NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.50 |
101.37 |
0.87 |
0.9% |
102.18 |
High |
101.48 |
102.32 |
0.84 |
0.8% |
104.48 |
Low |
99.70 |
101.02 |
1.32 |
1.3% |
99.70 |
Close |
101.02 |
101.99 |
0.97 |
1.0% |
101.99 |
Range |
1.78 |
1.30 |
-0.48 |
-27.0% |
4.78 |
ATR |
1.53 |
1.52 |
-0.02 |
-1.1% |
0.00 |
Volume |
97,781 |
120,520 |
22,739 |
23.3% |
432,302 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.68 |
105.13 |
102.71 |
|
R3 |
104.38 |
103.83 |
102.35 |
|
R2 |
103.08 |
103.08 |
102.23 |
|
R1 |
102.53 |
102.53 |
102.11 |
102.81 |
PP |
101.78 |
101.78 |
101.78 |
101.91 |
S1 |
101.23 |
101.23 |
101.87 |
101.51 |
S2 |
100.48 |
100.48 |
101.75 |
|
S3 |
99.18 |
99.93 |
101.63 |
|
S4 |
97.88 |
98.63 |
101.28 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.40 |
113.97 |
104.62 |
|
R3 |
111.62 |
109.19 |
103.30 |
|
R2 |
106.84 |
106.84 |
102.87 |
|
R1 |
104.41 |
104.41 |
102.43 |
103.24 |
PP |
102.06 |
102.06 |
102.06 |
101.47 |
S1 |
99.63 |
99.63 |
101.55 |
98.46 |
S2 |
97.28 |
97.28 |
101.11 |
|
S3 |
92.50 |
94.85 |
100.68 |
|
S4 |
87.72 |
90.07 |
99.36 |
|
|
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% |
1.99 |
1.9% |
48% |
False |
False |
86,460 |
10 |
104.48 |
99.70 |
4.78 |
4.7% |
1.66 |
1.6% |
48% |
False |
False |
73,159 |
20 |
104.48 |
96.08 |
8.40 |
8.2% |
1.49 |
1.5% |
70% |
False |
False |
65,744 |
40 |
104.48 |
91.35 |
13.13 |
12.9% |
1.40 |
1.4% |
81% |
False |
False |
50,670 |
60 |
104.48 |
91.35 |
13.13 |
12.9% |
1.31 |
1.3% |
81% |
False |
False |
39,572 |
80 |
104.48 |
91.35 |
13.13 |
12.9% |
1.27 |
1.2% |
81% |
False |
False |
33,060 |
100 |
104.48 |
91.35 |
13.13 |
12.9% |
1.23 |
1.2% |
81% |
False |
False |
28,576 |
120 |
104.48 |
91.35 |
13.13 |
12.9% |
1.22 |
1.2% |
81% |
False |
False |
24,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.85 |
2.618 |
105.72 |
1.618 |
104.42 |
1.000 |
103.62 |
0.618 |
103.12 |
HIGH |
102.32 |
0.618 |
101.82 |
0.500 |
101.67 |
0.382 |
101.52 |
LOW |
101.02 |
0.618 |
100.22 |
1.000 |
99.72 |
1.618 |
98.92 |
2.618 |
97.62 |
4.250 |
95.50 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.88 |
101.75 |
PP |
101.78 |
101.51 |
S1 |
101.67 |
101.27 |
|