NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
100.23 |
100.48 |
0.25 |
0.2% |
101.52 |
| High |
100.92 |
100.64 |
-0.28 |
-0.3% |
101.80 |
| Low |
100.14 |
99.17 |
-0.97 |
-1.0% |
99.17 |
| Close |
100.58 |
99.27 |
-1.31 |
-1.3% |
99.27 |
| Range |
0.78 |
1.47 |
0.69 |
88.5% |
2.63 |
| ATR |
1.13 |
1.16 |
0.02 |
2.1% |
0.00 |
| Volume |
33,003 |
24,630 |
-8,373 |
-25.4% |
139,678 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.10 |
103.16 |
100.08 |
|
| R3 |
102.63 |
101.69 |
99.67 |
|
| R2 |
101.16 |
101.16 |
99.54 |
|
| R1 |
100.22 |
100.22 |
99.40 |
99.96 |
| PP |
99.69 |
99.69 |
99.69 |
99.56 |
| S1 |
98.75 |
98.75 |
99.14 |
98.49 |
| S2 |
98.22 |
98.22 |
99.00 |
|
| S3 |
96.75 |
97.28 |
98.87 |
|
| S4 |
95.28 |
95.81 |
98.46 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.97 |
106.25 |
100.72 |
|
| R3 |
105.34 |
103.62 |
99.99 |
|
| R2 |
102.71 |
102.71 |
99.75 |
|
| R1 |
100.99 |
100.99 |
99.51 |
100.54 |
| PP |
100.08 |
100.08 |
100.08 |
99.85 |
| S1 |
98.36 |
98.36 |
99.03 |
97.91 |
| S2 |
97.45 |
97.45 |
98.79 |
|
| S3 |
94.82 |
95.73 |
98.55 |
|
| S4 |
92.19 |
93.10 |
97.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.80 |
99.17 |
2.63 |
2.6% |
1.12 |
1.1% |
4% |
False |
True |
27,935 |
| 10 |
102.04 |
99.17 |
2.87 |
2.9% |
1.09 |
1.1% |
3% |
False |
True |
27,025 |
| 20 |
102.04 |
96.40 |
5.64 |
5.7% |
1.12 |
1.1% |
51% |
False |
False |
23,676 |
| 40 |
102.04 |
95.06 |
6.98 |
7.0% |
1.19 |
1.2% |
60% |
False |
False |
20,832 |
| 60 |
102.04 |
92.02 |
10.02 |
10.1% |
1.11 |
1.1% |
72% |
False |
False |
16,719 |
| 80 |
102.04 |
89.73 |
12.31 |
12.4% |
1.08 |
1.1% |
77% |
False |
False |
14,220 |
| 100 |
102.04 |
89.73 |
12.31 |
12.4% |
0.99 |
1.0% |
77% |
False |
False |
12,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.89 |
|
2.618 |
104.49 |
|
1.618 |
103.02 |
|
1.000 |
102.11 |
|
0.618 |
101.55 |
|
HIGH |
100.64 |
|
0.618 |
100.08 |
|
0.500 |
99.91 |
|
0.382 |
99.73 |
|
LOW |
99.17 |
|
0.618 |
98.26 |
|
1.000 |
97.70 |
|
1.618 |
96.79 |
|
2.618 |
95.32 |
|
4.250 |
92.92 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.91 |
100.05 |
| PP |
99.69 |
99.79 |
| S1 |
99.48 |
99.53 |
|