NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.95 |
97.79 |
-1.16 |
-1.2% |
102.18 |
High |
99.14 |
98.27 |
-0.87 |
-0.9% |
104.48 |
Low |
97.19 |
97.41 |
0.22 |
0.2% |
99.70 |
Close |
97.68 |
97.94 |
0.26 |
0.3% |
101.99 |
Range |
1.95 |
0.86 |
-1.09 |
-55.9% |
4.78 |
ATR |
1.64 |
1.59 |
-0.06 |
-3.4% |
0.00 |
Volume |
243,326 |
169,473 |
-73,853 |
-30.4% |
432,302 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.45 |
100.06 |
98.41 |
|
R3 |
99.59 |
99.20 |
98.18 |
|
R2 |
98.73 |
98.73 |
98.10 |
|
R1 |
98.34 |
98.34 |
98.02 |
98.54 |
PP |
97.87 |
97.87 |
97.87 |
97.97 |
S1 |
97.48 |
97.48 |
97.86 |
97.68 |
S2 |
97.01 |
97.01 |
97.78 |
|
S3 |
96.15 |
96.62 |
97.70 |
|
S4 |
95.29 |
95.76 |
97.47 |
|
|
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 |
102.32 |
97.19 |
5.13 |
5.2% |
1.63 |
1.7% |
15% |
False |
False |
146,078 |
10 |
104.48 |
97.19 |
7.29 |
7.4% |
1.79 |
1.8% |
10% |
False |
False |
111,137 |
20 |
104.48 |
97.19 |
7.29 |
7.4% |
1.54 |
1.6% |
10% |
False |
False |
85,123 |
40 |
104.48 |
92.13 |
12.35 |
12.6% |
1.44 |
1.5% |
47% |
False |
False |
62,770 |
60 |
104.48 |
91.35 |
13.13 |
13.4% |
1.35 |
1.4% |
50% |
False |
False |
48,377 |
80 |
104.48 |
91.35 |
13.13 |
13.4% |
1.29 |
1.3% |
50% |
False |
False |
40,073 |
100 |
104.48 |
91.35 |
13.13 |
13.4% |
1.25 |
1.3% |
50% |
False |
False |
34,239 |
120 |
104.48 |
91.35 |
13.13 |
13.4% |
1.22 |
1.2% |
50% |
False |
False |
29,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.93 |
2.618 |
100.52 |
1.618 |
99.66 |
1.000 |
99.13 |
0.618 |
98.80 |
HIGH |
98.27 |
0.618 |
97.94 |
0.500 |
97.84 |
0.382 |
97.74 |
LOW |
97.41 |
0.618 |
96.88 |
1.000 |
96.55 |
1.618 |
96.02 |
2.618 |
95.16 |
4.250 |
93.76 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.91 |
99.09 |
PP |
97.87 |
98.71 |
S1 |
97.84 |
98.32 |
|