NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.92 |
98.81 |
0.89 |
0.9% |
102.20 |
High |
98.95 |
99.01 |
0.06 |
0.1% |
102.25 |
Low |
97.75 |
97.00 |
-0.75 |
-0.8% |
97.19 |
Close |
98.56 |
97.62 |
-0.94 |
-1.0% |
98.56 |
Range |
1.20 |
2.01 |
0.81 |
67.5% |
5.06 |
ATR |
1.56 |
1.59 |
0.03 |
2.1% |
0.00 |
Volume |
126,249 |
146,507 |
20,258 |
16.0% |
736,122 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.91 |
102.77 |
98.73 |
|
R3 |
101.90 |
100.76 |
98.17 |
|
R2 |
99.89 |
99.89 |
97.99 |
|
R1 |
98.75 |
98.75 |
97.80 |
98.32 |
PP |
97.88 |
97.88 |
97.88 |
97.66 |
S1 |
96.74 |
96.74 |
97.44 |
96.31 |
S2 |
95.87 |
95.87 |
97.25 |
|
S3 |
93.86 |
94.73 |
97.07 |
|
S4 |
91.85 |
92.72 |
96.51 |
|
|
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 |
100.99 |
97.00 |
3.99 |
4.1% |
1.63 |
1.7% |
16% |
False |
True |
157,061 |
10 |
104.23 |
97.00 |
7.23 |
7.4% |
1.77 |
1.8% |
9% |
False |
True |
126,274 |
20 |
104.48 |
97.00 |
7.48 |
7.7% |
1.59 |
1.6% |
8% |
False |
True |
92,717 |
40 |
104.48 |
93.13 |
11.35 |
11.6% |
1.45 |
1.5% |
40% |
False |
False |
67,863 |
60 |
104.48 |
91.35 |
13.13 |
13.5% |
1.37 |
1.4% |
48% |
False |
False |
52,541 |
80 |
104.48 |
91.35 |
13.13 |
13.5% |
1.31 |
1.3% |
48% |
False |
False |
43,032 |
100 |
104.48 |
91.35 |
13.13 |
13.5% |
1.26 |
1.3% |
48% |
False |
False |
36,773 |
120 |
104.48 |
91.35 |
13.13 |
13.5% |
1.23 |
1.3% |
48% |
False |
False |
31,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.55 |
2.618 |
104.27 |
1.618 |
102.26 |
1.000 |
101.02 |
0.618 |
100.25 |
HIGH |
99.01 |
0.618 |
98.24 |
0.500 |
98.01 |
0.382 |
97.77 |
LOW |
97.00 |
0.618 |
95.76 |
1.000 |
94.99 |
1.618 |
93.75 |
2.618 |
91.74 |
4.250 |
88.46 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.01 |
98.01 |
PP |
97.88 |
97.88 |
S1 |
97.75 |
97.75 |
|