NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
102.66 |
100.50 |
-2.16 |
-2.1% |
101.51 |
High |
102.83 |
101.48 |
-1.35 |
-1.3% |
102.68 |
Low |
100.30 |
99.70 |
-0.60 |
-0.6% |
100.40 |
Close |
100.88 |
101.02 |
0.14 |
0.1% |
101.89 |
Range |
2.53 |
1.78 |
-0.75 |
-29.6% |
2.28 |
ATR |
1.51 |
1.53 |
0.02 |
1.3% |
0.00 |
Volume |
64,970 |
97,781 |
32,811 |
50.5% |
299,294 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.07 |
105.33 |
102.00 |
|
R3 |
104.29 |
103.55 |
101.51 |
|
R2 |
102.51 |
102.51 |
101.35 |
|
R1 |
101.77 |
101.77 |
101.18 |
102.14 |
PP |
100.73 |
100.73 |
100.73 |
100.92 |
S1 |
99.99 |
99.99 |
100.86 |
100.36 |
S2 |
98.95 |
98.95 |
100.69 |
|
S3 |
97.17 |
98.21 |
100.53 |
|
S4 |
95.39 |
96.43 |
100.04 |
|
|
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 |
99.70 |
4.78 |
4.7% |
1.95 |
1.9% |
28% |
False |
True |
76,195 |
10 |
104.48 |
99.70 |
4.78 |
4.7% |
1.63 |
1.6% |
28% |
False |
True |
65,855 |
20 |
104.48 |
95.95 |
8.53 |
8.4% |
1.49 |
1.5% |
59% |
False |
False |
61,896 |
40 |
104.48 |
91.35 |
13.13 |
13.0% |
1.41 |
1.4% |
74% |
False |
False |
48,238 |
60 |
104.48 |
91.35 |
13.13 |
13.0% |
1.30 |
1.3% |
74% |
False |
False |
37,833 |
80 |
104.48 |
91.35 |
13.13 |
13.0% |
1.27 |
1.3% |
74% |
False |
False |
31,690 |
100 |
104.48 |
91.35 |
13.13 |
13.0% |
1.22 |
1.2% |
74% |
False |
False |
27,446 |
120 |
104.48 |
91.35 |
13.13 |
13.0% |
1.21 |
1.2% |
74% |
False |
False |
23,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.05 |
2.618 |
106.14 |
1.618 |
104.36 |
1.000 |
103.26 |
0.618 |
102.58 |
HIGH |
101.48 |
0.618 |
100.80 |
0.500 |
100.59 |
0.382 |
100.38 |
LOW |
99.70 |
0.618 |
98.60 |
1.000 |
97.92 |
1.618 |
96.82 |
2.618 |
95.04 |
4.250 |
92.14 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.88 |
101.97 |
PP |
100.73 |
101.65 |
S1 |
100.59 |
101.34 |
|