NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
103.00 |
104.89 |
1.89 |
1.8% |
102.29 |
High |
105.22 |
104.96 |
-0.26 |
-0.2% |
103.45 |
Low |
102.95 |
102.85 |
-0.10 |
-0.1% |
101.02 |
Close |
104.92 |
103.33 |
-1.59 |
-1.5% |
102.59 |
Range |
2.27 |
2.11 |
-0.16 |
-7.0% |
2.43 |
ATR |
1.51 |
1.55 |
0.04 |
2.9% |
0.00 |
Volume |
295,819 |
210,005 |
-85,814 |
-29.0% |
936,364 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.04 |
108.80 |
104.49 |
|
R3 |
107.93 |
106.69 |
103.91 |
|
R2 |
105.82 |
105.82 |
103.72 |
|
R1 |
104.58 |
104.58 |
103.52 |
104.15 |
PP |
103.71 |
103.71 |
103.71 |
103.50 |
S1 |
102.47 |
102.47 |
103.14 |
102.04 |
S2 |
101.60 |
101.60 |
102.94 |
|
S3 |
99.49 |
100.36 |
102.75 |
|
S4 |
97.38 |
98.25 |
102.17 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.64 |
108.55 |
103.93 |
|
R3 |
107.21 |
106.12 |
103.26 |
|
R2 |
104.78 |
104.78 |
103.04 |
|
R1 |
103.69 |
103.69 |
102.81 |
104.24 |
PP |
102.35 |
102.35 |
102.35 |
102.63 |
S1 |
101.26 |
101.26 |
102.37 |
101.81 |
S2 |
99.92 |
99.92 |
102.14 |
|
S3 |
97.49 |
98.83 |
101.92 |
|
S4 |
95.06 |
96.40 |
101.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.22 |
101.58 |
3.64 |
3.5% |
1.64 |
1.6% |
48% |
False |
False |
215,422 |
10 |
105.22 |
101.02 |
4.20 |
4.1% |
1.48 |
1.4% |
55% |
False |
False |
205,626 |
20 |
105.22 |
95.63 |
9.59 |
9.3% |
1.52 |
1.5% |
80% |
False |
False |
168,470 |
40 |
105.22 |
91.48 |
13.74 |
13.3% |
1.47 |
1.4% |
86% |
False |
False |
114,921 |
60 |
105.22 |
91.48 |
13.74 |
13.3% |
1.36 |
1.3% |
86% |
False |
False |
85,048 |
80 |
105.22 |
91.48 |
13.74 |
13.3% |
1.36 |
1.3% |
86% |
False |
False |
68,480 |
100 |
105.22 |
91.48 |
13.74 |
13.3% |
1.35 |
1.3% |
86% |
False |
False |
57,627 |
120 |
105.22 |
91.48 |
13.74 |
13.3% |
1.32 |
1.3% |
86% |
False |
False |
49,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.93 |
2.618 |
110.48 |
1.618 |
108.37 |
1.000 |
107.07 |
0.618 |
106.26 |
HIGH |
104.96 |
0.618 |
104.15 |
0.500 |
103.91 |
0.382 |
103.66 |
LOW |
102.85 |
0.618 |
101.55 |
1.000 |
100.74 |
1.618 |
99.44 |
2.618 |
97.33 |
4.250 |
93.88 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
103.91 |
103.51 |
PP |
103.71 |
103.45 |
S1 |
103.52 |
103.39 |
|