NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
100.53 |
99.42 |
-1.11 |
-1.1% |
99.62 |
| High |
100.65 |
99.69 |
-0.96 |
-1.0% |
100.94 |
| Low |
99.04 |
99.07 |
0.03 |
0.0% |
99.30 |
| Close |
99.44 |
99.26 |
-0.18 |
-0.2% |
100.31 |
| Range |
1.61 |
0.62 |
-0.99 |
-61.5% |
1.64 |
| ATR |
1.11 |
1.08 |
-0.04 |
-3.2% |
0.00 |
| Volume |
12,814 |
40,720 |
27,906 |
217.8% |
117,985 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.20 |
100.85 |
99.60 |
|
| R3 |
100.58 |
100.23 |
99.43 |
|
| R2 |
99.96 |
99.96 |
99.37 |
|
| R1 |
99.61 |
99.61 |
99.32 |
99.48 |
| PP |
99.34 |
99.34 |
99.34 |
99.27 |
| S1 |
98.99 |
98.99 |
99.20 |
98.86 |
| S2 |
98.72 |
98.72 |
99.15 |
|
| S3 |
98.10 |
98.37 |
99.09 |
|
| S4 |
97.48 |
97.75 |
98.92 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.10 |
104.35 |
101.21 |
|
| R3 |
103.46 |
102.71 |
100.76 |
|
| R2 |
101.82 |
101.82 |
100.61 |
|
| R1 |
101.07 |
101.07 |
100.46 |
101.45 |
| PP |
100.18 |
100.18 |
100.18 |
100.37 |
| S1 |
99.43 |
99.43 |
100.16 |
99.81 |
| S2 |
98.54 |
98.54 |
100.01 |
|
| S3 |
96.90 |
97.79 |
99.86 |
|
| S4 |
95.26 |
96.15 |
99.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.94 |
99.04 |
1.90 |
1.9% |
1.05 |
1.1% |
12% |
False |
False |
25,775 |
| 10 |
100.94 |
98.71 |
2.23 |
2.2% |
0.95 |
1.0% |
25% |
False |
False |
29,189 |
| 20 |
100.94 |
95.51 |
5.43 |
5.5% |
1.04 |
1.0% |
69% |
False |
False |
24,142 |
| 40 |
100.94 |
94.34 |
6.60 |
6.6% |
1.09 |
1.1% |
75% |
False |
False |
21,458 |
| 60 |
100.94 |
91.15 |
9.79 |
9.9% |
1.05 |
1.1% |
83% |
False |
False |
18,529 |
| 80 |
100.94 |
89.09 |
11.85 |
11.9% |
1.05 |
1.1% |
86% |
False |
False |
16,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.33 |
|
2.618 |
101.31 |
|
1.618 |
100.69 |
|
1.000 |
100.31 |
|
0.618 |
100.07 |
|
HIGH |
99.69 |
|
0.618 |
99.45 |
|
0.500 |
99.38 |
|
0.382 |
99.31 |
|
LOW |
99.07 |
|
0.618 |
98.69 |
|
1.000 |
98.45 |
|
1.618 |
98.07 |
|
2.618 |
97.45 |
|
4.250 |
96.44 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.38 |
99.88 |
| PP |
99.34 |
99.67 |
| S1 |
99.30 |
99.47 |
|