NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
103.44 |
103.34 |
-0.10 |
-0.1% |
100.91 |
| High |
103.81 |
104.44 |
0.63 |
0.6% |
104.44 |
| Low |
103.10 |
103.01 |
-0.09 |
-0.1% |
99.92 |
| Close |
103.40 |
103.74 |
0.34 |
0.3% |
103.74 |
| Range |
0.71 |
1.43 |
0.72 |
101.4% |
4.52 |
| ATR |
1.48 |
1.48 |
0.00 |
-0.3% |
0.00 |
| Volume |
222,169 |
261,915 |
39,746 |
17.9% |
1,363,177 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.02 |
107.31 |
104.53 |
|
| R3 |
106.59 |
105.88 |
104.13 |
|
| R2 |
105.16 |
105.16 |
104.00 |
|
| R1 |
104.45 |
104.45 |
103.87 |
104.81 |
| PP |
103.73 |
103.73 |
103.73 |
103.91 |
| S1 |
103.02 |
103.02 |
103.61 |
103.38 |
| S2 |
102.30 |
102.30 |
103.48 |
|
| S3 |
100.87 |
101.59 |
103.35 |
|
| S4 |
99.44 |
100.16 |
102.95 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.26 |
114.52 |
106.23 |
|
| R3 |
111.74 |
110.00 |
104.98 |
|
| R2 |
107.22 |
107.22 |
104.57 |
|
| R1 |
105.48 |
105.48 |
104.15 |
106.35 |
| PP |
102.70 |
102.70 |
102.70 |
103.14 |
| S1 |
100.96 |
100.96 |
103.33 |
101.83 |
| S2 |
98.18 |
98.18 |
102.91 |
|
| S3 |
93.66 |
96.44 |
102.50 |
|
| S4 |
89.14 |
91.92 |
101.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.44 |
99.92 |
4.52 |
4.4% |
1.46 |
1.4% |
85% |
True |
False |
272,635 |
| 10 |
104.44 |
98.86 |
5.58 |
5.4% |
1.44 |
1.4% |
87% |
True |
False |
238,886 |
| 20 |
104.44 |
97.00 |
7.44 |
7.2% |
1.46 |
1.4% |
91% |
True |
False |
219,750 |
| 40 |
104.48 |
97.00 |
7.48 |
7.2% |
1.50 |
1.4% |
90% |
False |
False |
153,909 |
| 60 |
104.48 |
93.13 |
11.35 |
10.9% |
1.43 |
1.4% |
93% |
False |
False |
116,491 |
| 80 |
104.48 |
91.35 |
13.13 |
12.7% |
1.38 |
1.3% |
94% |
False |
False |
92,631 |
| 100 |
104.48 |
91.35 |
13.13 |
12.7% |
1.33 |
1.3% |
94% |
False |
False |
76,995 |
| 120 |
104.48 |
91.35 |
13.13 |
12.7% |
1.29 |
1.2% |
94% |
False |
False |
66,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.52 |
|
2.618 |
108.18 |
|
1.618 |
106.75 |
|
1.000 |
105.87 |
|
0.618 |
105.32 |
|
HIGH |
104.44 |
|
0.618 |
103.89 |
|
0.500 |
103.73 |
|
0.382 |
103.56 |
|
LOW |
103.01 |
|
0.618 |
102.13 |
|
1.000 |
101.58 |
|
1.618 |
100.70 |
|
2.618 |
99.27 |
|
4.250 |
96.93 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.74 |
103.57 |
| PP |
103.73 |
103.40 |
| S1 |
103.73 |
103.24 |
|