NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.92 |
100.13 |
0.21 |
0.2% |
97.61 |
High |
100.28 |
100.94 |
0.66 |
0.7% |
99.91 |
Low |
99.49 |
99.69 |
0.20 |
0.2% |
96.81 |
Close |
100.07 |
100.22 |
0.15 |
0.1% |
99.49 |
Range |
0.79 |
1.25 |
0.46 |
58.2% |
3.10 |
ATR |
1.09 |
1.10 |
0.01 |
1.0% |
0.00 |
Volume |
26,297 |
22,473 |
-3,824 |
-14.5% |
146,050 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.03 |
103.38 |
100.91 |
|
R3 |
102.78 |
102.13 |
100.56 |
|
R2 |
101.53 |
101.53 |
100.45 |
|
R1 |
100.88 |
100.88 |
100.33 |
101.21 |
PP |
100.28 |
100.28 |
100.28 |
100.45 |
S1 |
99.63 |
99.63 |
100.11 |
99.96 |
S2 |
99.03 |
99.03 |
99.99 |
|
S3 |
97.78 |
98.38 |
99.88 |
|
S4 |
96.53 |
97.13 |
99.53 |
|
|
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 |
100.94 |
99.00 |
1.94 |
1.9% |
0.89 |
0.9% |
63% |
True |
False |
29,555 |
10 |
100.94 |
95.75 |
5.19 |
5.2% |
1.06 |
1.1% |
86% |
True |
False |
26,562 |
20 |
100.94 |
94.60 |
6.34 |
6.3% |
1.08 |
1.1% |
89% |
True |
False |
22,324 |
40 |
100.94 |
94.34 |
6.60 |
6.6% |
1.09 |
1.1% |
89% |
True |
False |
20,361 |
60 |
100.94 |
91.15 |
9.79 |
9.8% |
1.04 |
1.0% |
93% |
True |
False |
17,589 |
80 |
100.94 |
89.09 |
11.85 |
11.8% |
1.02 |
1.0% |
94% |
True |
False |
15,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.25 |
2.618 |
104.21 |
1.618 |
102.96 |
1.000 |
102.19 |
0.618 |
101.71 |
HIGH |
100.94 |
0.618 |
100.46 |
0.500 |
100.32 |
0.382 |
100.17 |
LOW |
99.69 |
0.618 |
98.92 |
1.000 |
98.44 |
1.618 |
97.67 |
2.618 |
96.42 |
4.250 |
94.38 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.32 |
100.19 |
PP |
100.28 |
100.15 |
S1 |
100.25 |
100.12 |
|