NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
97.61 |
97.67 |
0.06 |
0.1% |
97.82 |
High |
97.93 |
99.21 |
1.28 |
1.3% |
98.21 |
Low |
96.81 |
97.58 |
0.77 |
0.8% |
95.51 |
Close |
97.32 |
99.11 |
1.79 |
1.8% |
97.77 |
Range |
1.12 |
1.63 |
0.51 |
45.5% |
2.70 |
ATR |
1.14 |
1.20 |
0.05 |
4.7% |
0.00 |
Volume |
20,381 |
25,833 |
5,452 |
26.8% |
87,518 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.52 |
102.95 |
100.01 |
|
R3 |
101.89 |
101.32 |
99.56 |
|
R2 |
100.26 |
100.26 |
99.41 |
|
R1 |
99.69 |
99.69 |
99.26 |
99.98 |
PP |
98.63 |
98.63 |
98.63 |
98.78 |
S1 |
98.06 |
98.06 |
98.96 |
98.35 |
S2 |
97.00 |
97.00 |
98.81 |
|
S3 |
95.37 |
96.43 |
98.66 |
|
S4 |
93.74 |
94.80 |
98.21 |
|
|
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 |
99.21 |
95.51 |
3.70 |
3.7% |
1.17 |
1.2% |
97% |
True |
False |
20,565 |
10 |
99.21 |
95.51 |
3.70 |
3.7% |
1.13 |
1.1% |
97% |
True |
False |
19,096 |
20 |
99.21 |
94.34 |
4.87 |
4.9% |
1.12 |
1.1% |
98% |
True |
False |
19,772 |
40 |
99.93 |
94.34 |
5.59 |
5.6% |
1.08 |
1.1% |
85% |
False |
False |
17,688 |
60 |
99.93 |
89.09 |
10.84 |
10.9% |
1.05 |
1.1% |
92% |
False |
False |
15,603 |
80 |
99.93 |
89.09 |
10.84 |
10.9% |
1.01 |
1.0% |
92% |
False |
False |
13,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.14 |
2.618 |
103.48 |
1.618 |
101.85 |
1.000 |
100.84 |
0.618 |
100.22 |
HIGH |
99.21 |
0.618 |
98.59 |
0.500 |
98.40 |
0.382 |
98.20 |
LOW |
97.58 |
0.618 |
96.57 |
1.000 |
95.95 |
1.618 |
94.94 |
2.618 |
93.31 |
4.250 |
90.65 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.87 |
98.74 |
PP |
98.63 |
98.38 |
S1 |
98.40 |
98.01 |
|