NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
100.06 |
101.59 |
1.53 |
1.5% |
100.99 |
| High |
101.95 |
102.82 |
0.87 |
0.9% |
101.17 |
| Low |
100.01 |
101.26 |
1.25 |
1.2% |
98.15 |
| Close |
101.81 |
102.65 |
0.84 |
0.8% |
100.46 |
| Range |
1.94 |
1.56 |
-0.38 |
-19.6% |
3.02 |
| ATR |
1.45 |
1.46 |
0.01 |
0.5% |
0.00 |
| Volume |
124,261 |
187,751 |
63,490 |
51.1% |
373,668 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.92 |
106.35 |
103.51 |
|
| R3 |
105.36 |
104.79 |
103.08 |
|
| R2 |
103.80 |
103.80 |
102.94 |
|
| R1 |
103.23 |
103.23 |
102.79 |
103.52 |
| PP |
102.24 |
102.24 |
102.24 |
102.39 |
| S1 |
101.67 |
101.67 |
102.51 |
101.96 |
| S2 |
100.68 |
100.68 |
102.36 |
|
| S3 |
99.12 |
100.11 |
102.22 |
|
| S4 |
97.56 |
98.55 |
101.79 |
|
|
| 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 |
102.82 |
98.39 |
4.43 |
4.3% |
1.52 |
1.5% |
96% |
True |
False |
111,404 |
| 10 |
102.82 |
98.15 |
4.67 |
4.5% |
1.43 |
1.4% |
96% |
True |
False |
94,938 |
| 20 |
102.82 |
96.42 |
6.40 |
6.2% |
1.38 |
1.3% |
97% |
True |
False |
90,849 |
| 40 |
103.45 |
96.42 |
7.03 |
6.8% |
1.41 |
1.4% |
89% |
False |
False |
74,761 |
| 60 |
103.45 |
91.17 |
12.28 |
12.0% |
1.36 |
1.3% |
93% |
False |
False |
65,519 |
| 80 |
103.45 |
90.97 |
12.48 |
12.2% |
1.31 |
1.3% |
94% |
False |
False |
57,493 |
| 100 |
103.45 |
90.97 |
12.48 |
12.2% |
1.28 |
1.2% |
94% |
False |
False |
53,607 |
| 120 |
103.45 |
90.97 |
12.48 |
12.2% |
1.27 |
1.2% |
94% |
False |
False |
50,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.45 |
|
2.618 |
106.90 |
|
1.618 |
105.34 |
|
1.000 |
104.38 |
|
0.618 |
103.78 |
|
HIGH |
102.82 |
|
0.618 |
102.22 |
|
0.500 |
102.04 |
|
0.382 |
101.86 |
|
LOW |
101.26 |
|
0.618 |
100.30 |
|
1.000 |
99.70 |
|
1.618 |
98.74 |
|
2.618 |
97.18 |
|
4.250 |
94.63 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.45 |
102.12 |
| PP |
102.24 |
101.59 |
| S1 |
102.04 |
101.06 |
|