NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
99.30 |
98.59 |
-0.71 |
-0.7% |
98.62 |
High |
99.35 |
98.74 |
-0.61 |
-0.6% |
99.80 |
Low |
98.09 |
98.17 |
0.08 |
0.1% |
98.40 |
Close |
98.52 |
98.41 |
-0.11 |
-0.1% |
99.25 |
Range |
1.26 |
0.57 |
-0.69 |
-54.8% |
1.40 |
ATR |
0.98 |
0.95 |
-0.03 |
-3.0% |
0.00 |
Volume |
5,681 |
14,830 |
9,149 |
161.0% |
37,369 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.15 |
99.85 |
98.72 |
|
R3 |
99.58 |
99.28 |
98.57 |
|
R2 |
99.01 |
99.01 |
98.51 |
|
R1 |
98.71 |
98.71 |
98.46 |
98.58 |
PP |
98.44 |
98.44 |
98.44 |
98.37 |
S1 |
98.14 |
98.14 |
98.36 |
98.01 |
S2 |
97.87 |
97.87 |
98.31 |
|
S3 |
97.30 |
97.57 |
98.25 |
|
S4 |
96.73 |
97.00 |
98.10 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.35 |
102.70 |
100.02 |
|
R3 |
101.95 |
101.30 |
99.64 |
|
R2 |
100.55 |
100.55 |
99.51 |
|
R1 |
99.90 |
99.90 |
99.38 |
100.23 |
PP |
99.15 |
99.15 |
99.15 |
99.31 |
S1 |
98.50 |
98.50 |
99.12 |
98.83 |
S2 |
97.75 |
97.75 |
98.99 |
|
S3 |
96.35 |
97.10 |
98.87 |
|
S4 |
94.95 |
95.70 |
98.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.80 |
98.09 |
1.71 |
1.7% |
0.90 |
0.9% |
19% |
False |
False |
9,040 |
10 |
99.80 |
97.68 |
2.12 |
2.2% |
0.82 |
0.8% |
34% |
False |
False |
9,381 |
20 |
99.80 |
94.61 |
5.19 |
5.3% |
0.91 |
0.9% |
73% |
False |
False |
8,463 |
40 |
99.80 |
93.72 |
6.08 |
6.2% |
0.90 |
0.9% |
77% |
False |
False |
7,482 |
60 |
99.80 |
90.54 |
9.26 |
9.4% |
0.83 |
0.8% |
85% |
False |
False |
6,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.16 |
2.618 |
100.23 |
1.618 |
99.66 |
1.000 |
99.31 |
0.618 |
99.09 |
HIGH |
98.74 |
0.618 |
98.52 |
0.500 |
98.46 |
0.382 |
98.39 |
LOW |
98.17 |
0.618 |
97.82 |
1.000 |
97.60 |
1.618 |
97.25 |
2.618 |
96.68 |
4.250 |
95.75 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.46 |
98.88 |
PP |
98.44 |
98.72 |
S1 |
98.43 |
98.57 |
|