NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
101.97 |
102.75 |
0.78 |
0.8% |
103.00 |
High |
102.91 |
102.82 |
-0.09 |
-0.1% |
105.22 |
Low |
101.57 |
100.85 |
-0.72 |
-0.7% |
100.13 |
Close |
102.58 |
101.12 |
-1.46 |
-1.4% |
102.58 |
Range |
1.34 |
1.97 |
0.63 |
47.0% |
5.09 |
ATR |
1.63 |
1.66 |
0.02 |
1.5% |
0.00 |
Volume |
226,145 |
225,290 |
-855 |
-0.4% |
1,291,655 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.51 |
106.28 |
102.20 |
|
R3 |
105.54 |
104.31 |
101.66 |
|
R2 |
103.57 |
103.57 |
101.48 |
|
R1 |
102.34 |
102.34 |
101.30 |
101.97 |
PP |
101.60 |
101.60 |
101.60 |
101.41 |
S1 |
100.37 |
100.37 |
100.94 |
100.00 |
S2 |
99.63 |
99.63 |
100.76 |
|
S3 |
97.66 |
98.40 |
100.58 |
|
S4 |
95.69 |
96.43 |
100.04 |
|
|
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 |
104.96 |
100.13 |
4.83 |
4.8% |
2.01 |
2.0% |
20% |
False |
False |
244,225 |
10 |
105.22 |
100.13 |
5.09 |
5.0% |
1.80 |
1.8% |
19% |
False |
False |
227,544 |
20 |
105.22 |
98.59 |
6.63 |
6.6% |
1.55 |
1.5% |
38% |
False |
False |
198,153 |
40 |
105.22 |
91.62 |
13.60 |
13.4% |
1.53 |
1.5% |
70% |
False |
False |
136,107 |
60 |
105.22 |
91.48 |
13.74 |
13.6% |
1.43 |
1.4% |
70% |
False |
False |
100,179 |
80 |
105.22 |
91.48 |
13.74 |
13.6% |
1.40 |
1.4% |
70% |
False |
False |
80,343 |
100 |
105.22 |
91.48 |
13.74 |
13.6% |
1.37 |
1.4% |
70% |
False |
False |
67,268 |
120 |
105.22 |
91.48 |
13.74 |
13.6% |
1.36 |
1.3% |
70% |
False |
False |
57,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.19 |
2.618 |
107.98 |
1.618 |
106.01 |
1.000 |
104.79 |
0.618 |
104.04 |
HIGH |
102.82 |
0.618 |
102.07 |
0.500 |
101.84 |
0.382 |
101.60 |
LOW |
100.85 |
0.618 |
99.63 |
1.000 |
98.88 |
1.618 |
97.66 |
2.618 |
95.69 |
4.250 |
92.48 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.84 |
101.52 |
PP |
101.60 |
101.39 |
S1 |
101.36 |
101.25 |
|