NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.62 |
99.92 |
0.30 |
0.3% |
97.61 |
High |
100.30 |
100.28 |
-0.02 |
0.0% |
99.91 |
Low |
99.30 |
99.49 |
0.19 |
0.2% |
96.81 |
Close |
100.25 |
100.07 |
-0.18 |
-0.2% |
99.49 |
Range |
1.00 |
0.79 |
-0.21 |
-21.0% |
3.10 |
ATR |
1.11 |
1.09 |
-0.02 |
-2.1% |
0.00 |
Volume |
36,888 |
26,297 |
-10,591 |
-28.7% |
146,050 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.32 |
101.98 |
100.50 |
|
R3 |
101.53 |
101.19 |
100.29 |
|
R2 |
100.74 |
100.74 |
100.21 |
|
R1 |
100.40 |
100.40 |
100.14 |
100.57 |
PP |
99.95 |
99.95 |
99.95 |
100.03 |
S1 |
99.61 |
99.61 |
100.00 |
99.78 |
S2 |
99.16 |
99.16 |
99.93 |
|
S3 |
98.37 |
98.82 |
99.85 |
|
S4 |
97.58 |
98.03 |
99.64 |
|
|
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 |
100.30 |
98.71 |
1.59 |
1.6% |
0.86 |
0.9% |
86% |
False |
False |
32,604 |
10 |
100.30 |
95.51 |
4.79 |
4.8% |
1.01 |
1.0% |
95% |
False |
False |
26,584 |
20 |
100.30 |
94.60 |
5.70 |
5.7% |
1.06 |
1.1% |
96% |
False |
False |
22,572 |
40 |
100.30 |
94.34 |
5.96 |
6.0% |
1.07 |
1.1% |
96% |
False |
False |
20,277 |
60 |
100.30 |
90.40 |
9.90 |
9.9% |
1.05 |
1.0% |
98% |
False |
False |
17,339 |
80 |
100.30 |
89.09 |
11.21 |
11.2% |
1.02 |
1.0% |
98% |
False |
False |
15,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.64 |
2.618 |
102.35 |
1.618 |
101.56 |
1.000 |
101.07 |
0.618 |
100.77 |
HIGH |
100.28 |
0.618 |
99.98 |
0.500 |
99.89 |
0.382 |
99.79 |
LOW |
99.49 |
0.618 |
99.00 |
1.000 |
98.70 |
1.618 |
98.21 |
2.618 |
97.42 |
4.250 |
96.13 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.01 |
99.93 |
PP |
99.95 |
99.79 |
S1 |
99.89 |
99.65 |
|