NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
96.78 |
94.98 |
-1.80 |
-1.9% |
94.88 |
High |
96.92 |
95.37 |
-1.55 |
-1.6% |
97.26 |
Low |
95.17 |
94.61 |
-0.56 |
-0.6% |
94.82 |
Close |
95.47 |
95.34 |
-0.13 |
-0.1% |
97.01 |
Range |
1.75 |
0.76 |
-0.99 |
-56.6% |
2.44 |
ATR |
0.99 |
0.98 |
-0.01 |
-0.9% |
0.00 |
Volume |
5,698 |
8,459 |
2,761 |
48.5% |
32,587 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.39 |
97.12 |
95.76 |
|
R3 |
96.63 |
96.36 |
95.55 |
|
R2 |
95.87 |
95.87 |
95.48 |
|
R1 |
95.60 |
95.60 |
95.41 |
95.74 |
PP |
95.11 |
95.11 |
95.11 |
95.17 |
S1 |
94.84 |
94.84 |
95.27 |
94.98 |
S2 |
94.35 |
94.35 |
95.20 |
|
S3 |
93.59 |
94.08 |
95.13 |
|
S4 |
92.83 |
93.32 |
94.92 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.68 |
102.79 |
98.35 |
|
R3 |
101.24 |
100.35 |
97.68 |
|
R2 |
98.80 |
98.80 |
97.46 |
|
R1 |
97.91 |
97.91 |
97.23 |
98.36 |
PP |
96.36 |
96.36 |
96.36 |
96.59 |
S1 |
95.47 |
95.47 |
96.79 |
95.92 |
S2 |
93.92 |
93.92 |
96.56 |
|
S3 |
91.48 |
93.03 |
96.34 |
|
S4 |
89.04 |
90.59 |
95.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.26 |
94.61 |
2.65 |
2.8% |
0.95 |
1.0% |
28% |
False |
True |
7,490 |
10 |
97.26 |
93.85 |
3.41 |
3.6% |
0.96 |
1.0% |
44% |
False |
False |
7,042 |
20 |
97.28 |
93.72 |
3.56 |
3.7% |
0.89 |
0.9% |
46% |
False |
False |
6,905 |
40 |
98.71 |
91.38 |
7.33 |
7.7% |
0.84 |
0.9% |
54% |
False |
False |
5,820 |
60 |
98.71 |
88.69 |
10.02 |
10.5% |
0.77 |
0.8% |
66% |
False |
False |
4,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.60 |
2.618 |
97.36 |
1.618 |
96.60 |
1.000 |
96.13 |
0.618 |
95.84 |
HIGH |
95.37 |
0.618 |
95.08 |
0.500 |
94.99 |
0.382 |
94.90 |
LOW |
94.61 |
0.618 |
94.14 |
1.000 |
93.85 |
1.618 |
93.38 |
2.618 |
92.62 |
4.250 |
91.38 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
95.22 |
95.90 |
PP |
95.11 |
95.71 |
S1 |
94.99 |
95.53 |
|