NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.76 |
98.62 |
-1.14 |
-1.1% |
100.41 |
High |
99.78 |
99.04 |
-0.74 |
-0.7% |
100.72 |
Low |
98.34 |
97.92 |
-0.42 |
-0.4% |
98.34 |
Close |
98.44 |
98.29 |
-0.15 |
-0.2% |
98.44 |
Range |
1.44 |
1.12 |
-0.32 |
-22.2% |
2.38 |
ATR |
1.08 |
1.09 |
0.00 |
0.2% |
0.00 |
Volume |
32,845 |
27,913 |
-4,932 |
-15.0% |
142,232 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.78 |
101.15 |
98.91 |
|
R3 |
100.66 |
100.03 |
98.60 |
|
R2 |
99.54 |
99.54 |
98.50 |
|
R1 |
98.91 |
98.91 |
98.39 |
98.67 |
PP |
98.42 |
98.42 |
98.42 |
98.29 |
S1 |
97.79 |
97.79 |
98.19 |
97.55 |
S2 |
97.30 |
97.30 |
98.08 |
|
S3 |
96.18 |
96.67 |
97.98 |
|
S4 |
95.06 |
95.55 |
97.67 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.31 |
104.75 |
99.75 |
|
R3 |
103.93 |
102.37 |
99.09 |
|
R2 |
101.55 |
101.55 |
98.88 |
|
R1 |
99.99 |
99.99 |
98.66 |
99.58 |
PP |
99.17 |
99.17 |
99.17 |
98.96 |
S1 |
97.61 |
97.61 |
98.22 |
97.20 |
S2 |
96.79 |
96.79 |
98.00 |
|
S3 |
94.41 |
95.23 |
97.79 |
|
S4 |
92.03 |
92.85 |
97.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.65 |
97.92 |
2.73 |
2.8% |
1.09 |
1.1% |
14% |
False |
True |
29,920 |
10 |
100.94 |
97.92 |
3.02 |
3.1% |
1.03 |
1.0% |
12% |
False |
True |
28,813 |
20 |
100.94 |
95.51 |
5.43 |
5.5% |
1.06 |
1.1% |
51% |
False |
False |
26,084 |
40 |
100.94 |
94.34 |
6.60 |
6.7% |
1.11 |
1.1% |
60% |
False |
False |
23,016 |
60 |
100.94 |
91.15 |
9.79 |
10.0% |
1.06 |
1.1% |
73% |
False |
False |
19,535 |
80 |
100.94 |
89.09 |
11.85 |
12.1% |
1.06 |
1.1% |
78% |
False |
False |
17,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.80 |
2.618 |
101.97 |
1.618 |
100.85 |
1.000 |
100.16 |
0.618 |
99.73 |
HIGH |
99.04 |
0.618 |
98.61 |
0.500 |
98.48 |
0.382 |
98.35 |
LOW |
97.92 |
0.618 |
97.23 |
1.000 |
96.80 |
1.618 |
96.11 |
2.618 |
94.99 |
4.250 |
93.16 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.48 |
98.96 |
PP |
98.42 |
98.74 |
S1 |
98.35 |
98.51 |
|