NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.39 |
97.97 |
-1.42 |
-1.4% |
102.75 |
High |
99.39 |
99.78 |
0.39 |
0.4% |
102.82 |
Low |
97.37 |
97.75 |
0.38 |
0.4% |
97.55 |
Close |
98.08 |
99.70 |
1.62 |
1.7% |
98.89 |
Range |
2.02 |
2.03 |
0.01 |
0.5% |
5.27 |
ATR |
1.68 |
1.71 |
0.02 |
1.5% |
0.00 |
Volume |
227,387 |
192,508 |
-34,879 |
-15.3% |
1,430,792 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.17 |
104.46 |
100.82 |
|
R3 |
103.14 |
102.43 |
100.26 |
|
R2 |
101.11 |
101.11 |
100.07 |
|
R1 |
100.40 |
100.40 |
99.89 |
100.76 |
PP |
99.08 |
99.08 |
99.08 |
99.25 |
S1 |
98.37 |
98.37 |
99.51 |
98.73 |
S2 |
97.05 |
97.05 |
99.33 |
|
S3 |
95.02 |
96.34 |
99.14 |
|
S4 |
92.99 |
94.31 |
98.58 |
|
|
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 |
99.78 |
97.37 |
2.41 |
2.4% |
1.65 |
1.7% |
97% |
True |
False |
266,239 |
10 |
103.53 |
97.37 |
6.16 |
6.2% |
1.84 |
1.8% |
38% |
False |
False |
263,651 |
20 |
105.22 |
97.37 |
7.85 |
7.9% |
1.66 |
1.7% |
30% |
False |
False |
234,639 |
40 |
105.22 |
93.54 |
11.68 |
11.7% |
1.59 |
1.6% |
53% |
False |
False |
169,100 |
60 |
105.22 |
91.48 |
13.74 |
13.8% |
1.50 |
1.5% |
60% |
False |
False |
124,632 |
80 |
105.22 |
91.48 |
13.74 |
13.8% |
1.44 |
1.4% |
60% |
False |
False |
98,921 |
100 |
105.22 |
91.48 |
13.74 |
13.8% |
1.39 |
1.4% |
60% |
False |
False |
82,716 |
120 |
105.22 |
91.48 |
13.74 |
13.8% |
1.38 |
1.4% |
60% |
False |
False |
70,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.41 |
2.618 |
105.09 |
1.618 |
103.06 |
1.000 |
101.81 |
0.618 |
101.03 |
HIGH |
99.78 |
0.618 |
99.00 |
0.500 |
98.77 |
0.382 |
98.53 |
LOW |
97.75 |
0.618 |
96.50 |
1.000 |
95.72 |
1.618 |
94.47 |
2.618 |
92.44 |
4.250 |
89.12 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.39 |
99.33 |
PP |
99.08 |
98.95 |
S1 |
98.77 |
98.58 |
|