NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
104.10 |
102.66 |
-1.44 |
-1.4% |
101.51 |
High |
104.23 |
102.83 |
-1.40 |
-1.3% |
102.68 |
Low |
102.20 |
100.30 |
-1.90 |
-1.9% |
100.40 |
Close |
102.68 |
100.88 |
-1.80 |
-1.8% |
101.89 |
Range |
2.03 |
2.53 |
0.50 |
24.6% |
2.28 |
ATR |
1.44 |
1.51 |
0.08 |
5.4% |
0.00 |
Volume |
96,842 |
64,970 |
-31,872 |
-32.9% |
299,294 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.93 |
107.43 |
102.27 |
|
R3 |
106.40 |
104.90 |
101.58 |
|
R2 |
103.87 |
103.87 |
101.34 |
|
R1 |
102.37 |
102.37 |
101.11 |
101.86 |
PP |
101.34 |
101.34 |
101.34 |
101.08 |
S1 |
99.84 |
99.84 |
100.65 |
99.33 |
S2 |
98.81 |
98.81 |
100.42 |
|
S3 |
96.28 |
97.31 |
100.18 |
|
S4 |
93.75 |
94.78 |
99.49 |
|
|
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 |
100.30 |
4.18 |
4.1% |
1.83 |
1.8% |
14% |
False |
True |
70,870 |
10 |
104.48 |
100.30 |
4.18 |
4.1% |
1.53 |
1.5% |
14% |
False |
True |
63,838 |
20 |
104.48 |
95.39 |
9.09 |
9.0% |
1.46 |
1.4% |
60% |
False |
False |
58,855 |
40 |
104.48 |
91.35 |
13.13 |
13.0% |
1.38 |
1.4% |
73% |
False |
False |
46,459 |
60 |
104.48 |
91.35 |
13.13 |
13.0% |
1.28 |
1.3% |
73% |
False |
False |
36,483 |
80 |
104.48 |
91.35 |
13.13 |
13.0% |
1.26 |
1.2% |
73% |
False |
False |
30,604 |
100 |
104.48 |
91.35 |
13.13 |
13.0% |
1.22 |
1.2% |
73% |
False |
False |
26,533 |
120 |
104.48 |
91.35 |
13.13 |
13.0% |
1.20 |
1.2% |
73% |
False |
False |
22,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.58 |
2.618 |
109.45 |
1.618 |
106.92 |
1.000 |
105.36 |
0.618 |
104.39 |
HIGH |
102.83 |
0.618 |
101.86 |
0.500 |
101.57 |
0.382 |
101.27 |
LOW |
100.30 |
0.618 |
98.74 |
1.000 |
97.77 |
1.618 |
96.21 |
2.618 |
93.68 |
4.250 |
89.55 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.57 |
102.39 |
PP |
101.34 |
101.89 |
S1 |
101.11 |
101.38 |
|