NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
98.31 |
98.24 |
-0.07 |
-0.1% |
100.41 |
| High |
99.46 |
98.24 |
-1.22 |
-1.2% |
100.72 |
| Low |
98.26 |
97.01 |
-1.25 |
-1.3% |
98.34 |
| Close |
98.78 |
97.39 |
-1.39 |
-1.4% |
98.44 |
| Range |
1.20 |
1.23 |
0.03 |
2.5% |
2.38 |
| ATR |
1.09 |
1.14 |
0.05 |
4.4% |
0.00 |
| Volume |
28,513 |
23,739 |
-4,774 |
-16.7% |
142,232 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.24 |
100.54 |
98.07 |
|
| R3 |
100.01 |
99.31 |
97.73 |
|
| R2 |
98.78 |
98.78 |
97.62 |
|
| R1 |
98.08 |
98.08 |
97.50 |
97.82 |
| PP |
97.55 |
97.55 |
97.55 |
97.41 |
| S1 |
96.85 |
96.85 |
97.28 |
96.59 |
| S2 |
96.32 |
96.32 |
97.16 |
|
| S3 |
95.09 |
95.62 |
97.05 |
|
| S4 |
93.86 |
94.39 |
96.71 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.31 |
104.75 |
99.75 |
|
| R3 |
103.93 |
102.37 |
99.09 |
|
| R2 |
101.55 |
101.55 |
98.88 |
|
| R1 |
99.99 |
99.99 |
98.66 |
99.58 |
| PP |
99.17 |
99.17 |
99.17 |
98.96 |
| S1 |
97.61 |
97.61 |
98.22 |
97.20 |
| S2 |
96.79 |
96.79 |
98.00 |
|
| S3 |
94.41 |
95.23 |
97.79 |
|
| S4 |
92.03 |
92.85 |
97.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.00 |
97.01 |
2.99 |
3.1% |
1.13 |
1.2% |
13% |
False |
True |
29,664 |
| 10 |
100.94 |
97.01 |
3.93 |
4.0% |
1.09 |
1.1% |
10% |
False |
True |
27,719 |
| 20 |
100.94 |
95.51 |
5.43 |
5.6% |
1.05 |
1.1% |
35% |
False |
False |
27,152 |
| 40 |
100.94 |
94.34 |
6.60 |
6.8% |
1.11 |
1.1% |
46% |
False |
False |
23,286 |
| 60 |
100.94 |
91.49 |
9.45 |
9.7% |
1.07 |
1.1% |
62% |
False |
False |
20,074 |
| 80 |
100.94 |
89.09 |
11.85 |
12.2% |
1.04 |
1.1% |
70% |
False |
False |
17,993 |
| 100 |
100.94 |
89.09 |
11.85 |
12.2% |
0.99 |
1.0% |
70% |
False |
False |
16,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.47 |
|
2.618 |
101.46 |
|
1.618 |
100.23 |
|
1.000 |
99.47 |
|
0.618 |
99.00 |
|
HIGH |
98.24 |
|
0.618 |
97.77 |
|
0.500 |
97.63 |
|
0.382 |
97.48 |
|
LOW |
97.01 |
|
0.618 |
96.25 |
|
1.000 |
95.78 |
|
1.618 |
95.02 |
|
2.618 |
93.79 |
|
4.250 |
91.78 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.63 |
98.24 |
| PP |
97.55 |
97.95 |
| S1 |
97.47 |
97.67 |
|