NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.79 |
97.92 |
0.13 |
0.1% |
102.20 |
High |
98.27 |
98.95 |
0.68 |
0.7% |
102.25 |
Low |
97.41 |
97.75 |
0.34 |
0.3% |
97.19 |
Close |
97.94 |
98.56 |
0.62 |
0.6% |
98.56 |
Range |
0.86 |
1.20 |
0.34 |
39.5% |
5.06 |
ATR |
1.59 |
1.56 |
-0.03 |
-1.7% |
0.00 |
Volume |
169,473 |
126,249 |
-43,224 |
-25.5% |
736,122 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.02 |
101.49 |
99.22 |
|
R3 |
100.82 |
100.29 |
98.89 |
|
R2 |
99.62 |
99.62 |
98.78 |
|
R1 |
99.09 |
99.09 |
98.67 |
99.36 |
PP |
98.42 |
98.42 |
98.42 |
98.55 |
S1 |
97.89 |
97.89 |
98.45 |
98.16 |
S2 |
97.22 |
97.22 |
98.34 |
|
S3 |
96.02 |
96.69 |
98.23 |
|
S4 |
94.82 |
95.49 |
97.90 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.51 |
111.60 |
101.34 |
|
R3 |
109.45 |
106.54 |
99.95 |
|
R2 |
104.39 |
104.39 |
99.49 |
|
R1 |
101.48 |
101.48 |
99.02 |
100.41 |
PP |
99.33 |
99.33 |
99.33 |
98.80 |
S1 |
96.42 |
96.42 |
98.10 |
95.35 |
S2 |
94.27 |
94.27 |
97.63 |
|
S3 |
89.21 |
91.36 |
97.17 |
|
S4 |
84.15 |
86.30 |
95.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.25 |
97.19 |
5.06 |
5.1% |
1.61 |
1.6% |
27% |
False |
False |
147,224 |
10 |
104.48 |
97.19 |
7.29 |
7.4% |
1.80 |
1.8% |
19% |
False |
False |
116,842 |
20 |
104.48 |
97.19 |
7.29 |
7.4% |
1.54 |
1.6% |
19% |
False |
False |
88,068 |
40 |
104.48 |
93.13 |
11.35 |
11.5% |
1.42 |
1.4% |
48% |
False |
False |
64,862 |
60 |
104.48 |
91.35 |
13.13 |
13.3% |
1.35 |
1.4% |
55% |
False |
False |
50,258 |
80 |
104.48 |
91.35 |
13.13 |
13.3% |
1.30 |
1.3% |
55% |
False |
False |
41,306 |
100 |
104.48 |
91.35 |
13.13 |
13.3% |
1.25 |
1.3% |
55% |
False |
False |
35,363 |
120 |
104.48 |
91.35 |
13.13 |
13.3% |
1.23 |
1.2% |
55% |
False |
False |
30,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.05 |
2.618 |
102.09 |
1.618 |
100.89 |
1.000 |
100.15 |
0.618 |
99.69 |
HIGH |
98.95 |
0.618 |
98.49 |
0.500 |
98.35 |
0.382 |
98.21 |
LOW |
97.75 |
0.618 |
97.01 |
1.000 |
96.55 |
1.618 |
95.81 |
2.618 |
94.61 |
4.250 |
92.65 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.49 |
98.43 |
PP |
98.42 |
98.30 |
S1 |
98.35 |
98.17 |
|