NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
95.89 |
97.19 |
1.30 |
1.4% |
97.82 |
| High |
97.10 |
98.07 |
0.97 |
1.0% |
98.21 |
| Low |
95.75 |
97.15 |
1.40 |
1.5% |
95.51 |
| Close |
97.06 |
97.77 |
0.71 |
0.7% |
97.77 |
| Range |
1.35 |
0.92 |
-0.43 |
-31.9% |
2.70 |
| ATR |
1.16 |
1.14 |
-0.01 |
-0.9% |
0.00 |
| Volume |
18,505 |
15,410 |
-3,095 |
-16.7% |
87,518 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.42 |
100.02 |
98.28 |
|
| R3 |
99.50 |
99.10 |
98.02 |
|
| R2 |
98.58 |
98.58 |
97.94 |
|
| R1 |
98.18 |
98.18 |
97.85 |
98.38 |
| PP |
97.66 |
97.66 |
97.66 |
97.77 |
| S1 |
97.26 |
97.26 |
97.69 |
97.46 |
| S2 |
96.74 |
96.74 |
97.60 |
|
| S3 |
95.82 |
96.34 |
97.52 |
|
| S4 |
94.90 |
95.42 |
97.26 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.26 |
104.22 |
99.26 |
|
| R3 |
102.56 |
101.52 |
98.51 |
|
| R2 |
99.86 |
99.86 |
98.27 |
|
| R1 |
98.82 |
98.82 |
98.02 |
97.99 |
| PP |
97.16 |
97.16 |
97.16 |
96.75 |
| S1 |
96.12 |
96.12 |
97.52 |
95.29 |
| S2 |
94.46 |
94.46 |
97.28 |
|
| S3 |
91.76 |
93.42 |
97.03 |
|
| S4 |
89.06 |
90.72 |
96.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.21 |
95.51 |
2.70 |
2.8% |
1.15 |
1.2% |
84% |
False |
False |
17,503 |
| 10 |
98.32 |
95.51 |
2.81 |
2.9% |
1.06 |
1.1% |
80% |
False |
False |
17,444 |
| 20 |
98.32 |
94.34 |
3.98 |
4.1% |
1.12 |
1.1% |
86% |
False |
False |
18,903 |
| 40 |
99.93 |
93.20 |
6.73 |
6.9% |
1.08 |
1.1% |
68% |
False |
False |
17,110 |
| 60 |
99.93 |
89.09 |
10.84 |
11.1% |
1.04 |
1.1% |
80% |
False |
False |
15,264 |
| 80 |
99.93 |
89.09 |
10.84 |
11.1% |
1.00 |
1.0% |
80% |
False |
False |
13,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.98 |
|
2.618 |
100.48 |
|
1.618 |
99.56 |
|
1.000 |
98.99 |
|
0.618 |
98.64 |
|
HIGH |
98.07 |
|
0.618 |
97.72 |
|
0.500 |
97.61 |
|
0.382 |
97.50 |
|
LOW |
97.15 |
|
0.618 |
96.58 |
|
1.000 |
96.23 |
|
1.618 |
95.66 |
|
2.618 |
94.74 |
|
4.250 |
93.24 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.72 |
97.44 |
| PP |
97.66 |
97.12 |
| S1 |
97.61 |
96.79 |
|