NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
102.20 |
100.40 |
-1.80 |
-1.8% |
102.18 |
High |
102.25 |
100.99 |
-1.26 |
-1.2% |
104.48 |
Low |
100.33 |
98.88 |
-1.45 |
-1.4% |
99.70 |
Close |
100.59 |
99.59 |
-1.00 |
-1.0% |
101.99 |
Range |
1.92 |
2.11 |
0.19 |
9.9% |
4.78 |
ATR |
1.54 |
1.59 |
0.04 |
2.6% |
0.00 |
Volume |
97,323 |
99,751 |
2,428 |
2.5% |
432,302 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.15 |
104.98 |
100.75 |
|
R3 |
104.04 |
102.87 |
100.17 |
|
R2 |
101.93 |
101.93 |
99.98 |
|
R1 |
100.76 |
100.76 |
99.78 |
100.29 |
PP |
99.82 |
99.82 |
99.82 |
99.59 |
S1 |
98.65 |
98.65 |
99.40 |
98.18 |
S2 |
97.71 |
97.71 |
99.20 |
|
S3 |
95.60 |
96.54 |
99.01 |
|
S4 |
93.49 |
94.43 |
98.43 |
|
|
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 |
102.83 |
98.88 |
3.95 |
4.0% |
1.93 |
1.9% |
18% |
False |
True |
96,069 |
10 |
104.48 |
98.88 |
5.60 |
5.6% |
1.75 |
1.8% |
13% |
False |
True |
82,475 |
20 |
104.48 |
98.24 |
6.24 |
6.3% |
1.49 |
1.5% |
22% |
False |
False |
70,669 |
40 |
104.48 |
91.39 |
13.09 |
13.1% |
1.43 |
1.4% |
63% |
False |
False |
53,921 |
60 |
104.48 |
91.35 |
13.13 |
13.2% |
1.34 |
1.3% |
63% |
False |
False |
42,175 |
80 |
104.48 |
91.35 |
13.13 |
13.2% |
1.29 |
1.3% |
63% |
False |
False |
35,283 |
100 |
104.48 |
91.35 |
13.13 |
13.2% |
1.25 |
1.3% |
63% |
False |
False |
30,372 |
120 |
104.48 |
91.35 |
13.13 |
13.2% |
1.23 |
1.2% |
63% |
False |
False |
26,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.96 |
2.618 |
106.51 |
1.618 |
104.40 |
1.000 |
103.10 |
0.618 |
102.29 |
HIGH |
100.99 |
0.618 |
100.18 |
0.500 |
99.94 |
0.382 |
99.69 |
LOW |
98.88 |
0.618 |
97.58 |
1.000 |
96.77 |
1.618 |
95.47 |
2.618 |
93.36 |
4.250 |
89.91 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.94 |
100.60 |
PP |
99.82 |
100.26 |
S1 |
99.71 |
99.93 |
|