NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
102.75 |
100.94 |
-1.81 |
-1.8% |
103.00 |
High |
102.82 |
101.52 |
-1.30 |
-1.3% |
105.22 |
Low |
100.85 |
99.32 |
-1.53 |
-1.5% |
100.13 |
Close |
101.12 |
100.03 |
-1.09 |
-1.1% |
102.58 |
Range |
1.97 |
2.20 |
0.23 |
11.7% |
5.09 |
ATR |
1.66 |
1.69 |
0.04 |
2.3% |
0.00 |
Volume |
225,290 |
294,201 |
68,911 |
30.6% |
1,291,655 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.89 |
105.66 |
101.24 |
|
R3 |
104.69 |
103.46 |
100.64 |
|
R2 |
102.49 |
102.49 |
100.43 |
|
R1 |
101.26 |
101.26 |
100.23 |
100.78 |
PP |
100.29 |
100.29 |
100.29 |
100.05 |
S1 |
99.06 |
99.06 |
99.83 |
98.58 |
S2 |
98.09 |
98.09 |
99.63 |
|
S3 |
95.89 |
96.86 |
99.43 |
|
S4 |
93.69 |
94.66 |
98.82 |
|
|
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 |
103.53 |
99.32 |
4.21 |
4.2% |
2.03 |
2.0% |
17% |
False |
True |
261,064 |
10 |
105.22 |
99.32 |
5.90 |
5.9% |
1.83 |
1.8% |
12% |
False |
True |
238,243 |
20 |
105.22 |
98.96 |
6.26 |
6.3% |
1.60 |
1.6% |
17% |
False |
False |
207,099 |
40 |
105.22 |
91.62 |
13.60 |
13.6% |
1.55 |
1.6% |
62% |
False |
False |
142,070 |
60 |
105.22 |
91.48 |
13.74 |
13.7% |
1.45 |
1.4% |
62% |
False |
False |
104,519 |
80 |
105.22 |
91.48 |
13.74 |
13.7% |
1.40 |
1.4% |
62% |
False |
False |
83,820 |
100 |
105.22 |
91.48 |
13.74 |
13.7% |
1.38 |
1.4% |
62% |
False |
False |
70,127 |
120 |
105.22 |
91.48 |
13.74 |
13.7% |
1.37 |
1.4% |
62% |
False |
False |
59,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.87 |
2.618 |
107.28 |
1.618 |
105.08 |
1.000 |
103.72 |
0.618 |
102.88 |
HIGH |
101.52 |
0.618 |
100.68 |
0.500 |
100.42 |
0.382 |
100.16 |
LOW |
99.32 |
0.618 |
97.96 |
1.000 |
97.12 |
1.618 |
95.76 |
2.618 |
93.56 |
4.250 |
89.97 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.42 |
101.12 |
PP |
100.29 |
100.75 |
S1 |
100.16 |
100.39 |
|