NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
100.48 |
99.31 |
-1.17 |
-1.2% |
101.52 |
| High |
100.64 |
99.97 |
-0.67 |
-0.7% |
101.80 |
| Low |
99.17 |
98.76 |
-0.41 |
-0.4% |
99.17 |
| Close |
99.27 |
99.21 |
-0.06 |
-0.1% |
99.27 |
| Range |
1.47 |
1.21 |
-0.26 |
-17.7% |
2.63 |
| ATR |
1.16 |
1.16 |
0.00 |
0.3% |
0.00 |
| Volume |
24,630 |
24,602 |
-28 |
-0.1% |
139,678 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.94 |
102.29 |
99.88 |
|
| R3 |
101.73 |
101.08 |
99.54 |
|
| R2 |
100.52 |
100.52 |
99.43 |
|
| R1 |
99.87 |
99.87 |
99.32 |
99.59 |
| PP |
99.31 |
99.31 |
99.31 |
99.18 |
| S1 |
98.66 |
98.66 |
99.10 |
98.38 |
| S2 |
98.10 |
98.10 |
98.99 |
|
| S3 |
96.89 |
97.45 |
98.88 |
|
| S4 |
95.68 |
96.24 |
98.54 |
|
|
| 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 |
101.72 |
98.76 |
2.96 |
3.0% |
1.20 |
1.2% |
15% |
False |
True |
28,347 |
| 10 |
102.04 |
98.76 |
3.28 |
3.3% |
1.12 |
1.1% |
14% |
False |
True |
26,811 |
| 20 |
102.04 |
96.40 |
5.64 |
5.7% |
1.15 |
1.2% |
50% |
False |
False |
24,171 |
| 40 |
102.04 |
95.06 |
6.98 |
7.0% |
1.20 |
1.2% |
59% |
False |
False |
21,251 |
| 60 |
102.04 |
92.02 |
10.02 |
10.1% |
1.12 |
1.1% |
72% |
False |
False |
17,017 |
| 80 |
102.04 |
89.73 |
12.31 |
12.4% |
1.09 |
1.1% |
77% |
False |
False |
14,484 |
| 100 |
102.04 |
89.73 |
12.31 |
12.4% |
1.00 |
1.0% |
77% |
False |
False |
12,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.11 |
|
2.618 |
103.14 |
|
1.618 |
101.93 |
|
1.000 |
101.18 |
|
0.618 |
100.72 |
|
HIGH |
99.97 |
|
0.618 |
99.51 |
|
0.500 |
99.37 |
|
0.382 |
99.22 |
|
LOW |
98.76 |
|
0.618 |
98.01 |
|
1.000 |
97.55 |
|
1.618 |
96.80 |
|
2.618 |
95.59 |
|
4.250 |
93.62 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.37 |
99.84 |
| PP |
99.31 |
99.63 |
| S1 |
99.26 |
99.42 |
|