NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.48 |
98.10 |
-1.38 |
-1.4% |
103.00 |
High |
99.60 |
98.60 |
-1.00 |
-1.0% |
105.22 |
Low |
97.55 |
97.67 |
0.12 |
0.1% |
100.13 |
Close |
97.99 |
98.20 |
0.21 |
0.2% |
102.58 |
Range |
2.05 |
0.93 |
-1.12 |
-54.6% |
5.09 |
ATR |
1.75 |
1.69 |
-0.06 |
-3.3% |
0.00 |
Volume |
416,927 |
268,074 |
-148,853 |
-35.7% |
1,291,655 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.95 |
100.50 |
98.71 |
|
R3 |
100.02 |
99.57 |
98.46 |
|
R2 |
99.09 |
99.09 |
98.37 |
|
R1 |
98.64 |
98.64 |
98.29 |
98.87 |
PP |
98.16 |
98.16 |
98.16 |
98.27 |
S1 |
97.71 |
97.71 |
98.11 |
97.94 |
S2 |
97.23 |
97.23 |
98.03 |
|
S3 |
96.30 |
96.78 |
97.94 |
|
S4 |
95.37 |
95.85 |
97.69 |
|
|
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% |
1.70 |
1.7% |
12% |
False |
False |
286,127 |
10 |
105.22 |
97.55 |
7.67 |
7.8% |
1.87 |
1.9% |
8% |
False |
False |
267,442 |
20 |
105.22 |
97.55 |
7.67 |
7.8% |
1.64 |
1.7% |
8% |
False |
False |
226,216 |
40 |
105.22 |
92.47 |
12.75 |
13.0% |
1.56 |
1.6% |
45% |
False |
False |
156,705 |
60 |
105.22 |
91.48 |
13.74 |
14.0% |
1.46 |
1.5% |
49% |
False |
False |
114,771 |
80 |
105.22 |
91.48 |
13.74 |
14.0% |
1.41 |
1.4% |
49% |
False |
False |
91,672 |
100 |
105.22 |
91.48 |
13.74 |
14.0% |
1.37 |
1.4% |
49% |
False |
False |
76,666 |
120 |
105.22 |
91.48 |
13.74 |
14.0% |
1.36 |
1.4% |
49% |
False |
False |
65,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.55 |
2.618 |
101.03 |
1.618 |
100.10 |
1.000 |
99.53 |
0.618 |
99.17 |
HIGH |
98.60 |
0.618 |
98.24 |
0.500 |
98.14 |
0.382 |
98.03 |
LOW |
97.67 |
0.618 |
97.10 |
1.000 |
96.74 |
1.618 |
96.17 |
2.618 |
95.24 |
4.250 |
93.72 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.18 |
99.54 |
PP |
98.16 |
99.09 |
S1 |
98.14 |
98.65 |
|