NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.60 |
99.13 |
0.53 |
0.5% |
102.20 |
High |
99.26 |
99.45 |
0.19 |
0.2% |
102.25 |
Low |
98.33 |
98.09 |
-0.24 |
-0.2% |
97.19 |
Close |
99.17 |
98.90 |
-0.27 |
-0.3% |
98.56 |
Range |
0.93 |
1.36 |
0.43 |
46.2% |
5.06 |
ATR |
1.55 |
1.54 |
-0.01 |
-0.9% |
0.00 |
Volume |
276,195 |
244,866 |
-31,329 |
-11.3% |
736,122 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.89 |
102.26 |
99.65 |
|
R3 |
101.53 |
100.90 |
99.27 |
|
R2 |
100.17 |
100.17 |
99.15 |
|
R1 |
99.54 |
99.54 |
99.02 |
99.18 |
PP |
98.81 |
98.81 |
98.81 |
98.63 |
S1 |
98.18 |
98.18 |
98.78 |
97.82 |
S2 |
97.45 |
97.45 |
98.65 |
|
S3 |
96.09 |
96.82 |
98.53 |
|
S4 |
94.73 |
95.46 |
98.15 |
|
|
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 |
99.45 |
97.00 |
2.45 |
2.5% |
1.44 |
1.5% |
78% |
True |
False |
198,497 |
10 |
102.32 |
97.00 |
5.32 |
5.4% |
1.53 |
1.6% |
36% |
False |
False |
172,287 |
20 |
104.48 |
97.00 |
7.48 |
7.6% |
1.58 |
1.6% |
25% |
False |
False |
119,071 |
40 |
104.48 |
94.36 |
10.12 |
10.2% |
1.44 |
1.5% |
45% |
False |
False |
84,002 |
60 |
104.48 |
91.35 |
13.13 |
13.3% |
1.39 |
1.4% |
58% |
False |
False |
63,656 |
80 |
104.48 |
91.35 |
13.13 |
13.3% |
1.32 |
1.3% |
58% |
False |
False |
51,709 |
100 |
104.48 |
91.35 |
13.13 |
13.3% |
1.26 |
1.3% |
58% |
False |
False |
43,604 |
120 |
104.48 |
91.35 |
13.13 |
13.3% |
1.24 |
1.3% |
58% |
False |
False |
37,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.23 |
2.618 |
103.01 |
1.618 |
101.65 |
1.000 |
100.81 |
0.618 |
100.29 |
HIGH |
99.45 |
0.618 |
98.93 |
0.500 |
98.77 |
0.382 |
98.61 |
LOW |
98.09 |
0.618 |
97.25 |
1.000 |
96.73 |
1.618 |
95.89 |
2.618 |
94.53 |
4.250 |
92.31 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.86 |
98.72 |
PP |
98.81 |
98.54 |
S1 |
98.77 |
98.37 |
|