NYMEX Light Sweet Crude Oil Future October 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 |
96.27 |
96.78 |
0.51 |
0.5% |
96.85 |
| High |
97.05 |
96.86 |
-0.19 |
-0.2% |
97.19 |
| Low |
96.27 |
96.00 |
-0.27 |
-0.3% |
94.61 |
| Close |
96.82 |
96.44 |
-0.38 |
-0.4% |
96.82 |
| Range |
0.78 |
0.86 |
0.08 |
10.3% |
2.58 |
| ATR |
1.00 |
0.99 |
-0.01 |
-1.0% |
0.00 |
| Volume |
5,647 |
8,324 |
2,677 |
47.4% |
34,398 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.01 |
98.59 |
96.91 |
|
| R3 |
98.15 |
97.73 |
96.68 |
|
| R2 |
97.29 |
97.29 |
96.60 |
|
| R1 |
96.87 |
96.87 |
96.52 |
96.65 |
| PP |
96.43 |
96.43 |
96.43 |
96.33 |
| S1 |
96.01 |
96.01 |
96.36 |
95.79 |
| S2 |
95.57 |
95.57 |
96.28 |
|
| S3 |
94.71 |
95.15 |
96.20 |
|
| S4 |
93.85 |
94.29 |
95.97 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
102.96 |
98.24 |
|
| R3 |
101.37 |
100.38 |
97.53 |
|
| R2 |
98.79 |
98.79 |
97.29 |
|
| R1 |
97.80 |
97.80 |
97.06 |
97.01 |
| PP |
96.21 |
96.21 |
96.21 |
95.81 |
| S1 |
95.22 |
95.22 |
96.58 |
94.43 |
| S2 |
93.63 |
93.63 |
96.35 |
|
| S3 |
91.05 |
92.64 |
96.11 |
|
| S4 |
88.47 |
90.06 |
95.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.05 |
94.61 |
2.44 |
2.5% |
1.09 |
1.1% |
75% |
False |
False |
7,105 |
| 10 |
97.26 |
94.61 |
2.65 |
2.7% |
0.94 |
1.0% |
69% |
False |
False |
6,735 |
| 20 |
97.26 |
93.72 |
3.54 |
3.7% |
0.91 |
0.9% |
77% |
False |
False |
6,781 |
| 40 |
98.71 |
93.72 |
4.99 |
5.2% |
0.85 |
0.9% |
55% |
False |
False |
6,133 |
| 60 |
98.71 |
88.69 |
10.02 |
10.4% |
0.78 |
0.8% |
77% |
False |
False |
5,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.52 |
|
2.618 |
99.11 |
|
1.618 |
98.25 |
|
1.000 |
97.72 |
|
0.618 |
97.39 |
|
HIGH |
96.86 |
|
0.618 |
96.53 |
|
0.500 |
96.43 |
|
0.382 |
96.33 |
|
LOW |
96.00 |
|
0.618 |
95.47 |
|
1.000 |
95.14 |
|
1.618 |
94.61 |
|
2.618 |
93.75 |
|
4.250 |
92.35 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.44 |
96.29 |
| PP |
96.43 |
96.14 |
| S1 |
96.43 |
96.00 |
|