NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.94 |
99.48 |
-1.46 |
-1.4% |
103.00 |
High |
101.52 |
99.60 |
-1.92 |
-1.9% |
105.22 |
Low |
99.32 |
97.55 |
-1.77 |
-1.8% |
100.13 |
Close |
100.03 |
97.99 |
-2.04 |
-2.0% |
102.58 |
Range |
2.20 |
2.05 |
-0.15 |
-6.8% |
5.09 |
ATR |
1.69 |
1.75 |
0.06 |
3.3% |
0.00 |
Volume |
294,201 |
416,927 |
122,726 |
41.7% |
1,291,655 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.53 |
103.31 |
99.12 |
|
R3 |
102.48 |
101.26 |
98.55 |
|
R2 |
100.43 |
100.43 |
98.37 |
|
R1 |
99.21 |
99.21 |
98.18 |
98.80 |
PP |
98.38 |
98.38 |
98.38 |
98.17 |
S1 |
97.16 |
97.16 |
97.80 |
96.75 |
S2 |
96.33 |
96.33 |
97.61 |
|
S3 |
94.28 |
95.11 |
97.43 |
|
S4 |
92.23 |
93.06 |
96.86 |
|
|
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 |
102.91 |
97.55 |
5.36 |
5.5% |
1.90 |
1.9% |
8% |
False |
True |
290,882 |
10 |
105.22 |
97.55 |
7.67 |
7.8% |
1.91 |
1.9% |
6% |
False |
True |
260,284 |
20 |
105.22 |
97.55 |
7.67 |
7.8% |
1.65 |
1.7% |
6% |
False |
True |
222,084 |
40 |
105.22 |
91.67 |
13.55 |
13.8% |
1.57 |
1.6% |
47% |
False |
False |
151,000 |
60 |
105.22 |
91.48 |
13.74 |
14.0% |
1.47 |
1.5% |
47% |
False |
False |
110,803 |
80 |
105.22 |
91.48 |
13.74 |
14.0% |
1.41 |
1.4% |
47% |
False |
False |
88,729 |
100 |
105.22 |
91.48 |
13.74 |
14.0% |
1.39 |
1.4% |
47% |
False |
False |
74,197 |
120 |
105.22 |
91.48 |
13.74 |
14.0% |
1.37 |
1.4% |
47% |
False |
False |
63,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.31 |
2.618 |
104.97 |
1.618 |
102.92 |
1.000 |
101.65 |
0.618 |
100.87 |
HIGH |
99.60 |
0.618 |
98.82 |
0.500 |
98.58 |
0.382 |
98.33 |
LOW |
97.55 |
0.618 |
96.28 |
1.000 |
95.50 |
1.618 |
94.23 |
2.618 |
92.18 |
4.250 |
88.84 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.58 |
100.19 |
PP |
98.38 |
99.45 |
S1 |
98.19 |
98.72 |
|