NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
101.86 |
101.54 |
-0.32 |
-0.3% |
102.21 |
| High |
102.08 |
102.35 |
0.27 |
0.3% |
104.10 |
| Low |
101.20 |
101.40 |
0.20 |
0.2% |
102.17 |
| Close |
101.44 |
101.94 |
0.50 |
0.5% |
103.37 |
| Range |
0.88 |
0.95 |
0.07 |
8.0% |
1.93 |
| ATR |
1.35 |
1.33 |
-0.03 |
-2.1% |
0.00 |
| Volume |
250,645 |
202,278 |
-48,367 |
-19.3% |
682,579 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.75 |
104.29 |
102.46 |
|
| R3 |
103.80 |
103.34 |
102.20 |
|
| R2 |
102.85 |
102.85 |
102.11 |
|
| R1 |
102.39 |
102.39 |
102.03 |
102.62 |
| PP |
101.90 |
101.90 |
101.90 |
102.01 |
| S1 |
101.44 |
101.44 |
101.85 |
101.67 |
| S2 |
100.95 |
100.95 |
101.77 |
|
| S3 |
100.00 |
100.49 |
101.68 |
|
| S4 |
99.05 |
99.54 |
101.42 |
|
|
| 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 |
103.92 |
101.20 |
2.72 |
2.7% |
1.20 |
1.2% |
27% |
False |
False |
228,927 |
| 10 |
104.10 |
101.20 |
2.90 |
2.8% |
1.20 |
1.2% |
26% |
False |
False |
192,458 |
| 20 |
104.10 |
98.15 |
5.95 |
5.8% |
1.32 |
1.3% |
64% |
False |
False |
143,698 |
| 40 |
104.10 |
96.42 |
7.68 |
7.5% |
1.40 |
1.4% |
72% |
False |
False |
110,434 |
| 60 |
104.10 |
93.73 |
10.37 |
10.2% |
1.34 |
1.3% |
79% |
False |
False |
89,877 |
| 80 |
104.10 |
90.97 |
13.13 |
12.9% |
1.34 |
1.3% |
84% |
False |
False |
78,312 |
| 100 |
104.10 |
90.97 |
13.13 |
12.9% |
1.27 |
1.2% |
84% |
False |
False |
69,418 |
| 120 |
104.10 |
90.97 |
13.13 |
12.9% |
1.27 |
1.2% |
84% |
False |
False |
63,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.39 |
|
2.618 |
104.84 |
|
1.618 |
103.89 |
|
1.000 |
103.30 |
|
0.618 |
102.94 |
|
HIGH |
102.35 |
|
0.618 |
101.99 |
|
0.500 |
101.88 |
|
0.382 |
101.76 |
|
LOW |
101.40 |
|
0.618 |
100.81 |
|
1.000 |
100.45 |
|
1.618 |
99.86 |
|
2.618 |
98.91 |
|
4.250 |
97.36 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.92 |
102.43 |
| PP |
101.90 |
102.26 |
| S1 |
101.88 |
102.10 |
|