NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.13 |
98.59 |
-0.54 |
-0.5% |
98.81 |
High |
99.45 |
100.25 |
0.80 |
0.8% |
100.25 |
Low |
98.09 |
98.25 |
0.16 |
0.2% |
97.00 |
Close |
98.90 |
99.46 |
0.56 |
0.6% |
99.46 |
Range |
1.36 |
2.00 |
0.64 |
47.1% |
3.25 |
ATR |
1.54 |
1.57 |
0.03 |
2.1% |
0.00 |
Volume |
244,866 |
191,289 |
-53,577 |
-21.9% |
1,057,525 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.32 |
104.39 |
100.56 |
|
R3 |
103.32 |
102.39 |
100.01 |
|
R2 |
101.32 |
101.32 |
99.83 |
|
R1 |
100.39 |
100.39 |
99.64 |
100.86 |
PP |
99.32 |
99.32 |
99.32 |
99.55 |
S1 |
98.39 |
98.39 |
99.28 |
98.86 |
S2 |
97.32 |
97.32 |
99.09 |
|
S3 |
95.32 |
96.39 |
98.91 |
|
S4 |
93.32 |
94.39 |
98.36 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.65 |
107.31 |
101.25 |
|
R3 |
105.40 |
104.06 |
100.35 |
|
R2 |
102.15 |
102.15 |
100.06 |
|
R1 |
100.81 |
100.81 |
99.76 |
101.48 |
PP |
98.90 |
98.90 |
98.90 |
99.24 |
S1 |
97.56 |
97.56 |
99.16 |
98.23 |
S2 |
95.65 |
95.65 |
98.86 |
|
S3 |
92.40 |
94.31 |
98.57 |
|
S4 |
89.15 |
91.06 |
97.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.25 |
97.00 |
3.25 |
3.3% |
1.60 |
1.6% |
76% |
True |
False |
211,505 |
10 |
102.25 |
97.00 |
5.25 |
5.3% |
1.60 |
1.6% |
47% |
False |
False |
179,364 |
20 |
104.48 |
97.00 |
7.48 |
7.5% |
1.63 |
1.6% |
33% |
False |
False |
126,262 |
40 |
104.48 |
94.36 |
10.12 |
10.2% |
1.47 |
1.5% |
50% |
False |
False |
87,869 |
60 |
104.48 |
91.35 |
13.13 |
13.2% |
1.42 |
1.4% |
62% |
False |
False |
66,557 |
80 |
104.48 |
91.35 |
13.13 |
13.2% |
1.33 |
1.3% |
62% |
False |
False |
53,961 |
100 |
104.48 |
91.35 |
13.13 |
13.2% |
1.27 |
1.3% |
62% |
False |
False |
45,426 |
120 |
104.48 |
91.35 |
13.13 |
13.2% |
1.25 |
1.3% |
62% |
False |
False |
39,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.75 |
2.618 |
105.49 |
1.618 |
103.49 |
1.000 |
102.25 |
0.618 |
101.49 |
HIGH |
100.25 |
0.618 |
99.49 |
0.500 |
99.25 |
0.382 |
99.01 |
LOW |
98.25 |
0.618 |
97.01 |
1.000 |
96.25 |
1.618 |
95.01 |
2.618 |
93.01 |
4.250 |
89.75 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.39 |
99.36 |
PP |
99.32 |
99.27 |
S1 |
99.25 |
99.17 |
|