NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.25 |
99.39 |
1.14 |
1.2% |
102.75 |
High |
99.28 |
99.39 |
0.11 |
0.1% |
102.82 |
Low |
98.06 |
97.37 |
-0.69 |
-0.7% |
97.55 |
Close |
98.89 |
98.08 |
-0.81 |
-0.8% |
98.89 |
Range |
1.22 |
2.02 |
0.80 |
65.6% |
5.27 |
ATR |
1.66 |
1.68 |
0.03 |
1.6% |
0.00 |
Volume |
226,300 |
227,387 |
1,087 |
0.5% |
1,430,792 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.34 |
103.23 |
99.19 |
|
R3 |
102.32 |
101.21 |
98.64 |
|
R2 |
100.30 |
100.30 |
98.45 |
|
R1 |
99.19 |
99.19 |
98.27 |
98.74 |
PP |
98.28 |
98.28 |
98.28 |
98.05 |
S1 |
97.17 |
97.17 |
97.89 |
96.72 |
S2 |
96.26 |
96.26 |
97.71 |
|
S3 |
94.24 |
95.15 |
97.52 |
|
S4 |
92.22 |
93.13 |
96.97 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.56 |
112.50 |
101.79 |
|
R3 |
110.29 |
107.23 |
100.34 |
|
R2 |
105.02 |
105.02 |
99.86 |
|
R1 |
101.96 |
101.96 |
99.37 |
100.86 |
PP |
99.75 |
99.75 |
99.75 |
99.20 |
S1 |
96.69 |
96.69 |
98.41 |
95.59 |
S2 |
94.48 |
94.48 |
97.92 |
|
S3 |
89.21 |
91.42 |
97.44 |
|
S4 |
83.94 |
86.15 |
95.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.52 |
97.37 |
4.15 |
4.2% |
1.68 |
1.7% |
17% |
False |
True |
286,577 |
10 |
104.96 |
97.37 |
7.59 |
7.7% |
1.85 |
1.9% |
9% |
False |
True |
265,401 |
20 |
105.22 |
97.37 |
7.85 |
8.0% |
1.69 |
1.7% |
9% |
False |
True |
234,535 |
40 |
105.22 |
93.54 |
11.68 |
11.9% |
1.56 |
1.6% |
39% |
False |
False |
165,372 |
60 |
105.22 |
91.48 |
13.74 |
14.0% |
1.48 |
1.5% |
48% |
False |
False |
121,741 |
80 |
105.22 |
91.48 |
13.74 |
14.0% |
1.42 |
1.4% |
48% |
False |
False |
96,742 |
100 |
105.22 |
91.48 |
13.74 |
14.0% |
1.39 |
1.4% |
48% |
False |
False |
80,906 |
120 |
105.22 |
91.48 |
13.74 |
14.0% |
1.37 |
1.4% |
48% |
False |
False |
69,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.98 |
2.618 |
104.68 |
1.618 |
102.66 |
1.000 |
101.41 |
0.618 |
100.64 |
HIGH |
99.39 |
0.618 |
98.62 |
0.500 |
98.38 |
0.382 |
98.14 |
LOW |
97.37 |
0.618 |
96.12 |
1.000 |
95.35 |
1.618 |
94.10 |
2.618 |
92.08 |
4.250 |
88.79 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.38 |
98.38 |
PP |
98.28 |
98.28 |
S1 |
98.18 |
98.18 |
|