NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
97.37 |
97.21 |
-0.16 |
-0.2% |
99.44 |
High |
98.50 |
97.21 |
-1.29 |
-1.3% |
99.66 |
Low |
97.37 |
96.15 |
-1.22 |
-1.3% |
97.50 |
Close |
97.86 |
96.50 |
-1.36 |
-1.4% |
97.61 |
Range |
1.13 |
1.06 |
-0.07 |
-6.2% |
2.16 |
ATR |
0.99 |
1.04 |
0.05 |
5.2% |
0.00 |
Volume |
12,574 |
9,897 |
-2,677 |
-21.3% |
56,653 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.80 |
99.21 |
97.08 |
|
R3 |
98.74 |
98.15 |
96.79 |
|
R2 |
97.68 |
97.68 |
96.69 |
|
R1 |
97.09 |
97.09 |
96.60 |
96.86 |
PP |
96.62 |
96.62 |
96.62 |
96.50 |
S1 |
96.03 |
96.03 |
96.40 |
95.80 |
S2 |
95.56 |
95.56 |
96.31 |
|
S3 |
94.50 |
94.97 |
96.21 |
|
S4 |
93.44 |
93.91 |
95.92 |
|
|
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 |
99.09 |
96.15 |
2.94 |
3.0% |
1.07 |
1.1% |
12% |
False |
True |
13,022 |
10 |
99.80 |
96.15 |
3.65 |
3.8% |
0.98 |
1.0% |
10% |
False |
True |
11,031 |
20 |
99.80 |
94.61 |
5.19 |
5.4% |
0.94 |
1.0% |
36% |
False |
False |
9,996 |
40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.93 |
1.0% |
46% |
False |
False |
8,391 |
60 |
99.80 |
90.83 |
8.97 |
9.3% |
0.87 |
0.9% |
63% |
False |
False |
7,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.72 |
2.618 |
99.99 |
1.618 |
98.93 |
1.000 |
98.27 |
0.618 |
97.87 |
HIGH |
97.21 |
0.618 |
96.81 |
0.500 |
96.68 |
0.382 |
96.55 |
LOW |
96.15 |
0.618 |
95.49 |
1.000 |
95.09 |
1.618 |
94.43 |
2.618 |
93.37 |
4.250 |
91.65 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
96.68 |
97.33 |
PP |
96.62 |
97.05 |
S1 |
96.56 |
96.78 |
|