NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
101.04 |
101.97 |
0.93 |
0.9% |
103.00 |
High |
102.08 |
102.91 |
0.83 |
0.8% |
105.22 |
Low |
100.13 |
101.57 |
1.44 |
1.4% |
100.13 |
Close |
101.56 |
102.58 |
1.02 |
1.0% |
102.58 |
Range |
1.95 |
1.34 |
-0.61 |
-31.3% |
5.09 |
ATR |
1.65 |
1.63 |
-0.02 |
-1.3% |
0.00 |
Volume |
291,849 |
226,145 |
-65,704 |
-22.5% |
1,291,655 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.37 |
105.82 |
103.32 |
|
R3 |
105.03 |
104.48 |
102.95 |
|
R2 |
103.69 |
103.69 |
102.83 |
|
R1 |
103.14 |
103.14 |
102.70 |
103.42 |
PP |
102.35 |
102.35 |
102.35 |
102.49 |
S1 |
101.80 |
101.80 |
102.46 |
102.08 |
S2 |
101.01 |
101.01 |
102.33 |
|
S3 |
99.67 |
100.46 |
102.21 |
|
S4 |
98.33 |
99.12 |
101.84 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.91 |
115.34 |
105.38 |
|
R3 |
112.82 |
110.25 |
103.98 |
|
R2 |
107.73 |
107.73 |
103.51 |
|
R1 |
105.16 |
105.16 |
103.05 |
103.90 |
PP |
102.64 |
102.64 |
102.64 |
102.02 |
S1 |
100.07 |
100.07 |
102.11 |
98.81 |
S2 |
97.55 |
97.55 |
101.65 |
|
S3 |
92.46 |
94.98 |
101.18 |
|
S4 |
87.37 |
89.89 |
99.78 |
|
|
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% |
2.07 |
2.0% |
48% |
False |
False |
258,331 |
10 |
105.22 |
100.13 |
5.09 |
5.0% |
1.75 |
1.7% |
48% |
False |
False |
222,801 |
20 |
105.22 |
96.70 |
8.52 |
8.3% |
1.60 |
1.6% |
69% |
False |
False |
192,382 |
40 |
105.22 |
91.48 |
13.74 |
13.4% |
1.52 |
1.5% |
81% |
False |
False |
131,597 |
60 |
105.22 |
91.48 |
13.74 |
13.4% |
1.42 |
1.4% |
81% |
False |
False |
96,795 |
80 |
105.22 |
91.48 |
13.74 |
13.4% |
1.39 |
1.4% |
81% |
False |
False |
77,695 |
100 |
105.22 |
91.48 |
13.74 |
13.4% |
1.36 |
1.3% |
81% |
False |
False |
65,199 |
120 |
105.22 |
91.48 |
13.74 |
13.4% |
1.35 |
1.3% |
81% |
False |
False |
55,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.61 |
2.618 |
106.42 |
1.618 |
105.08 |
1.000 |
104.25 |
0.618 |
103.74 |
HIGH |
102.91 |
0.618 |
102.40 |
0.500 |
102.24 |
0.382 |
102.08 |
LOW |
101.57 |
0.618 |
100.74 |
1.000 |
100.23 |
1.618 |
99.40 |
2.618 |
98.06 |
4.250 |
95.88 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
102.47 |
102.33 |
PP |
102.35 |
102.08 |
S1 |
102.24 |
101.83 |
|