NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
94.98 |
95.24 |
0.26 |
0.3% |
94.88 |
High |
95.37 |
96.25 |
0.88 |
0.9% |
97.26 |
Low |
94.61 |
94.94 |
0.33 |
0.3% |
94.82 |
Close |
95.34 |
96.17 |
0.83 |
0.9% |
97.01 |
Range |
0.76 |
1.31 |
0.55 |
72.4% |
2.44 |
ATR |
0.98 |
1.00 |
0.02 |
2.4% |
0.00 |
Volume |
8,459 |
7,401 |
-1,058 |
-12.5% |
32,587 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.72 |
99.25 |
96.89 |
|
R3 |
98.41 |
97.94 |
96.53 |
|
R2 |
97.10 |
97.10 |
96.41 |
|
R1 |
96.63 |
96.63 |
96.29 |
96.87 |
PP |
95.79 |
95.79 |
95.79 |
95.90 |
S1 |
95.32 |
95.32 |
96.05 |
95.56 |
S2 |
94.48 |
94.48 |
95.93 |
|
S3 |
93.17 |
94.01 |
95.81 |
|
S4 |
91.86 |
92.70 |
95.45 |
|
|
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% |
1.01 |
1.1% |
59% |
False |
False |
7,352 |
10 |
97.26 |
94.08 |
3.18 |
3.3% |
1.02 |
1.1% |
66% |
False |
False |
6,786 |
20 |
97.28 |
93.72 |
3.56 |
3.7% |
0.91 |
0.9% |
69% |
False |
False |
6,791 |
40 |
98.71 |
92.47 |
6.24 |
6.5% |
0.85 |
0.9% |
59% |
False |
False |
5,945 |
60 |
98.71 |
88.69 |
10.02 |
10.4% |
0.78 |
0.8% |
75% |
False |
False |
4,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.82 |
2.618 |
99.68 |
1.618 |
98.37 |
1.000 |
97.56 |
0.618 |
97.06 |
HIGH |
96.25 |
0.618 |
95.75 |
0.500 |
95.60 |
0.382 |
95.44 |
LOW |
94.94 |
0.618 |
94.13 |
1.000 |
93.63 |
1.618 |
92.82 |
2.618 |
91.51 |
4.250 |
89.37 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
95.98 |
96.04 |
PP |
95.79 |
95.90 |
S1 |
95.60 |
95.77 |
|