NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 01-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
Open |
97.21 |
96.49 |
-0.72 |
-0.7% |
99.44 |
High |
97.21 |
96.49 |
-0.72 |
-0.7% |
99.66 |
Low |
96.15 |
95.62 |
-0.53 |
-0.6% |
97.50 |
Close |
96.50 |
96.19 |
-0.31 |
-0.3% |
97.61 |
Range |
1.06 |
0.87 |
-0.19 |
-17.9% |
2.16 |
ATR |
1.04 |
1.03 |
-0.01 |
-1.1% |
0.00 |
Volume |
9,897 |
14,498 |
4,601 |
46.5% |
56,653 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.71 |
98.32 |
96.67 |
|
R3 |
97.84 |
97.45 |
96.43 |
|
R2 |
96.97 |
96.97 |
96.35 |
|
R1 |
96.58 |
96.58 |
96.27 |
96.34 |
PP |
96.10 |
96.10 |
96.10 |
95.98 |
S1 |
95.71 |
95.71 |
96.11 |
95.47 |
S2 |
95.23 |
95.23 |
96.03 |
|
S3 |
94.36 |
94.84 |
95.95 |
|
S4 |
93.49 |
93.97 |
95.71 |
|
|
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 |
98.92 |
95.62 |
3.30 |
3.4% |
1.12 |
1.2% |
17% |
False |
True |
12,774 |
10 |
99.80 |
95.62 |
4.18 |
4.3% |
0.96 |
1.0% |
14% |
False |
True |
11,725 |
20 |
99.80 |
94.94 |
4.86 |
5.1% |
0.94 |
1.0% |
26% |
False |
False |
10,298 |
40 |
99.80 |
93.72 |
6.08 |
6.3% |
0.92 |
1.0% |
41% |
False |
False |
8,601 |
60 |
99.80 |
91.38 |
8.42 |
8.8% |
0.87 |
0.9% |
57% |
False |
False |
7,313 |
80 |
99.80 |
88.69 |
11.11 |
11.6% |
0.81 |
0.8% |
68% |
False |
False |
6,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.19 |
2.618 |
98.77 |
1.618 |
97.90 |
1.000 |
97.36 |
0.618 |
97.03 |
HIGH |
96.49 |
0.618 |
96.16 |
0.500 |
96.06 |
0.382 |
95.95 |
LOW |
95.62 |
0.618 |
95.08 |
1.000 |
94.75 |
1.618 |
94.21 |
2.618 |
93.34 |
4.250 |
91.92 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
96.15 |
97.06 |
PP |
96.10 |
96.77 |
S1 |
96.06 |
96.48 |
|