NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
99.19 |
99.62 |
0.43 |
0.4% |
97.61 |
| High |
99.91 |
100.30 |
0.39 |
0.4% |
99.91 |
| Low |
99.00 |
99.30 |
0.30 |
0.3% |
96.81 |
| Close |
99.49 |
100.25 |
0.76 |
0.8% |
99.49 |
| Range |
0.91 |
1.00 |
0.09 |
9.9% |
3.10 |
| ATR |
1.12 |
1.11 |
-0.01 |
-0.8% |
0.00 |
| Volume |
25,455 |
36,888 |
11,433 |
44.9% |
146,050 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.95 |
102.60 |
100.80 |
|
| R3 |
101.95 |
101.60 |
100.53 |
|
| R2 |
100.95 |
100.95 |
100.43 |
|
| R1 |
100.60 |
100.60 |
100.34 |
100.78 |
| PP |
99.95 |
99.95 |
99.95 |
100.04 |
| S1 |
99.60 |
99.60 |
100.16 |
99.78 |
| S2 |
98.95 |
98.95 |
100.07 |
|
| S3 |
97.95 |
98.60 |
99.98 |
|
| S4 |
96.95 |
97.60 |
99.70 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.04 |
106.86 |
101.20 |
|
| R3 |
104.94 |
103.76 |
100.34 |
|
| R2 |
101.84 |
101.84 |
100.06 |
|
| R1 |
100.66 |
100.66 |
99.77 |
101.25 |
| PP |
98.74 |
98.74 |
98.74 |
99.03 |
| S1 |
97.56 |
97.56 |
99.21 |
98.15 |
| S2 |
95.64 |
95.64 |
98.92 |
|
| S3 |
92.54 |
94.46 |
98.64 |
|
| S4 |
89.44 |
91.36 |
97.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.30 |
97.58 |
2.72 |
2.7% |
1.02 |
1.0% |
98% |
True |
False |
32,511 |
| 10 |
100.30 |
95.51 |
4.79 |
4.8% |
1.12 |
1.1% |
99% |
True |
False |
25,383 |
| 20 |
100.30 |
94.43 |
5.87 |
5.9% |
1.07 |
1.1% |
99% |
True |
False |
22,002 |
| 40 |
100.30 |
94.34 |
5.96 |
5.9% |
1.09 |
1.1% |
99% |
True |
False |
19,876 |
| 60 |
100.30 |
90.40 |
9.90 |
9.9% |
1.04 |
1.0% |
99% |
True |
False |
17,011 |
| 80 |
100.30 |
89.09 |
11.21 |
11.2% |
1.01 |
1.0% |
100% |
True |
False |
15,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.55 |
|
2.618 |
102.92 |
|
1.618 |
101.92 |
|
1.000 |
101.30 |
|
0.618 |
100.92 |
|
HIGH |
100.30 |
|
0.618 |
99.92 |
|
0.500 |
99.80 |
|
0.382 |
99.68 |
|
LOW |
99.30 |
|
0.618 |
98.68 |
|
1.000 |
98.30 |
|
1.618 |
97.68 |
|
2.618 |
96.68 |
|
4.250 |
95.05 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.10 |
100.05 |
| PP |
99.95 |
99.85 |
| S1 |
99.80 |
99.65 |
|