NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
100.49 |
100.89 |
0.40 |
0.4% |
103.70 |
| High |
101.52 |
102.20 |
0.68 |
0.7% |
103.83 |
| Low |
100.33 |
100.71 |
0.38 |
0.4% |
100.48 |
| Close |
100.84 |
101.28 |
0.44 |
0.4% |
100.60 |
| Range |
1.19 |
1.49 |
0.30 |
25.2% |
3.35 |
| ATR |
1.33 |
1.34 |
0.01 |
0.8% |
0.00 |
| Volume |
231,590 |
218,691 |
-12,899 |
-5.6% |
1,184,711 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.87 |
105.06 |
102.10 |
|
| R3 |
104.38 |
103.57 |
101.69 |
|
| R2 |
102.89 |
102.89 |
101.55 |
|
| R1 |
102.08 |
102.08 |
101.42 |
102.49 |
| PP |
101.40 |
101.40 |
101.40 |
101.60 |
| S1 |
100.59 |
100.59 |
101.14 |
101.00 |
| S2 |
99.91 |
99.91 |
101.01 |
|
| S3 |
98.42 |
99.10 |
100.87 |
|
| S4 |
96.93 |
97.61 |
100.46 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.69 |
109.49 |
102.44 |
|
| R3 |
108.34 |
106.14 |
101.52 |
|
| R2 |
104.99 |
104.99 |
101.21 |
|
| R1 |
102.79 |
102.79 |
100.91 |
102.22 |
| PP |
101.64 |
101.64 |
101.64 |
101.35 |
| S1 |
99.44 |
99.44 |
100.29 |
98.87 |
| S2 |
98.29 |
98.29 |
99.99 |
|
| S3 |
94.94 |
96.09 |
99.68 |
|
| S4 |
91.59 |
92.74 |
98.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.35 |
100.33 |
2.02 |
2.0% |
1.22 |
1.2% |
47% |
False |
False |
224,961 |
| 10 |
104.10 |
100.33 |
3.77 |
3.7% |
1.30 |
1.3% |
25% |
False |
False |
215,554 |
| 20 |
104.10 |
98.15 |
5.95 |
5.9% |
1.34 |
1.3% |
53% |
False |
False |
165,380 |
| 40 |
104.10 |
96.42 |
7.68 |
7.6% |
1.41 |
1.4% |
63% |
False |
False |
123,620 |
| 60 |
104.10 |
93.73 |
10.37 |
10.2% |
1.36 |
1.3% |
73% |
False |
False |
99,030 |
| 80 |
104.10 |
90.97 |
13.13 |
13.0% |
1.33 |
1.3% |
79% |
False |
False |
85,831 |
| 100 |
104.10 |
90.97 |
13.13 |
13.0% |
1.27 |
1.3% |
79% |
False |
False |
75,372 |
| 120 |
104.10 |
90.97 |
13.13 |
13.0% |
1.27 |
1.3% |
79% |
False |
False |
68,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.53 |
|
2.618 |
106.10 |
|
1.618 |
104.61 |
|
1.000 |
103.69 |
|
0.618 |
103.12 |
|
HIGH |
102.20 |
|
0.618 |
101.63 |
|
0.500 |
101.46 |
|
0.382 |
101.28 |
|
LOW |
100.71 |
|
0.618 |
99.79 |
|
1.000 |
99.22 |
|
1.618 |
98.30 |
|
2.618 |
96.81 |
|
4.250 |
94.38 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.46 |
101.28 |
| PP |
101.40 |
101.27 |
| S1 |
101.34 |
101.27 |
|