NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
103.35 |
101.04 |
-2.31 |
-2.2% |
102.29 |
High |
103.53 |
102.08 |
-1.45 |
-1.4% |
103.45 |
Low |
100.85 |
100.13 |
-0.72 |
-0.7% |
101.02 |
Close |
101.45 |
101.56 |
0.11 |
0.1% |
102.59 |
Range |
2.68 |
1.95 |
-0.73 |
-27.2% |
2.43 |
ATR |
1.63 |
1.65 |
0.02 |
1.4% |
0.00 |
Volume |
267,837 |
291,849 |
24,012 |
9.0% |
936,364 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.11 |
106.28 |
102.63 |
|
R3 |
105.16 |
104.33 |
102.10 |
|
R2 |
103.21 |
103.21 |
101.92 |
|
R1 |
102.38 |
102.38 |
101.74 |
102.80 |
PP |
101.26 |
101.26 |
101.26 |
101.46 |
S1 |
100.43 |
100.43 |
101.38 |
100.85 |
S2 |
99.31 |
99.31 |
101.20 |
|
S3 |
97.36 |
98.48 |
101.02 |
|
S4 |
95.41 |
96.53 |
100.49 |
|
|
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 |
100.13 |
5.09 |
5.0% |
2.03 |
2.0% |
28% |
False |
True |
248,757 |
10 |
105.22 |
100.13 |
5.09 |
5.0% |
1.74 |
1.7% |
28% |
False |
True |
217,513 |
20 |
105.22 |
96.61 |
8.61 |
8.5% |
1.61 |
1.6% |
57% |
False |
False |
186,173 |
40 |
105.22 |
91.48 |
13.74 |
13.5% |
1.53 |
1.5% |
73% |
False |
False |
126,994 |
60 |
105.22 |
91.48 |
13.74 |
13.5% |
1.41 |
1.4% |
73% |
False |
False |
93,392 |
80 |
105.22 |
91.48 |
13.74 |
13.5% |
1.38 |
1.4% |
73% |
False |
False |
75,100 |
100 |
105.22 |
91.48 |
13.74 |
13.5% |
1.36 |
1.3% |
73% |
False |
False |
63,043 |
120 |
105.22 |
91.48 |
13.74 |
13.5% |
1.35 |
1.3% |
73% |
False |
False |
53,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.37 |
2.618 |
107.19 |
1.618 |
105.24 |
1.000 |
104.03 |
0.618 |
103.29 |
HIGH |
102.08 |
0.618 |
101.34 |
0.500 |
101.11 |
0.382 |
100.87 |
LOW |
100.13 |
0.618 |
98.92 |
1.000 |
98.18 |
1.618 |
96.97 |
2.618 |
95.02 |
4.250 |
91.84 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.41 |
102.55 |
PP |
101.26 |
102.22 |
S1 |
101.11 |
101.89 |
|