NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
103.60 |
101.86 |
-1.74 |
-1.7% |
102.21 |
| High |
103.65 |
102.08 |
-1.57 |
-1.5% |
104.10 |
| Low |
101.51 |
101.20 |
-0.31 |
-0.3% |
102.17 |
| Close |
101.75 |
101.44 |
-0.31 |
-0.3% |
103.37 |
| Range |
2.14 |
0.88 |
-1.26 |
-58.9% |
1.93 |
| ATR |
1.39 |
1.35 |
-0.04 |
-2.6% |
0.00 |
| Volume |
323,723 |
250,645 |
-73,078 |
-22.6% |
682,579 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.21 |
103.71 |
101.92 |
|
| R3 |
103.33 |
102.83 |
101.68 |
|
| R2 |
102.45 |
102.45 |
101.60 |
|
| R1 |
101.95 |
101.95 |
101.52 |
101.76 |
| PP |
101.57 |
101.57 |
101.57 |
101.48 |
| S1 |
101.07 |
101.07 |
101.36 |
100.88 |
| S2 |
100.69 |
100.69 |
101.28 |
|
| S3 |
99.81 |
100.19 |
101.20 |
|
| S4 |
98.93 |
99.31 |
100.96 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.00 |
108.12 |
104.43 |
|
| R3 |
107.07 |
106.19 |
103.90 |
|
| R2 |
105.14 |
105.14 |
103.72 |
|
| R1 |
104.26 |
104.26 |
103.55 |
104.70 |
| PP |
103.21 |
103.21 |
103.21 |
103.44 |
| S1 |
102.33 |
102.33 |
103.19 |
102.77 |
| S2 |
101.28 |
101.28 |
103.02 |
|
| S3 |
99.35 |
100.40 |
102.84 |
|
| S4 |
97.42 |
98.47 |
102.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.10 |
101.20 |
2.90 |
2.9% |
1.35 |
1.3% |
8% |
False |
True |
228,516 |
| 10 |
104.10 |
101.20 |
2.90 |
2.9% |
1.26 |
1.2% |
8% |
False |
True |
191,005 |
| 20 |
104.10 |
98.15 |
5.95 |
5.9% |
1.33 |
1.3% |
55% |
False |
False |
137,363 |
| 40 |
104.10 |
96.42 |
7.68 |
7.6% |
1.41 |
1.4% |
65% |
False |
False |
106,385 |
| 60 |
104.10 |
93.73 |
10.37 |
10.2% |
1.35 |
1.3% |
74% |
False |
False |
87,202 |
| 80 |
104.10 |
90.97 |
13.13 |
12.9% |
1.35 |
1.3% |
80% |
False |
False |
75,924 |
| 100 |
104.10 |
90.97 |
13.13 |
12.9% |
1.28 |
1.3% |
80% |
False |
False |
67,629 |
| 120 |
104.10 |
90.97 |
13.13 |
12.9% |
1.26 |
1.2% |
80% |
False |
False |
62,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.82 |
|
2.618 |
104.38 |
|
1.618 |
103.50 |
|
1.000 |
102.96 |
|
0.618 |
102.62 |
|
HIGH |
102.08 |
|
0.618 |
101.74 |
|
0.500 |
101.64 |
|
0.382 |
101.54 |
|
LOW |
101.20 |
|
0.618 |
100.66 |
|
1.000 |
100.32 |
|
1.618 |
99.78 |
|
2.618 |
98.90 |
|
4.250 |
97.46 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.64 |
102.52 |
| PP |
101.57 |
102.16 |
| S1 |
101.51 |
101.80 |
|