NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
101.43 |
102.18 |
0.75 |
0.7% |
101.51 |
High |
102.21 |
104.48 |
2.27 |
2.2% |
102.68 |
Low |
101.10 |
102.18 |
1.08 |
1.1% |
100.40 |
Close |
101.89 |
104.22 |
2.33 |
2.3% |
101.89 |
Range |
1.11 |
2.30 |
1.19 |
107.2% |
2.28 |
ATR |
1.30 |
1.39 |
0.09 |
7.1% |
0.00 |
Volume |
69,196 |
52,189 |
-17,007 |
-24.6% |
299,294 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.53 |
109.67 |
105.49 |
|
R3 |
108.23 |
107.37 |
104.85 |
|
R2 |
105.93 |
105.93 |
104.64 |
|
R1 |
105.07 |
105.07 |
104.43 |
105.50 |
PP |
103.63 |
103.63 |
103.63 |
103.84 |
S1 |
102.77 |
102.77 |
104.01 |
103.20 |
S2 |
101.33 |
101.33 |
103.80 |
|
S3 |
99.03 |
100.47 |
103.59 |
|
S4 |
96.73 |
98.17 |
102.96 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.50 |
107.47 |
103.14 |
|
R3 |
106.22 |
105.19 |
102.52 |
|
R2 |
103.94 |
103.94 |
102.31 |
|
R1 |
102.91 |
102.91 |
102.10 |
103.43 |
PP |
101.66 |
101.66 |
101.66 |
101.91 |
S1 |
100.63 |
100.63 |
101.68 |
101.15 |
S2 |
99.38 |
99.38 |
101.47 |
|
S3 |
97.10 |
98.35 |
101.26 |
|
S4 |
94.82 |
96.07 |
100.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.48 |
100.40 |
4.08 |
3.9% |
1.49 |
1.4% |
94% |
True |
False |
59,766 |
10 |
104.48 |
99.40 |
5.08 |
4.9% |
1.41 |
1.4% |
95% |
True |
False |
59,161 |
20 |
104.48 |
94.62 |
9.86 |
9.5% |
1.37 |
1.3% |
97% |
True |
False |
55,998 |
40 |
104.48 |
91.35 |
13.13 |
12.6% |
1.34 |
1.3% |
98% |
True |
False |
43,724 |
60 |
104.48 |
91.35 |
13.13 |
12.6% |
1.23 |
1.2% |
98% |
True |
False |
34,724 |
80 |
104.48 |
91.35 |
13.13 |
12.6% |
1.23 |
1.2% |
98% |
True |
False |
28,887 |
100 |
104.48 |
91.35 |
13.13 |
12.6% |
1.20 |
1.2% |
98% |
True |
False |
25,034 |
120 |
104.48 |
91.35 |
13.13 |
12.6% |
1.17 |
1.1% |
98% |
True |
False |
21,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.26 |
2.618 |
110.50 |
1.618 |
108.20 |
1.000 |
106.78 |
0.618 |
105.90 |
HIGH |
104.48 |
0.618 |
103.60 |
0.500 |
103.33 |
0.382 |
103.06 |
LOW |
102.18 |
0.618 |
100.76 |
1.000 |
99.88 |
1.618 |
98.46 |
2.618 |
96.16 |
4.250 |
92.41 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
103.92 |
103.73 |
PP |
103.63 |
103.23 |
S1 |
103.33 |
102.74 |
|