NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
97.78 |
96.17 |
-1.61 |
-1.6% |
95.90 |
| High |
97.87 |
96.33 |
-1.54 |
-1.6% |
98.32 |
| Low |
96.01 |
95.51 |
-0.50 |
-0.5% |
95.54 |
| Close |
96.37 |
96.24 |
-0.13 |
-0.1% |
97.99 |
| Range |
1.86 |
0.82 |
-1.04 |
-55.9% |
2.78 |
| ATR |
1.16 |
1.14 |
-0.02 |
-1.9% |
0.00 |
| Volume |
14,288 |
22,698 |
8,410 |
58.9% |
86,923 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.49 |
98.18 |
96.69 |
|
| R3 |
97.67 |
97.36 |
96.47 |
|
| R2 |
96.85 |
96.85 |
96.39 |
|
| R1 |
96.54 |
96.54 |
96.32 |
96.70 |
| PP |
96.03 |
96.03 |
96.03 |
96.10 |
| S1 |
95.72 |
95.72 |
96.16 |
95.88 |
| S2 |
95.21 |
95.21 |
96.09 |
|
| S3 |
94.39 |
94.90 |
96.01 |
|
| S4 |
93.57 |
94.08 |
95.79 |
|
|
| 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 |
95.51 |
2.81 |
2.9% |
1.08 |
1.1% |
26% |
False |
True |
18,157 |
| 10 |
98.32 |
94.60 |
3.72 |
3.9% |
1.11 |
1.2% |
44% |
False |
False |
18,087 |
| 20 |
98.32 |
94.34 |
3.98 |
4.1% |
1.11 |
1.2% |
48% |
False |
False |
19,709 |
| 40 |
99.93 |
92.13 |
7.80 |
8.1% |
1.07 |
1.1% |
53% |
False |
False |
16,790 |
| 60 |
99.93 |
89.09 |
10.84 |
11.3% |
1.04 |
1.1% |
66% |
False |
False |
15,108 |
| 80 |
99.93 |
89.09 |
10.84 |
11.3% |
0.98 |
1.0% |
66% |
False |
False |
13,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.82 |
|
2.618 |
98.48 |
|
1.618 |
97.66 |
|
1.000 |
97.15 |
|
0.618 |
96.84 |
|
HIGH |
96.33 |
|
0.618 |
96.02 |
|
0.500 |
95.92 |
|
0.382 |
95.82 |
|
LOW |
95.51 |
|
0.618 |
95.00 |
|
1.000 |
94.69 |
|
1.618 |
94.18 |
|
2.618 |
93.36 |
|
4.250 |
92.03 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.13 |
96.86 |
| PP |
96.03 |
96.65 |
| S1 |
95.92 |
96.45 |
|