NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
95.24 |
96.27 |
1.03 |
1.1% |
96.85 |
High |
96.25 |
97.05 |
0.80 |
0.8% |
97.19 |
Low |
94.94 |
96.27 |
1.33 |
1.4% |
94.61 |
Close |
96.17 |
96.82 |
0.65 |
0.7% |
96.82 |
Range |
1.31 |
0.78 |
-0.53 |
-40.5% |
2.58 |
ATR |
1.00 |
1.00 |
-0.01 |
-0.9% |
0.00 |
Volume |
7,401 |
5,647 |
-1,754 |
-23.7% |
34,398 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.05 |
98.72 |
97.25 |
|
R3 |
98.27 |
97.94 |
97.03 |
|
R2 |
97.49 |
97.49 |
96.96 |
|
R1 |
97.16 |
97.16 |
96.89 |
97.33 |
PP |
96.71 |
96.71 |
96.71 |
96.80 |
S1 |
96.38 |
96.38 |
96.75 |
96.55 |
S2 |
95.93 |
95.93 |
96.68 |
|
S3 |
95.15 |
95.60 |
96.61 |
|
S4 |
94.37 |
94.82 |
96.39 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.95 |
102.96 |
98.24 |
|
R3 |
101.37 |
100.38 |
97.53 |
|
R2 |
98.79 |
98.79 |
97.29 |
|
R1 |
97.80 |
97.80 |
97.06 |
97.01 |
PP |
96.21 |
96.21 |
96.21 |
95.81 |
S1 |
95.22 |
95.22 |
96.58 |
94.43 |
S2 |
93.63 |
93.63 |
96.35 |
|
S3 |
91.05 |
92.64 |
96.11 |
|
S4 |
88.47 |
90.06 |
95.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.19 |
94.61 |
2.58 |
2.7% |
1.06 |
1.1% |
86% |
False |
False |
6,879 |
10 |
97.26 |
94.61 |
2.65 |
2.7% |
0.93 |
1.0% |
83% |
False |
False |
6,698 |
20 |
97.26 |
93.72 |
3.54 |
3.7% |
0.91 |
0.9% |
88% |
False |
False |
6,647 |
40 |
98.71 |
93.16 |
5.55 |
5.7% |
0.86 |
0.9% |
66% |
False |
False |
5,995 |
60 |
98.71 |
88.69 |
10.02 |
10.3% |
0.78 |
0.8% |
81% |
False |
False |
4,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.37 |
2.618 |
99.09 |
1.618 |
98.31 |
1.000 |
97.83 |
0.618 |
97.53 |
HIGH |
97.05 |
0.618 |
96.75 |
0.500 |
96.66 |
0.382 |
96.57 |
LOW |
96.27 |
0.618 |
95.79 |
1.000 |
95.49 |
1.618 |
95.01 |
2.618 |
94.23 |
4.250 |
92.96 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
96.77 |
96.49 |
PP |
96.71 |
96.16 |
S1 |
96.66 |
95.83 |
|