NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
98.52 |
99.79 |
1.27 |
1.3% |
98.79 |
| High |
100.16 |
100.80 |
0.64 |
0.6% |
99.18 |
| Low |
98.48 |
99.64 |
1.16 |
1.2% |
96.40 |
| Close |
100.04 |
100.67 |
0.63 |
0.6% |
98.70 |
| Range |
1.68 |
1.16 |
-0.52 |
-31.0% |
2.78 |
| ATR |
1.26 |
1.26 |
-0.01 |
-0.6% |
0.00 |
| Volume |
31,142 |
37,383 |
6,241 |
20.0% |
67,742 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
103.42 |
101.31 |
|
| R3 |
102.69 |
102.26 |
100.99 |
|
| R2 |
101.53 |
101.53 |
100.88 |
|
| R1 |
101.10 |
101.10 |
100.78 |
101.32 |
| PP |
100.37 |
100.37 |
100.37 |
100.48 |
| S1 |
99.94 |
99.94 |
100.56 |
100.16 |
| S2 |
99.21 |
99.21 |
100.46 |
|
| S3 |
98.05 |
98.78 |
100.35 |
|
| S4 |
96.89 |
97.62 |
100.03 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.43 |
105.35 |
100.23 |
|
| R3 |
103.65 |
102.57 |
99.46 |
|
| R2 |
100.87 |
100.87 |
99.21 |
|
| R1 |
99.79 |
99.79 |
98.95 |
98.94 |
| PP |
98.09 |
98.09 |
98.09 |
97.67 |
| S1 |
97.01 |
97.01 |
98.45 |
96.16 |
| S2 |
95.31 |
95.31 |
98.19 |
|
| S3 |
92.53 |
94.23 |
97.94 |
|
| S4 |
89.75 |
91.45 |
97.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.80 |
96.65 |
4.15 |
4.1% |
1.32 |
1.3% |
97% |
True |
False |
23,061 |
| 10 |
100.80 |
96.40 |
4.40 |
4.4% |
1.24 |
1.2% |
97% |
True |
False |
17,870 |
| 20 |
100.80 |
95.06 |
5.74 |
5.7% |
1.18 |
1.2% |
98% |
True |
False |
18,229 |
| 40 |
101.12 |
95.06 |
6.06 |
6.0% |
1.16 |
1.1% |
93% |
False |
False |
15,825 |
| 60 |
101.12 |
90.20 |
10.92 |
10.8% |
1.09 |
1.1% |
96% |
False |
False |
12,928 |
| 80 |
101.12 |
89.73 |
11.39 |
11.3% |
1.02 |
1.0% |
96% |
False |
False |
10,949 |
| 100 |
101.12 |
89.73 |
11.39 |
11.3% |
0.98 |
1.0% |
96% |
False |
False |
9,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.73 |
|
2.618 |
103.84 |
|
1.618 |
102.68 |
|
1.000 |
101.96 |
|
0.618 |
101.52 |
|
HIGH |
100.80 |
|
0.618 |
100.36 |
|
0.500 |
100.22 |
|
0.382 |
100.08 |
|
LOW |
99.64 |
|
0.618 |
98.92 |
|
1.000 |
98.48 |
|
1.618 |
97.76 |
|
2.618 |
96.60 |
|
4.250 |
94.71 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.52 |
100.20 |
| PP |
100.37 |
99.72 |
| S1 |
100.22 |
99.25 |
|