NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
101.37 |
102.20 |
0.83 |
0.8% |
102.18 |
High |
102.32 |
102.25 |
-0.07 |
-0.1% |
104.48 |
Low |
101.02 |
100.33 |
-0.69 |
-0.7% |
99.70 |
Close |
101.99 |
100.59 |
-1.40 |
-1.4% |
101.99 |
Range |
1.30 |
1.92 |
0.62 |
47.7% |
4.78 |
ATR |
1.52 |
1.54 |
0.03 |
1.9% |
0.00 |
Volume |
120,520 |
97,323 |
-23,197 |
-19.2% |
432,302 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.82 |
105.62 |
101.65 |
|
R3 |
104.90 |
103.70 |
101.12 |
|
R2 |
102.98 |
102.98 |
100.94 |
|
R1 |
101.78 |
101.78 |
100.77 |
101.42 |
PP |
101.06 |
101.06 |
101.06 |
100.88 |
S1 |
99.86 |
99.86 |
100.41 |
99.50 |
S2 |
99.14 |
99.14 |
100.24 |
|
S3 |
97.22 |
97.94 |
100.06 |
|
S4 |
95.30 |
96.02 |
99.53 |
|
|
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 |
104.23 |
99.70 |
4.53 |
4.5% |
1.91 |
1.9% |
20% |
False |
False |
95,487 |
10 |
104.48 |
99.70 |
4.78 |
4.8% |
1.70 |
1.7% |
19% |
False |
False |
77,626 |
20 |
104.48 |
97.89 |
6.59 |
6.6% |
1.45 |
1.4% |
41% |
False |
False |
68,259 |
40 |
104.48 |
91.39 |
13.09 |
13.0% |
1.41 |
1.4% |
70% |
False |
False |
52,296 |
60 |
104.48 |
91.35 |
13.13 |
13.1% |
1.32 |
1.3% |
70% |
False |
False |
40,883 |
80 |
104.48 |
91.35 |
13.13 |
13.1% |
1.29 |
1.3% |
70% |
False |
False |
34,149 |
100 |
104.48 |
91.35 |
13.13 |
13.1% |
1.24 |
1.2% |
70% |
False |
False |
29,440 |
120 |
104.48 |
91.35 |
13.13 |
13.1% |
1.22 |
1.2% |
70% |
False |
False |
25,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.41 |
2.618 |
107.28 |
1.618 |
105.36 |
1.000 |
104.17 |
0.618 |
103.44 |
HIGH |
102.25 |
0.618 |
101.52 |
0.500 |
101.29 |
0.382 |
101.06 |
LOW |
100.33 |
0.618 |
99.14 |
1.000 |
98.41 |
1.618 |
97.22 |
2.618 |
95.30 |
4.250 |
92.17 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.29 |
101.01 |
PP |
101.06 |
100.87 |
S1 |
100.82 |
100.73 |
|