NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
103.60 |
103.76 |
0.16 |
0.2% |
100.91 |
| High |
104.05 |
104.99 |
0.94 |
0.9% |
104.44 |
| Low |
102.91 |
103.12 |
0.21 |
0.2% |
99.92 |
| Close |
103.75 |
103.76 |
0.01 |
0.0% |
103.74 |
| Range |
1.14 |
1.87 |
0.73 |
64.0% |
4.52 |
| ATR |
1.44 |
1.47 |
0.03 |
2.1% |
0.00 |
| Volume |
215,848 |
279,392 |
63,544 |
29.4% |
1,363,177 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.57 |
108.53 |
104.79 |
|
| R3 |
107.70 |
106.66 |
104.27 |
|
| R2 |
105.83 |
105.83 |
104.10 |
|
| R1 |
104.79 |
104.79 |
103.93 |
104.70 |
| PP |
103.96 |
103.96 |
103.96 |
103.91 |
| S1 |
102.92 |
102.92 |
103.59 |
102.83 |
| S2 |
102.09 |
102.09 |
103.42 |
|
| S3 |
100.22 |
101.05 |
103.25 |
|
| S4 |
98.35 |
99.18 |
102.73 |
|
|
| 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 |
104.99 |
102.91 |
2.08 |
2.0% |
1.27 |
1.2% |
41% |
True |
False |
243,307 |
| 10 |
104.99 |
99.07 |
5.92 |
5.7% |
1.43 |
1.4% |
79% |
True |
False |
248,459 |
| 20 |
104.99 |
98.09 |
6.90 |
6.6% |
1.44 |
1.4% |
82% |
True |
False |
225,304 |
| 40 |
104.99 |
97.00 |
7.99 |
7.7% |
1.50 |
1.4% |
85% |
True |
False |
168,006 |
| 60 |
104.99 |
94.36 |
10.63 |
10.2% |
1.44 |
1.4% |
88% |
True |
False |
127,463 |
| 80 |
104.99 |
91.35 |
13.64 |
13.1% |
1.40 |
1.3% |
91% |
True |
False |
101,304 |
| 100 |
104.99 |
91.35 |
13.64 |
13.1% |
1.34 |
1.3% |
91% |
True |
False |
84,063 |
| 120 |
104.99 |
91.35 |
13.64 |
13.1% |
1.29 |
1.2% |
91% |
True |
False |
71,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.94 |
|
2.618 |
109.89 |
|
1.618 |
108.02 |
|
1.000 |
106.86 |
|
0.618 |
106.15 |
|
HIGH |
104.99 |
|
0.618 |
104.28 |
|
0.500 |
104.06 |
|
0.382 |
103.83 |
|
LOW |
103.12 |
|
0.618 |
101.96 |
|
1.000 |
101.25 |
|
1.618 |
100.09 |
|
2.618 |
98.22 |
|
4.250 |
95.17 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.06 |
103.95 |
| PP |
103.96 |
103.89 |
| S1 |
103.86 |
103.82 |
|