NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
97.83 |
98.65 |
0.82 |
0.8% |
96.85 |
| High |
98.73 |
98.66 |
-0.07 |
-0.1% |
97.19 |
| Low |
97.68 |
98.24 |
0.56 |
0.6% |
94.61 |
| Close |
98.64 |
98.38 |
-0.26 |
-0.3% |
96.82 |
| Range |
1.05 |
0.42 |
-0.63 |
-60.0% |
2.58 |
| ATR |
1.04 |
1.00 |
-0.04 |
-4.3% |
0.00 |
| Volume |
12,648 |
10,800 |
-1,848 |
-14.6% |
34,398 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.69 |
99.45 |
98.61 |
|
| R3 |
99.27 |
99.03 |
98.50 |
|
| R2 |
98.85 |
98.85 |
98.46 |
|
| R1 |
98.61 |
98.61 |
98.42 |
98.52 |
| PP |
98.43 |
98.43 |
98.43 |
98.38 |
| S1 |
98.19 |
98.19 |
98.34 |
98.10 |
| S2 |
98.01 |
98.01 |
98.30 |
|
| S3 |
97.59 |
97.77 |
98.26 |
|
| S4 |
97.17 |
97.35 |
98.15 |
|
|
| 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 |
98.73 |
96.00 |
2.73 |
2.8% |
0.93 |
0.9% |
87% |
False |
False |
9,716 |
| 10 |
98.73 |
94.61 |
4.12 |
4.2% |
0.97 |
1.0% |
92% |
False |
False |
8,534 |
| 20 |
98.73 |
93.72 |
5.01 |
5.1% |
0.93 |
0.9% |
93% |
False |
False |
7,451 |
| 40 |
98.73 |
93.72 |
5.01 |
5.1% |
0.89 |
0.9% |
93% |
False |
False |
6,769 |
| 60 |
98.73 |
89.14 |
9.59 |
9.7% |
0.81 |
0.8% |
96% |
False |
False |
5,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.45 |
|
2.618 |
99.76 |
|
1.618 |
99.34 |
|
1.000 |
99.08 |
|
0.618 |
98.92 |
|
HIGH |
98.66 |
|
0.618 |
98.50 |
|
0.500 |
98.45 |
|
0.382 |
98.40 |
|
LOW |
98.24 |
|
0.618 |
97.98 |
|
1.000 |
97.82 |
|
1.618 |
97.56 |
|
2.618 |
97.14 |
|
4.250 |
96.46 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.45 |
98.15 |
| PP |
98.43 |
97.93 |
| S1 |
98.40 |
97.70 |
|