NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
98.59 |
98.48 |
-0.11 |
-0.1% |
98.62 |
High |
98.74 |
99.09 |
0.35 |
0.4% |
99.80 |
Low |
98.17 |
98.46 |
0.29 |
0.3% |
98.40 |
Close |
98.41 |
98.86 |
0.45 |
0.5% |
99.25 |
Range |
0.57 |
0.63 |
0.06 |
10.5% |
1.40 |
ATR |
0.95 |
0.93 |
-0.02 |
-2.0% |
0.00 |
Volume |
14,830 |
15,737 |
907 |
6.1% |
37,369 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.69 |
100.41 |
99.21 |
|
R3 |
100.06 |
99.78 |
99.03 |
|
R2 |
99.43 |
99.43 |
98.98 |
|
R1 |
99.15 |
99.15 |
98.92 |
99.29 |
PP |
98.80 |
98.80 |
98.80 |
98.88 |
S1 |
98.52 |
98.52 |
98.80 |
98.66 |
S2 |
98.17 |
98.17 |
98.74 |
|
S3 |
97.54 |
97.89 |
98.69 |
|
S4 |
96.91 |
97.26 |
98.51 |
|
|
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% |
0.80 |
0.8% |
45% |
False |
False |
10,675 |
10 |
99.80 |
98.09 |
1.71 |
1.7% |
0.77 |
0.8% |
45% |
False |
False |
9,690 |
20 |
99.80 |
94.61 |
5.19 |
5.2% |
0.90 |
0.9% |
82% |
False |
False |
8,976 |
40 |
99.80 |
93.72 |
6.08 |
6.2% |
0.90 |
0.9% |
85% |
False |
False |
7,772 |
60 |
99.80 |
90.54 |
9.26 |
9.4% |
0.84 |
0.8% |
90% |
False |
False |
6,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.77 |
2.618 |
100.74 |
1.618 |
100.11 |
1.000 |
99.72 |
0.618 |
99.48 |
HIGH |
99.09 |
0.618 |
98.85 |
0.500 |
98.78 |
0.382 |
98.70 |
LOW |
98.46 |
0.618 |
98.07 |
1.000 |
97.83 |
1.618 |
97.44 |
2.618 |
96.81 |
4.250 |
95.78 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
98.83 |
98.81 |
PP |
98.80 |
98.77 |
S1 |
98.78 |
98.72 |
|