NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.46 |
98.60 |
1.14 |
1.2% |
102.20 |
High |
98.98 |
99.26 |
0.28 |
0.3% |
102.25 |
Low |
97.28 |
98.33 |
1.05 |
1.1% |
97.19 |
Close |
98.88 |
99.17 |
0.29 |
0.3% |
98.56 |
Range |
1.70 |
0.93 |
-0.77 |
-45.3% |
5.06 |
ATR |
1.60 |
1.55 |
-0.05 |
-3.0% |
0.00 |
Volume |
198,668 |
276,195 |
77,527 |
39.0% |
736,122 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.71 |
101.37 |
99.68 |
|
R3 |
100.78 |
100.44 |
99.43 |
|
R2 |
99.85 |
99.85 |
99.34 |
|
R1 |
99.51 |
99.51 |
99.26 |
99.68 |
PP |
98.92 |
98.92 |
98.92 |
99.01 |
S1 |
98.58 |
98.58 |
99.08 |
98.75 |
S2 |
97.99 |
97.99 |
99.00 |
|
S3 |
97.06 |
97.65 |
98.91 |
|
S4 |
96.13 |
96.72 |
98.66 |
|
|
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 |
99.26 |
97.00 |
2.26 |
2.3% |
1.34 |
1.4% |
96% |
True |
False |
183,418 |
10 |
102.32 |
97.00 |
5.32 |
5.4% |
1.58 |
1.6% |
41% |
False |
False |
157,579 |
20 |
104.48 |
97.00 |
7.48 |
7.5% |
1.55 |
1.6% |
29% |
False |
False |
110,708 |
40 |
104.48 |
94.36 |
10.12 |
10.2% |
1.44 |
1.5% |
48% |
False |
False |
78,542 |
60 |
104.48 |
91.35 |
13.13 |
13.2% |
1.38 |
1.4% |
60% |
False |
False |
59,971 |
80 |
104.48 |
91.35 |
13.13 |
13.2% |
1.32 |
1.3% |
60% |
False |
False |
48,752 |
100 |
104.48 |
91.35 |
13.13 |
13.2% |
1.26 |
1.3% |
60% |
False |
False |
41,293 |
120 |
104.48 |
91.35 |
13.13 |
13.2% |
1.24 |
1.3% |
60% |
False |
False |
35,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.21 |
2.618 |
101.69 |
1.618 |
100.76 |
1.000 |
100.19 |
0.618 |
99.83 |
HIGH |
99.26 |
0.618 |
98.90 |
0.500 |
98.80 |
0.382 |
98.69 |
LOW |
98.33 |
0.618 |
97.76 |
1.000 |
97.40 |
1.618 |
96.83 |
2.618 |
95.90 |
4.250 |
94.38 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.05 |
98.82 |
PP |
98.92 |
98.48 |
S1 |
98.80 |
98.13 |
|