NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.81 |
97.46 |
-1.35 |
-1.4% |
102.20 |
High |
99.01 |
98.98 |
-0.03 |
0.0% |
102.25 |
Low |
97.00 |
97.28 |
0.28 |
0.3% |
97.19 |
Close |
97.62 |
98.88 |
1.26 |
1.3% |
98.56 |
Range |
2.01 |
1.70 |
-0.31 |
-15.4% |
5.06 |
ATR |
1.59 |
1.60 |
0.01 |
0.5% |
0.00 |
Volume |
146,507 |
198,668 |
52,161 |
35.6% |
736,122 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.48 |
102.88 |
99.82 |
|
R3 |
101.78 |
101.18 |
99.35 |
|
R2 |
100.08 |
100.08 |
99.19 |
|
R1 |
99.48 |
99.48 |
99.04 |
99.78 |
PP |
98.38 |
98.38 |
98.38 |
98.53 |
S1 |
97.78 |
97.78 |
98.72 |
98.08 |
S2 |
96.68 |
96.68 |
98.57 |
|
S3 |
94.98 |
96.08 |
98.41 |
|
S4 |
93.28 |
94.38 |
97.95 |
|
|
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 |
99.14 |
97.00 |
2.14 |
2.2% |
1.54 |
1.6% |
88% |
False |
False |
176,844 |
10 |
102.83 |
97.00 |
5.83 |
5.9% |
1.74 |
1.8% |
32% |
False |
False |
136,456 |
20 |
104.48 |
97.00 |
7.48 |
7.6% |
1.56 |
1.6% |
25% |
False |
False |
99,965 |
40 |
104.48 |
93.13 |
11.35 |
11.5% |
1.47 |
1.5% |
51% |
False |
False |
72,184 |
60 |
104.48 |
91.35 |
13.13 |
13.3% |
1.39 |
1.4% |
57% |
False |
False |
55,680 |
80 |
104.48 |
91.35 |
13.13 |
13.3% |
1.32 |
1.3% |
57% |
False |
False |
45,402 |
100 |
104.48 |
91.35 |
13.13 |
13.3% |
1.27 |
1.3% |
57% |
False |
False |
38,673 |
120 |
104.48 |
91.35 |
13.13 |
13.3% |
1.24 |
1.3% |
57% |
False |
False |
33,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.21 |
2.618 |
103.43 |
1.618 |
101.73 |
1.000 |
100.68 |
0.618 |
100.03 |
HIGH |
98.98 |
0.618 |
98.33 |
0.500 |
98.13 |
0.382 |
97.93 |
LOW |
97.28 |
0.618 |
96.23 |
1.000 |
95.58 |
1.618 |
94.53 |
2.618 |
92.83 |
4.250 |
90.06 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.63 |
98.59 |
PP |
98.38 |
98.30 |
S1 |
98.13 |
98.01 |
|