NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.36 |
99.19 |
-0.17 |
-0.2% |
97.61 |
High |
99.68 |
99.91 |
0.23 |
0.2% |
99.91 |
Low |
99.16 |
99.00 |
-0.16 |
-0.2% |
96.81 |
Close |
99.37 |
99.49 |
0.12 |
0.1% |
99.49 |
Range |
0.52 |
0.91 |
0.39 |
75.0% |
3.10 |
ATR |
1.14 |
1.12 |
-0.02 |
-1.4% |
0.00 |
Volume |
36,664 |
25,455 |
-11,209 |
-30.6% |
146,050 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.20 |
101.75 |
99.99 |
|
R3 |
101.29 |
100.84 |
99.74 |
|
R2 |
100.38 |
100.38 |
99.66 |
|
R1 |
99.93 |
99.93 |
99.57 |
100.16 |
PP |
99.47 |
99.47 |
99.47 |
99.58 |
S1 |
99.02 |
99.02 |
99.41 |
99.25 |
S2 |
98.56 |
98.56 |
99.32 |
|
S3 |
97.65 |
98.11 |
99.24 |
|
S4 |
96.74 |
97.20 |
98.99 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.04 |
106.86 |
101.20 |
|
R3 |
104.94 |
103.76 |
100.34 |
|
R2 |
101.84 |
101.84 |
100.06 |
|
R1 |
100.66 |
100.66 |
99.77 |
101.25 |
PP |
98.74 |
98.74 |
98.74 |
99.03 |
S1 |
97.56 |
97.56 |
99.21 |
98.15 |
S2 |
95.64 |
95.64 |
98.92 |
|
S3 |
92.54 |
94.46 |
98.64 |
|
S4 |
89.44 |
91.36 |
97.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.91 |
96.81 |
3.10 |
3.1% |
1.05 |
1.1% |
86% |
True |
False |
29,210 |
10 |
99.91 |
95.51 |
4.40 |
4.4% |
1.10 |
1.1% |
90% |
True |
False |
23,356 |
20 |
99.91 |
94.34 |
5.57 |
5.6% |
1.09 |
1.1% |
92% |
True |
False |
20,862 |
40 |
99.93 |
94.34 |
5.59 |
5.6% |
1.08 |
1.1% |
92% |
False |
False |
19,199 |
60 |
99.93 |
90.21 |
9.72 |
9.8% |
1.04 |
1.0% |
95% |
False |
False |
16,592 |
80 |
99.93 |
89.09 |
10.84 |
10.9% |
1.01 |
1.0% |
96% |
False |
False |
14,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.78 |
2.618 |
102.29 |
1.618 |
101.38 |
1.000 |
100.82 |
0.618 |
100.47 |
HIGH |
99.91 |
0.618 |
99.56 |
0.500 |
99.46 |
0.382 |
99.35 |
LOW |
99.00 |
0.618 |
98.44 |
1.000 |
98.09 |
1.618 |
97.53 |
2.618 |
96.62 |
4.250 |
95.13 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.48 |
99.43 |
PP |
99.47 |
99.37 |
S1 |
99.46 |
99.31 |
|