NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
98.62 |
98.86 |
0.24 |
0.2% |
96.78 |
| High |
99.25 |
99.13 |
-0.12 |
-0.1% |
98.81 |
| Low |
98.40 |
98.45 |
0.05 |
0.1% |
96.00 |
| Close |
99.19 |
99.00 |
-0.19 |
-0.2% |
98.48 |
| Range |
0.85 |
0.68 |
-0.17 |
-20.0% |
2.81 |
| ATR |
0.97 |
0.95 |
-0.02 |
-1.7% |
0.00 |
| Volume |
8,572 |
9,932 |
1,360 |
15.9% |
49,595 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.90 |
100.63 |
99.37 |
|
| R3 |
100.22 |
99.95 |
99.19 |
|
| R2 |
99.54 |
99.54 |
99.12 |
|
| R1 |
99.27 |
99.27 |
99.06 |
99.41 |
| PP |
98.86 |
98.86 |
98.86 |
98.93 |
| S1 |
98.59 |
98.59 |
98.94 |
98.73 |
| S2 |
98.18 |
98.18 |
98.88 |
|
| S3 |
97.50 |
97.91 |
98.81 |
|
| S4 |
96.82 |
97.23 |
98.63 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.19 |
105.15 |
100.03 |
|
| R3 |
103.38 |
102.34 |
99.25 |
|
| R2 |
100.57 |
100.57 |
99.00 |
|
| R1 |
99.53 |
99.53 |
98.74 |
100.05 |
| PP |
97.76 |
97.76 |
97.76 |
98.03 |
| S1 |
96.72 |
96.72 |
98.22 |
97.24 |
| S2 |
94.95 |
94.95 |
97.96 |
|
| S3 |
92.14 |
93.91 |
97.71 |
|
| S4 |
89.33 |
91.10 |
96.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.25 |
97.68 |
1.57 |
1.6% |
0.73 |
0.7% |
84% |
False |
False |
9,722 |
| 10 |
99.25 |
94.61 |
4.64 |
4.7% |
0.89 |
0.9% |
95% |
False |
False |
8,960 |
| 20 |
99.25 |
93.74 |
5.51 |
5.6% |
0.92 |
0.9% |
95% |
False |
False |
7,922 |
| 40 |
99.25 |
93.72 |
5.53 |
5.6% |
0.88 |
0.9% |
95% |
False |
False |
7,124 |
| 60 |
99.25 |
90.39 |
8.86 |
8.9% |
0.81 |
0.8% |
97% |
False |
False |
5,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.02 |
|
2.618 |
100.91 |
|
1.618 |
100.23 |
|
1.000 |
99.81 |
|
0.618 |
99.55 |
|
HIGH |
99.13 |
|
0.618 |
98.87 |
|
0.500 |
98.79 |
|
0.382 |
98.71 |
|
LOW |
98.45 |
|
0.618 |
98.03 |
|
1.000 |
97.77 |
|
1.618 |
97.35 |
|
2.618 |
96.67 |
|
4.250 |
95.56 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.93 |
98.90 |
| PP |
98.86 |
98.80 |
| S1 |
98.79 |
98.70 |
|