NYMEX Light Sweet Crude Oil Future June 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 |
103.03 |
103.05 |
0.02 |
0.0% |
100.27 |
| High |
104.10 |
103.92 |
-0.18 |
-0.2% |
103.23 |
| Low |
102.43 |
102.75 |
0.32 |
0.3% |
99.29 |
| Close |
103.03 |
103.37 |
0.34 |
0.3% |
102.62 |
| Range |
1.67 |
1.17 |
-0.50 |
-29.9% |
3.94 |
| ATR |
1.38 |
1.37 |
-0.02 |
-1.1% |
0.00 |
| Volume |
200,222 |
181,528 |
-18,694 |
-9.3% |
673,466 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.86 |
106.28 |
104.01 |
|
| R3 |
105.69 |
105.11 |
103.69 |
|
| R2 |
104.52 |
104.52 |
103.58 |
|
| R1 |
103.94 |
103.94 |
103.48 |
104.23 |
| PP |
103.35 |
103.35 |
103.35 |
103.49 |
| S1 |
102.77 |
102.77 |
103.26 |
103.06 |
| S2 |
102.18 |
102.18 |
103.16 |
|
| S3 |
101.01 |
101.60 |
103.05 |
|
| S4 |
99.84 |
100.43 |
102.73 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.53 |
112.02 |
104.79 |
|
| R3 |
109.59 |
108.08 |
103.70 |
|
| R2 |
105.65 |
105.65 |
103.34 |
|
| R1 |
104.14 |
104.14 |
102.98 |
104.90 |
| PP |
101.71 |
101.71 |
101.71 |
102.09 |
| S1 |
100.20 |
100.20 |
102.26 |
100.96 |
| S2 |
97.77 |
97.77 |
101.90 |
|
| S3 |
93.83 |
96.26 |
101.54 |
|
| S4 |
89.89 |
92.32 |
100.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.10 |
102.01 |
2.09 |
2.0% |
1.28 |
1.2% |
65% |
False |
False |
167,408 |
| 10 |
104.10 |
99.29 |
4.81 |
4.7% |
1.33 |
1.3% |
85% |
False |
False |
143,335 |
| 20 |
104.10 |
97.45 |
6.65 |
6.4% |
1.36 |
1.3% |
89% |
False |
False |
110,032 |
| 40 |
104.10 |
96.42 |
7.68 |
7.4% |
1.41 |
1.4% |
90% |
False |
False |
90,338 |
| 60 |
104.10 |
93.67 |
10.43 |
10.1% |
1.34 |
1.3% |
93% |
False |
False |
77,317 |
| 80 |
104.10 |
90.97 |
13.13 |
12.7% |
1.32 |
1.3% |
94% |
False |
False |
67,213 |
| 100 |
104.10 |
90.97 |
13.13 |
12.7% |
1.28 |
1.2% |
94% |
False |
False |
61,145 |
| 120 |
104.10 |
90.97 |
13.13 |
12.7% |
1.25 |
1.2% |
94% |
False |
False |
56,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.89 |
|
2.618 |
106.98 |
|
1.618 |
105.81 |
|
1.000 |
105.09 |
|
0.618 |
104.64 |
|
HIGH |
103.92 |
|
0.618 |
103.47 |
|
0.500 |
103.34 |
|
0.382 |
103.20 |
|
LOW |
102.75 |
|
0.618 |
102.03 |
|
1.000 |
101.58 |
|
1.618 |
100.86 |
|
2.618 |
99.69 |
|
4.250 |
97.78 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.36 |
103.29 |
| PP |
103.35 |
103.21 |
| S1 |
103.34 |
103.14 |
|