NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
99.69 |
100.27 |
0.58 |
0.6% |
100.99 |
| High |
100.91 |
100.64 |
-0.27 |
-0.3% |
101.17 |
| Low |
99.61 |
99.29 |
-0.32 |
-0.3% |
98.15 |
| Close |
100.46 |
99.78 |
-0.68 |
-0.7% |
100.46 |
| Range |
1.30 |
1.35 |
0.05 |
3.8% |
3.02 |
| ATR |
1.40 |
1.40 |
0.00 |
-0.2% |
0.00 |
| Volume |
77,311 |
82,563 |
5,252 |
6.8% |
373,668 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
103.22 |
100.52 |
|
| R3 |
102.60 |
101.87 |
100.15 |
|
| R2 |
101.25 |
101.25 |
100.03 |
|
| R1 |
100.52 |
100.52 |
99.90 |
100.21 |
| PP |
99.90 |
99.90 |
99.90 |
99.75 |
| S1 |
99.17 |
99.17 |
99.66 |
98.86 |
| S2 |
98.55 |
98.55 |
99.53 |
|
| S3 |
97.20 |
97.82 |
99.41 |
|
| S4 |
95.85 |
96.47 |
99.04 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.99 |
107.74 |
102.12 |
|
| R3 |
105.97 |
104.72 |
101.29 |
|
| R2 |
102.95 |
102.95 |
101.01 |
|
| R1 |
101.70 |
101.70 |
100.74 |
100.82 |
| PP |
99.93 |
99.93 |
99.93 |
99.48 |
| S1 |
98.68 |
98.68 |
100.18 |
97.80 |
| S2 |
96.91 |
96.91 |
99.91 |
|
| S3 |
93.89 |
95.66 |
99.63 |
|
| S4 |
90.87 |
92.64 |
98.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.91 |
98.15 |
2.76 |
2.8% |
1.43 |
1.4% |
59% |
False |
False |
79,828 |
| 10 |
101.39 |
98.14 |
3.25 |
3.3% |
1.34 |
1.3% |
50% |
False |
False |
76,080 |
| 20 |
101.39 |
96.42 |
4.97 |
5.0% |
1.38 |
1.4% |
68% |
False |
False |
82,844 |
| 40 |
103.45 |
96.42 |
7.03 |
7.0% |
1.36 |
1.4% |
48% |
False |
False |
69,906 |
| 60 |
103.45 |
91.00 |
12.45 |
12.5% |
1.34 |
1.3% |
71% |
False |
False |
62,131 |
| 80 |
103.45 |
90.97 |
12.48 |
12.5% |
1.29 |
1.3% |
71% |
False |
False |
54,697 |
| 100 |
103.45 |
90.97 |
12.48 |
12.5% |
1.27 |
1.3% |
71% |
False |
False |
51,190 |
| 120 |
103.45 |
90.97 |
12.48 |
12.5% |
1.26 |
1.3% |
71% |
False |
False |
48,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.38 |
|
2.618 |
104.17 |
|
1.618 |
102.82 |
|
1.000 |
101.99 |
|
0.618 |
101.47 |
|
HIGH |
100.64 |
|
0.618 |
100.12 |
|
0.500 |
99.97 |
|
0.382 |
99.81 |
|
LOW |
99.29 |
|
0.618 |
98.46 |
|
1.000 |
97.94 |
|
1.618 |
97.11 |
|
2.618 |
95.76 |
|
4.250 |
93.55 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.97 |
99.74 |
| PP |
99.90 |
99.69 |
| S1 |
99.84 |
99.65 |
|