NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
101.24 |
101.26 |
0.02 |
0.0% |
98.56 |
| High |
102.04 |
101.98 |
-0.06 |
-0.1% |
101.00 |
| Low |
100.72 |
100.96 |
0.24 |
0.2% |
97.70 |
| Close |
101.25 |
101.38 |
0.13 |
0.1% |
100.51 |
| Range |
1.32 |
1.02 |
-0.30 |
-22.7% |
3.30 |
| ATR |
1.18 |
1.17 |
-0.01 |
-1.0% |
0.00 |
| Volume |
20,499 |
30,224 |
9,725 |
47.4% |
147,569 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.50 |
103.96 |
101.94 |
|
| R3 |
103.48 |
102.94 |
101.66 |
|
| R2 |
102.46 |
102.46 |
101.57 |
|
| R1 |
101.92 |
101.92 |
101.47 |
102.19 |
| PP |
101.44 |
101.44 |
101.44 |
101.58 |
| S1 |
100.90 |
100.90 |
101.29 |
101.17 |
| S2 |
100.42 |
100.42 |
101.19 |
|
| S3 |
99.40 |
99.88 |
101.10 |
|
| S4 |
98.38 |
98.86 |
100.82 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.64 |
108.37 |
102.33 |
|
| R3 |
106.34 |
105.07 |
101.42 |
|
| R2 |
103.04 |
103.04 |
101.12 |
|
| R1 |
101.77 |
101.77 |
100.81 |
102.41 |
| PP |
99.74 |
99.74 |
99.74 |
100.05 |
| S1 |
98.47 |
98.47 |
100.21 |
99.11 |
| S2 |
96.44 |
96.44 |
99.91 |
|
| S3 |
93.14 |
95.17 |
99.60 |
|
| S4 |
89.84 |
91.87 |
98.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.04 |
100.06 |
1.98 |
2.0% |
1.07 |
1.1% |
67% |
False |
False |
26,114 |
| 10 |
102.04 |
97.70 |
4.34 |
4.3% |
1.11 |
1.1% |
85% |
False |
False |
26,734 |
| 20 |
102.04 |
95.79 |
6.25 |
6.2% |
1.17 |
1.2% |
89% |
False |
False |
19,787 |
| 40 |
102.04 |
95.06 |
6.98 |
6.9% |
1.16 |
1.1% |
91% |
False |
False |
18,501 |
| 60 |
102.04 |
92.02 |
10.02 |
9.9% |
1.09 |
1.1% |
93% |
False |
False |
14,994 |
| 80 |
102.04 |
89.73 |
12.31 |
12.1% |
1.04 |
1.0% |
95% |
False |
False |
12,679 |
| 100 |
102.04 |
89.73 |
12.31 |
12.1% |
0.98 |
1.0% |
95% |
False |
False |
11,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.32 |
|
2.618 |
104.65 |
|
1.618 |
103.63 |
|
1.000 |
103.00 |
|
0.618 |
102.61 |
|
HIGH |
101.98 |
|
0.618 |
101.59 |
|
0.500 |
101.47 |
|
0.382 |
101.35 |
|
LOW |
100.96 |
|
0.618 |
100.33 |
|
1.000 |
99.94 |
|
1.618 |
99.31 |
|
2.618 |
98.29 |
|
4.250 |
96.63 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.47 |
101.33 |
| PP |
101.44 |
101.27 |
| S1 |
101.41 |
101.22 |
|