NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
97.82 |
97.78 |
-0.04 |
0.0% |
95.90 |
| High |
98.21 |
97.87 |
-0.34 |
-0.3% |
98.32 |
| Low |
97.43 |
96.01 |
-1.42 |
-1.5% |
95.54 |
| Close |
97.99 |
96.37 |
-1.62 |
-1.7% |
97.99 |
| Range |
0.78 |
1.86 |
1.08 |
138.5% |
2.78 |
| ATR |
1.10 |
1.16 |
0.06 |
5.7% |
0.00 |
| Volume |
16,617 |
14,288 |
-2,329 |
-14.0% |
86,923 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.33 |
101.21 |
97.39 |
|
| R3 |
100.47 |
99.35 |
96.88 |
|
| R2 |
98.61 |
98.61 |
96.71 |
|
| R1 |
97.49 |
97.49 |
96.54 |
97.12 |
| PP |
96.75 |
96.75 |
96.75 |
96.57 |
| S1 |
95.63 |
95.63 |
96.20 |
95.26 |
| S2 |
94.89 |
94.89 |
96.03 |
|
| S3 |
93.03 |
93.77 |
95.86 |
|
| S4 |
91.17 |
91.91 |
95.35 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.62 |
104.59 |
99.52 |
|
| R3 |
102.84 |
101.81 |
98.75 |
|
| R2 |
100.06 |
100.06 |
98.50 |
|
| R1 |
99.03 |
99.03 |
98.24 |
99.55 |
| PP |
97.28 |
97.28 |
97.28 |
97.54 |
| S1 |
96.25 |
96.25 |
97.74 |
96.77 |
| S2 |
94.50 |
94.50 |
97.48 |
|
| S3 |
91.72 |
93.47 |
97.23 |
|
| S4 |
88.94 |
90.69 |
96.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.32 |
95.98 |
2.34 |
2.4% |
1.08 |
1.1% |
17% |
False |
False |
17,626 |
| 10 |
98.32 |
94.60 |
3.72 |
3.9% |
1.10 |
1.1% |
48% |
False |
False |
18,560 |
| 20 |
98.48 |
94.34 |
4.14 |
4.3% |
1.16 |
1.2% |
49% |
False |
False |
19,421 |
| 40 |
99.93 |
91.49 |
8.44 |
8.8% |
1.08 |
1.1% |
58% |
False |
False |
16,535 |
| 60 |
99.93 |
89.09 |
10.84 |
11.2% |
1.03 |
1.1% |
67% |
False |
False |
14,940 |
| 80 |
99.93 |
89.09 |
10.84 |
11.2% |
0.98 |
1.0% |
67% |
False |
False |
13,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.78 |
|
2.618 |
102.74 |
|
1.618 |
100.88 |
|
1.000 |
99.73 |
|
0.618 |
99.02 |
|
HIGH |
97.87 |
|
0.618 |
97.16 |
|
0.500 |
96.94 |
|
0.382 |
96.72 |
|
LOW |
96.01 |
|
0.618 |
94.86 |
|
1.000 |
94.15 |
|
1.618 |
93.00 |
|
2.618 |
91.14 |
|
4.250 |
88.11 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.94 |
97.17 |
| PP |
96.75 |
96.90 |
| S1 |
96.56 |
96.64 |
|