NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
99.31 |
99.21 |
-0.10 |
-0.1% |
101.52 |
| High |
99.97 |
100.45 |
0.48 |
0.5% |
101.80 |
| Low |
98.76 |
99.18 |
0.42 |
0.4% |
99.17 |
| Close |
99.21 |
99.71 |
0.50 |
0.5% |
99.27 |
| Range |
1.21 |
1.27 |
0.06 |
5.0% |
2.63 |
| ATR |
1.16 |
1.17 |
0.01 |
0.7% |
0.00 |
| Volume |
24,602 |
32,477 |
7,875 |
32.0% |
139,678 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.59 |
102.92 |
100.41 |
|
| R3 |
102.32 |
101.65 |
100.06 |
|
| R2 |
101.05 |
101.05 |
99.94 |
|
| R1 |
100.38 |
100.38 |
99.83 |
100.72 |
| PP |
99.78 |
99.78 |
99.78 |
99.95 |
| S1 |
99.11 |
99.11 |
99.59 |
99.45 |
| S2 |
98.51 |
98.51 |
99.48 |
|
| S3 |
97.24 |
97.84 |
99.36 |
|
| S4 |
95.97 |
96.57 |
99.01 |
|
|
| 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 |
100.92 |
98.76 |
2.16 |
2.2% |
1.09 |
1.1% |
44% |
False |
False |
31,454 |
| 10 |
102.04 |
98.76 |
3.28 |
3.3% |
1.13 |
1.1% |
29% |
False |
False |
26,904 |
| 20 |
102.04 |
96.40 |
5.64 |
5.7% |
1.17 |
1.2% |
59% |
False |
False |
25,133 |
| 40 |
102.04 |
95.06 |
6.98 |
7.0% |
1.18 |
1.2% |
67% |
False |
False |
21,884 |
| 60 |
102.04 |
92.02 |
10.02 |
10.0% |
1.13 |
1.1% |
77% |
False |
False |
17,478 |
| 80 |
102.04 |
89.73 |
12.31 |
12.3% |
1.08 |
1.1% |
81% |
False |
False |
14,855 |
| 100 |
102.04 |
89.73 |
12.31 |
12.3% |
1.00 |
1.0% |
81% |
False |
False |
12,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.85 |
|
2.618 |
103.77 |
|
1.618 |
102.50 |
|
1.000 |
101.72 |
|
0.618 |
101.23 |
|
HIGH |
100.45 |
|
0.618 |
99.96 |
|
0.500 |
99.82 |
|
0.382 |
99.67 |
|
LOW |
99.18 |
|
0.618 |
98.40 |
|
1.000 |
97.91 |
|
1.618 |
97.13 |
|
2.618 |
95.86 |
|
4.250 |
93.78 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.82 |
99.71 |
| PP |
99.78 |
99.70 |
| S1 |
99.75 |
99.70 |
|