NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
101.23 |
101.92 |
0.69 |
0.7% |
99.45 |
| High |
102.40 |
102.33 |
-0.07 |
-0.1% |
102.09 |
| Low |
101.23 |
101.33 |
0.10 |
0.1% |
98.55 |
| Close |
102.30 |
102.11 |
-0.19 |
-0.2% |
101.56 |
| Range |
1.17 |
1.00 |
-0.17 |
-14.5% |
3.54 |
| ATR |
1.28 |
1.26 |
-0.02 |
-1.6% |
0.00 |
| Volume |
57,034 |
53,935 |
-3,099 |
-5.4% |
285,496 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.92 |
104.52 |
102.66 |
|
| R3 |
103.92 |
103.52 |
102.39 |
|
| R2 |
102.92 |
102.92 |
102.29 |
|
| R1 |
102.52 |
102.52 |
102.20 |
102.72 |
| PP |
101.92 |
101.92 |
101.92 |
102.03 |
| S1 |
101.52 |
101.52 |
102.02 |
101.72 |
| S2 |
100.92 |
100.92 |
101.93 |
|
| S3 |
99.92 |
100.52 |
101.84 |
|
| S4 |
98.92 |
99.52 |
101.56 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.35 |
110.00 |
103.51 |
|
| R3 |
107.81 |
106.46 |
102.53 |
|
| R2 |
104.27 |
104.27 |
102.21 |
|
| R1 |
102.92 |
102.92 |
101.88 |
103.60 |
| PP |
100.73 |
100.73 |
100.73 |
101.07 |
| S1 |
99.38 |
99.38 |
101.24 |
100.06 |
| S2 |
97.19 |
97.19 |
100.91 |
|
| S3 |
93.65 |
95.84 |
100.59 |
|
| S4 |
90.11 |
92.30 |
99.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.40 |
100.48 |
1.92 |
1.9% |
1.06 |
1.0% |
85% |
False |
False |
61,991 |
| 10 |
102.40 |
97.30 |
5.10 |
5.0% |
1.18 |
1.2% |
94% |
False |
False |
50,028 |
| 20 |
102.40 |
96.37 |
6.03 |
5.9% |
1.23 |
1.2% |
95% |
False |
False |
40,557 |
| 40 |
102.40 |
95.73 |
6.67 |
6.5% |
1.27 |
1.2% |
96% |
False |
False |
34,175 |
| 60 |
102.40 |
92.12 |
10.28 |
10.1% |
1.22 |
1.2% |
97% |
False |
False |
27,741 |
| 80 |
102.40 |
90.40 |
12.00 |
11.8% |
1.16 |
1.1% |
98% |
False |
False |
23,568 |
| 100 |
102.40 |
90.40 |
12.00 |
11.8% |
1.11 |
1.1% |
98% |
False |
False |
20,277 |
| 120 |
102.40 |
90.40 |
12.00 |
11.8% |
1.07 |
1.1% |
98% |
False |
False |
17,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.58 |
|
2.618 |
104.95 |
|
1.618 |
103.95 |
|
1.000 |
103.33 |
|
0.618 |
102.95 |
|
HIGH |
102.33 |
|
0.618 |
101.95 |
|
0.500 |
101.83 |
|
0.382 |
101.71 |
|
LOW |
101.33 |
|
0.618 |
100.71 |
|
1.000 |
100.33 |
|
1.618 |
99.71 |
|
2.618 |
98.71 |
|
4.250 |
97.08 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.02 |
101.98 |
| PP |
101.92 |
101.85 |
| S1 |
101.83 |
101.72 |
|