NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
96.17 |
95.89 |
-0.28 |
-0.3% |
95.90 |
| High |
96.33 |
97.10 |
0.77 |
0.8% |
98.32 |
| Low |
95.51 |
95.75 |
0.24 |
0.3% |
95.54 |
| Close |
96.24 |
97.06 |
0.82 |
0.9% |
97.99 |
| Range |
0.82 |
1.35 |
0.53 |
64.6% |
2.78 |
| ATR |
1.14 |
1.16 |
0.01 |
1.3% |
0.00 |
| Volume |
22,698 |
18,505 |
-4,193 |
-18.5% |
86,923 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.69 |
100.22 |
97.80 |
|
| R3 |
99.34 |
98.87 |
97.43 |
|
| R2 |
97.99 |
97.99 |
97.31 |
|
| R1 |
97.52 |
97.52 |
97.18 |
97.76 |
| PP |
96.64 |
96.64 |
96.64 |
96.75 |
| S1 |
96.17 |
96.17 |
96.94 |
96.41 |
| S2 |
95.29 |
95.29 |
96.81 |
|
| S3 |
93.94 |
94.82 |
96.69 |
|
| S4 |
92.59 |
93.47 |
96.32 |
|
|
| 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% |
55% |
False |
False |
19,235 |
| 10 |
98.32 |
94.83 |
3.49 |
3.6% |
1.15 |
1.2% |
64% |
False |
False |
17,934 |
| 20 |
98.32 |
94.34 |
3.98 |
4.1% |
1.12 |
1.1% |
68% |
False |
False |
19,354 |
| 40 |
99.93 |
92.83 |
7.10 |
7.3% |
1.09 |
1.1% |
60% |
False |
False |
16,983 |
| 60 |
99.93 |
89.09 |
10.84 |
11.2% |
1.05 |
1.1% |
74% |
False |
False |
15,251 |
| 80 |
99.93 |
89.09 |
10.84 |
11.2% |
0.99 |
1.0% |
74% |
False |
False |
13,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.84 |
|
2.618 |
100.63 |
|
1.618 |
99.28 |
|
1.000 |
98.45 |
|
0.618 |
97.93 |
|
HIGH |
97.10 |
|
0.618 |
96.58 |
|
0.500 |
96.43 |
|
0.382 |
96.27 |
|
LOW |
95.75 |
|
0.618 |
94.92 |
|
1.000 |
94.40 |
|
1.618 |
93.57 |
|
2.618 |
92.22 |
|
4.250 |
90.01 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.85 |
96.94 |
| PP |
96.64 |
96.81 |
| S1 |
96.43 |
96.69 |
|