NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
98.24 |
97.40 |
-0.84 |
-0.9% |
100.41 |
| High |
98.24 |
97.42 |
-0.82 |
-0.8% |
100.72 |
| Low |
97.01 |
96.48 |
-0.53 |
-0.5% |
98.34 |
| Close |
97.39 |
97.04 |
-0.35 |
-0.4% |
98.44 |
| Range |
1.23 |
0.94 |
-0.29 |
-23.6% |
2.38 |
| ATR |
1.14 |
1.13 |
-0.01 |
-1.3% |
0.00 |
| Volume |
23,739 |
33,393 |
9,654 |
40.7% |
142,232 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.80 |
99.36 |
97.56 |
|
| R3 |
98.86 |
98.42 |
97.30 |
|
| R2 |
97.92 |
97.92 |
97.21 |
|
| R1 |
97.48 |
97.48 |
97.13 |
97.23 |
| PP |
96.98 |
96.98 |
96.98 |
96.86 |
| S1 |
96.54 |
96.54 |
96.95 |
96.29 |
| S2 |
96.04 |
96.04 |
96.87 |
|
| S3 |
95.10 |
95.60 |
96.78 |
|
| S4 |
94.16 |
94.66 |
96.52 |
|
|
| 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 |
99.78 |
96.48 |
3.30 |
3.4% |
1.19 |
1.2% |
17% |
False |
True |
29,280 |
| 10 |
100.88 |
96.48 |
4.40 |
4.5% |
1.06 |
1.1% |
13% |
False |
True |
28,811 |
| 20 |
100.94 |
95.75 |
5.19 |
5.3% |
1.06 |
1.1% |
25% |
False |
False |
27,687 |
| 40 |
100.94 |
94.34 |
6.60 |
6.8% |
1.08 |
1.1% |
41% |
False |
False |
23,698 |
| 60 |
100.94 |
92.13 |
8.81 |
9.1% |
1.07 |
1.1% |
56% |
False |
False |
20,422 |
| 80 |
100.94 |
89.09 |
11.85 |
12.2% |
1.04 |
1.1% |
67% |
False |
False |
18,253 |
| 100 |
100.94 |
89.09 |
11.85 |
12.2% |
1.00 |
1.0% |
67% |
False |
False |
16,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.42 |
|
2.618 |
99.88 |
|
1.618 |
98.94 |
|
1.000 |
98.36 |
|
0.618 |
98.00 |
|
HIGH |
97.42 |
|
0.618 |
97.06 |
|
0.500 |
96.95 |
|
0.382 |
96.84 |
|
LOW |
96.48 |
|
0.618 |
95.90 |
|
1.000 |
95.54 |
|
1.618 |
94.96 |
|
2.618 |
94.02 |
|
4.250 |
92.49 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.01 |
97.97 |
| PP |
96.98 |
97.66 |
| S1 |
96.95 |
97.35 |
|