NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.59 |
99.49 |
0.90 |
0.9% |
98.81 |
High |
100.25 |
100.29 |
0.04 |
0.0% |
100.25 |
Low |
98.25 |
99.05 |
0.80 |
0.8% |
97.00 |
Close |
99.46 |
99.60 |
0.14 |
0.1% |
99.46 |
Range |
2.00 |
1.24 |
-0.76 |
-38.0% |
3.25 |
ATR |
1.57 |
1.55 |
-0.02 |
-1.5% |
0.00 |
Volume |
191,289 |
151,710 |
-39,579 |
-20.7% |
1,057,525 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.37 |
102.72 |
100.28 |
|
R3 |
102.13 |
101.48 |
99.94 |
|
R2 |
100.89 |
100.89 |
99.83 |
|
R1 |
100.24 |
100.24 |
99.71 |
100.57 |
PP |
99.65 |
99.65 |
99.65 |
99.81 |
S1 |
99.00 |
99.00 |
99.49 |
99.33 |
S2 |
98.41 |
98.41 |
99.37 |
|
S3 |
97.17 |
97.76 |
99.26 |
|
S4 |
95.93 |
96.52 |
98.92 |
|
|
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 |
100.29 |
97.28 |
3.01 |
3.0% |
1.45 |
1.5% |
77% |
True |
False |
212,545 |
10 |
100.99 |
97.00 |
3.99 |
4.0% |
1.54 |
1.5% |
65% |
False |
False |
184,803 |
20 |
104.48 |
97.00 |
7.48 |
7.5% |
1.62 |
1.6% |
35% |
False |
False |
131,215 |
40 |
104.48 |
94.36 |
10.12 |
10.2% |
1.47 |
1.5% |
52% |
False |
False |
90,326 |
60 |
104.48 |
91.35 |
13.13 |
13.2% |
1.42 |
1.4% |
63% |
False |
False |
68,863 |
80 |
104.48 |
91.35 |
13.13 |
13.2% |
1.33 |
1.3% |
63% |
False |
False |
55,734 |
100 |
104.48 |
91.35 |
13.13 |
13.2% |
1.27 |
1.3% |
63% |
False |
False |
46,887 |
120 |
104.48 |
91.35 |
13.13 |
13.2% |
1.25 |
1.3% |
63% |
False |
False |
40,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.56 |
2.618 |
103.54 |
1.618 |
102.30 |
1.000 |
101.53 |
0.618 |
101.06 |
HIGH |
100.29 |
0.618 |
99.82 |
0.500 |
99.67 |
0.382 |
99.52 |
LOW |
99.05 |
0.618 |
98.28 |
1.000 |
97.81 |
1.618 |
97.04 |
2.618 |
95.80 |
4.250 |
93.78 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.67 |
99.46 |
PP |
99.65 |
99.33 |
S1 |
99.62 |
99.19 |
|