NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
100.25 |
100.41 |
0.16 |
0.2% |
99.62 |
High |
100.88 |
100.72 |
-0.16 |
-0.2% |
100.94 |
Low |
99.87 |
99.95 |
0.08 |
0.1% |
99.30 |
Close |
100.31 |
100.70 |
0.39 |
0.4% |
100.31 |
Range |
1.01 |
0.77 |
-0.24 |
-23.8% |
1.64 |
ATR |
1.10 |
1.07 |
-0.02 |
-2.1% |
0.00 |
Volume |
32,327 |
20,543 |
-11,784 |
-36.5% |
117,985 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.77 |
102.50 |
101.12 |
|
R3 |
102.00 |
101.73 |
100.91 |
|
R2 |
101.23 |
101.23 |
100.84 |
|
R1 |
100.96 |
100.96 |
100.77 |
101.10 |
PP |
100.46 |
100.46 |
100.46 |
100.52 |
S1 |
100.19 |
100.19 |
100.63 |
100.33 |
S2 |
99.69 |
99.69 |
100.56 |
|
S3 |
98.92 |
99.42 |
100.49 |
|
S4 |
98.15 |
98.65 |
100.28 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.10 |
104.35 |
101.21 |
|
R3 |
103.46 |
102.71 |
100.76 |
|
R2 |
101.82 |
101.82 |
100.61 |
|
R1 |
101.07 |
101.07 |
100.46 |
101.45 |
PP |
100.18 |
100.18 |
100.18 |
100.37 |
S1 |
99.43 |
99.43 |
100.16 |
99.81 |
S2 |
98.54 |
98.54 |
100.01 |
|
S3 |
96.90 |
97.79 |
99.86 |
|
S4 |
95.26 |
96.15 |
99.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.94 |
99.30 |
1.64 |
1.6% |
0.96 |
1.0% |
85% |
False |
False |
27,705 |
10 |
100.94 |
96.81 |
4.13 |
4.1% |
1.01 |
1.0% |
94% |
False |
False |
28,457 |
20 |
100.94 |
95.51 |
5.43 |
5.4% |
1.03 |
1.0% |
96% |
False |
False |
22,950 |
40 |
100.94 |
94.34 |
6.60 |
6.6% |
1.09 |
1.1% |
96% |
False |
False |
20,839 |
60 |
100.94 |
91.15 |
9.79 |
9.7% |
1.04 |
1.0% |
98% |
False |
False |
18,139 |
80 |
100.94 |
89.09 |
11.85 |
11.8% |
1.03 |
1.0% |
98% |
False |
False |
15,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.99 |
2.618 |
102.74 |
1.618 |
101.97 |
1.000 |
101.49 |
0.618 |
101.20 |
HIGH |
100.72 |
0.618 |
100.43 |
0.500 |
100.34 |
0.382 |
100.24 |
LOW |
99.95 |
0.618 |
99.47 |
1.000 |
99.18 |
1.618 |
98.70 |
2.618 |
97.93 |
4.250 |
96.68 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
100.58 |
100.57 |
PP |
100.46 |
100.44 |
S1 |
100.34 |
100.32 |
|