NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
98.75 |
97.66 |
-1.09 |
-1.1% |
99.44 |
High |
98.92 |
98.15 |
-0.77 |
-0.8% |
99.66 |
Low |
97.50 |
97.03 |
-0.47 |
-0.5% |
97.50 |
Close |
97.61 |
97.39 |
-0.22 |
-0.2% |
97.61 |
Range |
1.42 |
1.12 |
-0.30 |
-21.1% |
2.16 |
ATR |
0.97 |
0.98 |
0.01 |
1.1% |
0.00 |
Volume |
14,579 |
12,326 |
-2,253 |
-15.5% |
56,653 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.88 |
100.26 |
98.01 |
|
R3 |
99.76 |
99.14 |
97.70 |
|
R2 |
98.64 |
98.64 |
97.60 |
|
R1 |
98.02 |
98.02 |
97.49 |
97.77 |
PP |
97.52 |
97.52 |
97.52 |
97.40 |
S1 |
96.90 |
96.90 |
97.29 |
96.65 |
S2 |
96.40 |
96.40 |
97.18 |
|
S3 |
95.28 |
95.78 |
97.08 |
|
S4 |
94.16 |
94.66 |
96.77 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.74 |
103.33 |
98.80 |
|
R3 |
102.58 |
101.17 |
98.20 |
|
R2 |
100.42 |
100.42 |
98.01 |
|
R1 |
99.01 |
99.01 |
97.81 |
98.64 |
PP |
98.26 |
98.26 |
98.26 |
98.07 |
S1 |
96.85 |
96.85 |
97.41 |
96.48 |
S2 |
96.10 |
96.10 |
97.21 |
|
S3 |
93.94 |
94.69 |
97.02 |
|
S4 |
91.78 |
92.53 |
96.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.35 |
97.03 |
2.32 |
2.4% |
1.00 |
1.0% |
16% |
False |
True |
12,630 |
10 |
99.80 |
97.03 |
2.77 |
2.8% |
0.92 |
0.9% |
13% |
False |
True |
10,634 |
20 |
99.80 |
94.61 |
5.19 |
5.3% |
0.95 |
1.0% |
54% |
False |
False |
9,517 |
40 |
99.80 |
93.72 |
6.08 |
6.2% |
0.93 |
1.0% |
60% |
False |
False |
8,256 |
60 |
99.80 |
90.54 |
9.26 |
9.5% |
0.86 |
0.9% |
74% |
False |
False |
6,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.91 |
2.618 |
101.08 |
1.618 |
99.96 |
1.000 |
99.27 |
0.618 |
98.84 |
HIGH |
98.15 |
0.618 |
97.72 |
0.500 |
97.59 |
0.382 |
97.46 |
LOW |
97.03 |
0.618 |
96.34 |
1.000 |
95.91 |
1.618 |
95.22 |
2.618 |
94.10 |
4.250 |
92.27 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
97.59 |
98.06 |
PP |
97.52 |
97.84 |
S1 |
97.46 |
97.61 |
|