NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.42 |
99.39 |
-0.03 |
0.0% |
99.62 |
High |
99.69 |
100.00 |
0.31 |
0.3% |
100.94 |
Low |
99.07 |
99.33 |
0.26 |
0.3% |
99.30 |
Close |
99.26 |
99.73 |
0.47 |
0.5% |
100.31 |
Range |
0.62 |
0.67 |
0.05 |
8.1% |
1.64 |
ATR |
1.08 |
1.05 |
-0.02 |
-2.2% |
0.00 |
Volume |
40,720 |
35,310 |
-5,410 |
-13.3% |
117,985 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.70 |
101.38 |
100.10 |
|
R3 |
101.03 |
100.71 |
99.91 |
|
R2 |
100.36 |
100.36 |
99.85 |
|
R1 |
100.04 |
100.04 |
99.79 |
100.20 |
PP |
99.69 |
99.69 |
99.69 |
99.77 |
S1 |
99.37 |
99.37 |
99.67 |
99.53 |
S2 |
99.02 |
99.02 |
99.61 |
|
S3 |
98.35 |
98.70 |
99.55 |
|
S4 |
97.68 |
98.03 |
99.36 |
|
|
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 |
100.88 |
99.04 |
1.84 |
1.8% |
0.94 |
0.9% |
38% |
False |
False |
28,342 |
10 |
100.94 |
99.00 |
1.94 |
1.9% |
0.92 |
0.9% |
38% |
False |
False |
28,949 |
20 |
100.94 |
95.51 |
5.43 |
5.4% |
1.03 |
1.0% |
78% |
False |
False |
24,906 |
40 |
100.94 |
94.34 |
6.60 |
6.6% |
1.08 |
1.1% |
82% |
False |
False |
22,086 |
60 |
100.94 |
91.15 |
9.79 |
9.8% |
1.04 |
1.0% |
88% |
False |
False |
18,948 |
80 |
100.94 |
89.09 |
11.85 |
11.9% |
1.05 |
1.0% |
90% |
False |
False |
16,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.85 |
2.618 |
101.75 |
1.618 |
101.08 |
1.000 |
100.67 |
0.618 |
100.41 |
HIGH |
100.00 |
0.618 |
99.74 |
0.500 |
99.67 |
0.382 |
99.59 |
LOW |
99.33 |
0.618 |
98.92 |
1.000 |
98.66 |
1.618 |
98.25 |
2.618 |
97.58 |
4.250 |
96.48 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
99.71 |
99.85 |
PP |
99.69 |
99.81 |
S1 |
99.67 |
99.77 |
|