NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
97.19 |
97.61 |
0.42 |
0.4% |
97.82 |
| High |
98.07 |
97.93 |
-0.14 |
-0.1% |
98.21 |
| Low |
97.15 |
96.81 |
-0.34 |
-0.3% |
95.51 |
| Close |
97.77 |
97.32 |
-0.45 |
-0.5% |
97.77 |
| Range |
0.92 |
1.12 |
0.20 |
21.7% |
2.70 |
| ATR |
1.14 |
1.14 |
0.00 |
-0.2% |
0.00 |
| Volume |
15,410 |
20,381 |
4,971 |
32.3% |
87,518 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.71 |
100.14 |
97.94 |
|
| R3 |
99.59 |
99.02 |
97.63 |
|
| R2 |
98.47 |
98.47 |
97.53 |
|
| R1 |
97.90 |
97.90 |
97.42 |
97.63 |
| PP |
97.35 |
97.35 |
97.35 |
97.22 |
| S1 |
96.78 |
96.78 |
97.22 |
96.51 |
| S2 |
96.23 |
96.23 |
97.11 |
|
| S3 |
95.11 |
95.66 |
97.01 |
|
| S4 |
93.99 |
94.54 |
96.70 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.26 |
104.22 |
99.26 |
|
| R3 |
102.56 |
101.52 |
98.51 |
|
| R2 |
99.86 |
99.86 |
98.27 |
|
| R1 |
98.82 |
98.82 |
98.02 |
97.99 |
| PP |
97.16 |
97.16 |
97.16 |
96.75 |
| S1 |
96.12 |
96.12 |
97.52 |
95.29 |
| S2 |
94.46 |
94.46 |
97.28 |
|
| S3 |
91.76 |
93.42 |
97.03 |
|
| S4 |
89.06 |
90.72 |
96.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.07 |
95.51 |
2.56 |
2.6% |
1.21 |
1.2% |
71% |
False |
False |
18,256 |
| 10 |
98.32 |
95.51 |
2.81 |
2.9% |
1.08 |
1.1% |
64% |
False |
False |
17,630 |
| 20 |
98.32 |
94.34 |
3.98 |
4.1% |
1.11 |
1.1% |
75% |
False |
False |
19,187 |
| 40 |
99.93 |
94.34 |
5.59 |
5.7% |
1.06 |
1.1% |
53% |
False |
False |
17,354 |
| 60 |
99.93 |
89.09 |
10.84 |
11.1% |
1.04 |
1.1% |
76% |
False |
False |
15,333 |
| 80 |
99.93 |
89.09 |
10.84 |
11.1% |
1.00 |
1.0% |
76% |
False |
False |
13,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.69 |
|
2.618 |
100.86 |
|
1.618 |
99.74 |
|
1.000 |
99.05 |
|
0.618 |
98.62 |
|
HIGH |
97.93 |
|
0.618 |
97.50 |
|
0.500 |
97.37 |
|
0.382 |
97.24 |
|
LOW |
96.81 |
|
0.618 |
96.12 |
|
1.000 |
95.69 |
|
1.618 |
95.00 |
|
2.618 |
93.88 |
|
4.250 |
92.05 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.37 |
97.18 |
| PP |
97.35 |
97.05 |
| S1 |
97.34 |
96.91 |
|