.95 |
100.24 |
98.62 |
|
R2 |
99.70 |
99.70 |
98.51 |
|
R1 |
98.99 |
98.99 |
98.39 |
98.72 |
PP |
98.45 |
98.45 |
98.45 |
98.32 |
S1 |
97.74 |
97.74 |
98.17 |
97.47 |
S2 |
97.20 |
97.20 |
98.05 |
|
S3 |
95.95 |
96.49 |
97.94 |
|
S4 |
94.70 |
95.24 |
97.59 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.97 |
106.25 |
100.72 |
|
R3 |
105.34 |
103.62 |
99.99 |
|
R2 |
102.71 |
102.71 |
99.75 |
|
R1 |
100.99 |
100.99 |
99.51 |
100.54 |
PP |
100.08 |
100.08 |
100.08 |
99.85 |
S1 |
98.36 |
98.36 |
99.03 |
97.91 |
S2 |
97.45 |
97.45 |
98.79 |
|
S3 |
94.82 |
95.73 |
98.55 |
|
S4 |
92.19 |
93.10 |
97.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.92 |
97.91 |
3.01 |
3.1% |
1.20 |
1.2% |
12% |
False |
True |
29,837 |
10 |
102.04 |
97.91 |
4.13 |
4.2% |
1.17 |
1.2% |
9% |
False |
True |
28,195 |
20 |
102.04 |
96.40 |
5.64 |
5.7% |
1.13 |
1.2% |
33% |
False |
False |
26,298 |
40 |
102.04 |
95.06 |
6.98 |
7.1% |
1.19 |
1.2% |
46% |
False |
False |
22,041 |
60 |
102.04 |
92.15 |
9.89 |
10.1% |
1.13 |
1.1% |
62% |
False |
False |
17,931 |
80 |
102.04 |
89.73 |
12.31 |
12.5% |
1.08 |
1.1% |
69% |
False |
False |
15,230 |
100 |
102.04 |
89.73 |
12.31 |
12.5% |
1.00 |
1.0% |
69% |
False |
False |
13,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.47 |
2.618 |
102.43 |
1.618 |
101.18 |
1.000 |
100.41 |
0.618 |
99.93 |
HIGH |
99.16 |
0.618 |
98.68 |
0.500 |
98.54 |
0.382 |
98.39 |
LOW |
97.91 |
0.618 |
97.14 |
1.000 |
96.66 |
1.618 |
95.89 |
2.618 |
94.64 |
4.250 |
92.60 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.54 |
99.18 |
PP |
98.45 |
98.88 |
S1 |
98.37 |
98.58 |
|