NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
103.76 |
103.84 |
0.08 |
0.1% |
100.91 |
| High |
104.99 |
104.78 |
-0.21 |
-0.2% |
104.44 |
| Low |
103.12 |
103.54 |
0.42 |
0.4% |
99.92 |
| Close |
103.76 |
104.30 |
0.54 |
0.5% |
103.74 |
| Range |
1.87 |
1.24 |
-0.63 |
-33.7% |
4.52 |
| ATR |
1.47 |
1.45 |
-0.02 |
-1.1% |
0.00 |
| Volume |
279,392 |
191,342 |
-88,050 |
-31.5% |
1,363,177 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.93 |
107.35 |
104.98 |
|
| R3 |
106.69 |
106.11 |
104.64 |
|
| R2 |
105.45 |
105.45 |
104.53 |
|
| R1 |
104.87 |
104.87 |
104.41 |
105.16 |
| PP |
104.21 |
104.21 |
104.21 |
104.35 |
| S1 |
103.63 |
103.63 |
104.19 |
103.92 |
| S2 |
102.97 |
102.97 |
104.07 |
|
| S3 |
101.73 |
102.39 |
103.96 |
|
| S4 |
100.49 |
101.15 |
103.62 |
|
|
| 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% |
1.38 |
1.3% |
67% |
False |
False |
237,142 |
| 10 |
104.99 |
99.92 |
5.07 |
4.9% |
1.41 |
1.4% |
86% |
False |
False |
248,050 |
| 20 |
104.99 |
98.25 |
6.74 |
6.5% |
1.43 |
1.4% |
90% |
False |
False |
222,628 |
| 40 |
104.99 |
97.00 |
7.99 |
7.7% |
1.51 |
1.4% |
91% |
False |
False |
170,849 |
| 60 |
104.99 |
94.36 |
10.63 |
10.2% |
1.44 |
1.4% |
94% |
False |
False |
130,211 |
| 80 |
104.99 |
91.35 |
13.64 |
13.1% |
1.40 |
1.3% |
95% |
False |
False |
103,399 |
| 100 |
104.99 |
91.35 |
13.64 |
13.1% |
1.34 |
1.3% |
95% |
False |
False |
85,892 |
| 120 |
104.99 |
91.35 |
13.64 |
13.1% |
1.29 |
1.2% |
95% |
False |
False |
73,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.05 |
|
2.618 |
108.03 |
|
1.618 |
106.79 |
|
1.000 |
106.02 |
|
0.618 |
105.55 |
|
HIGH |
104.78 |
|
0.618 |
104.31 |
|
0.500 |
104.16 |
|
0.382 |
104.01 |
|
LOW |
103.54 |
|
0.618 |
102.77 |
|
1.000 |
102.30 |
|
1.618 |
101.53 |
|
2.618 |
100.29 |
|
4.250 |
98.27 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.25 |
104.18 |
| PP |
104.21 |
104.07 |
| S1 |
104.16 |
103.95 |
|