NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
98.75 |
99.36 |
0.61 |
0.6% |
97.82 |
High |
99.77 |
99.68 |
-0.09 |
-0.1% |
98.21 |
Low |
98.71 |
99.16 |
0.45 |
0.5% |
95.51 |
Close |
99.66 |
99.37 |
-0.29 |
-0.3% |
97.77 |
Range |
1.06 |
0.52 |
-0.54 |
-50.9% |
2.70 |
ATR |
1.19 |
1.14 |
-0.05 |
-4.0% |
0.00 |
Volume |
37,717 |
36,664 |
-1,053 |
-2.8% |
87,518 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.96 |
100.69 |
99.66 |
|
R3 |
100.44 |
100.17 |
99.51 |
|
R2 |
99.92 |
99.92 |
99.47 |
|
R1 |
99.65 |
99.65 |
99.42 |
99.79 |
PP |
99.40 |
99.40 |
99.40 |
99.47 |
S1 |
99.13 |
99.13 |
99.32 |
99.27 |
S2 |
98.88 |
98.88 |
99.27 |
|
S3 |
98.36 |
98.61 |
99.23 |
|
S4 |
97.84 |
98.09 |
99.08 |
|
|
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 |
99.77 |
96.81 |
2.96 |
3.0% |
1.05 |
1.1% |
86% |
False |
False |
27,201 |
10 |
99.77 |
95.51 |
4.26 |
4.3% |
1.06 |
1.1% |
91% |
False |
False |
23,218 |
20 |
99.77 |
94.34 |
5.43 |
5.5% |
1.09 |
1.1% |
93% |
False |
False |
20,736 |
40 |
99.93 |
94.34 |
5.59 |
5.6% |
1.08 |
1.1% |
90% |
False |
False |
18,938 |
60 |
99.93 |
89.58 |
10.35 |
10.4% |
1.04 |
1.1% |
95% |
False |
False |
16,370 |
80 |
99.93 |
89.09 |
10.84 |
10.9% |
1.01 |
1.0% |
95% |
False |
False |
14,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.89 |
2.618 |
101.04 |
1.618 |
100.52 |
1.000 |
100.20 |
0.618 |
100.00 |
HIGH |
99.68 |
0.618 |
99.48 |
0.500 |
99.42 |
0.382 |
99.36 |
LOW |
99.16 |
0.618 |
98.84 |
1.000 |
98.64 |
1.618 |
98.32 |
2.618 |
97.80 |
4.250 |
96.95 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.42 |
99.14 |
PP |
99.40 |
98.91 |
S1 |
99.39 |
98.68 |
|