NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
101.52 |
101.69 |
0.17 |
0.2% |
100.19 |
| High |
101.80 |
101.72 |
-0.08 |
-0.1% |
102.04 |
| Low |
100.98 |
99.91 |
-1.07 |
-1.1% |
100.19 |
| Close |
101.75 |
100.32 |
-1.43 |
-1.4% |
101.38 |
| Range |
0.82 |
1.81 |
0.99 |
120.7% |
1.85 |
| ATR |
1.14 |
1.19 |
0.05 |
4.4% |
0.00 |
| Volume |
22,543 |
16,944 |
-5,599 |
-24.8% |
103,836 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.08 |
105.01 |
101.32 |
|
| R3 |
104.27 |
103.20 |
100.82 |
|
| R2 |
102.46 |
102.46 |
100.65 |
|
| R1 |
101.39 |
101.39 |
100.49 |
101.02 |
| PP |
100.65 |
100.65 |
100.65 |
100.47 |
| S1 |
99.58 |
99.58 |
100.15 |
99.21 |
| S2 |
98.84 |
98.84 |
99.99 |
|
| S3 |
97.03 |
97.77 |
99.82 |
|
| S4 |
95.22 |
95.96 |
99.32 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.75 |
105.92 |
102.40 |
|
| R3 |
104.90 |
104.07 |
101.89 |
|
| R2 |
103.05 |
103.05 |
101.72 |
|
| R1 |
102.22 |
102.22 |
101.55 |
102.64 |
| PP |
101.20 |
101.20 |
101.20 |
101.41 |
| S1 |
100.37 |
100.37 |
101.21 |
100.79 |
| S2 |
99.35 |
99.35 |
101.04 |
|
| S3 |
97.50 |
98.52 |
100.87 |
|
| S4 |
95.65 |
96.67 |
100.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.04 |
99.91 |
2.13 |
2.1% |
1.18 |
1.2% |
19% |
False |
True |
22,355 |
| 10 |
102.04 |
98.48 |
3.56 |
3.5% |
1.14 |
1.1% |
52% |
False |
False |
27,476 |
| 20 |
102.04 |
96.40 |
5.64 |
5.6% |
1.16 |
1.2% |
70% |
False |
False |
20,201 |
| 40 |
102.04 |
95.06 |
6.98 |
7.0% |
1.18 |
1.2% |
75% |
False |
False |
19,052 |
| 60 |
102.04 |
92.02 |
10.02 |
10.0% |
1.11 |
1.1% |
83% |
False |
False |
15,291 |
| 80 |
102.04 |
89.73 |
12.31 |
12.3% |
1.07 |
1.1% |
86% |
False |
False |
13,071 |
| 100 |
102.04 |
89.73 |
12.31 |
12.3% |
0.99 |
1.0% |
86% |
False |
False |
11,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.41 |
|
2.618 |
106.46 |
|
1.618 |
104.65 |
|
1.000 |
103.53 |
|
0.618 |
102.84 |
|
HIGH |
101.72 |
|
0.618 |
101.03 |
|
0.500 |
100.82 |
|
0.382 |
100.60 |
|
LOW |
99.91 |
|
0.618 |
98.79 |
|
1.000 |
98.10 |
|
1.618 |
96.98 |
|
2.618 |
95.17 |
|
4.250 |
92.22 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.82 |
100.95 |
| PP |
100.65 |
100.74 |
| S1 |
100.49 |
100.53 |
|