NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.49 |
99.43 |
-0.06 |
-0.1% |
98.81 |
High |
100.29 |
100.25 |
-0.04 |
0.0% |
100.25 |
Low |
99.05 |
98.80 |
-0.25 |
-0.3% |
97.00 |
Close |
99.60 |
99.19 |
-0.41 |
-0.4% |
99.46 |
Range |
1.24 |
1.45 |
0.21 |
16.9% |
3.25 |
ATR |
1.55 |
1.54 |
-0.01 |
-0.5% |
0.00 |
Volume |
151,710 |
217,013 |
65,303 |
43.0% |
1,057,525 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.76 |
102.93 |
99.99 |
|
R3 |
102.31 |
101.48 |
99.59 |
|
R2 |
100.86 |
100.86 |
99.46 |
|
R1 |
100.03 |
100.03 |
99.32 |
99.72 |
PP |
99.41 |
99.41 |
99.41 |
99.26 |
S1 |
98.58 |
98.58 |
99.06 |
98.27 |
S2 |
97.96 |
97.96 |
98.92 |
|
S3 |
96.51 |
97.13 |
98.79 |
|
S4 |
95.06 |
95.68 |
98.39 |
|
|
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 |
98.09 |
2.20 |
2.2% |
1.40 |
1.4% |
50% |
False |
False |
216,214 |
10 |
100.29 |
97.00 |
3.29 |
3.3% |
1.47 |
1.5% |
67% |
False |
False |
196,529 |
20 |
104.48 |
97.00 |
7.48 |
7.5% |
1.61 |
1.6% |
29% |
False |
False |
139,502 |
40 |
104.48 |
94.62 |
9.86 |
9.9% |
1.47 |
1.5% |
46% |
False |
False |
94,852 |
60 |
104.48 |
91.35 |
13.13 |
13.2% |
1.44 |
1.4% |
60% |
False |
False |
72,337 |
80 |
104.48 |
91.35 |
13.13 |
13.2% |
1.33 |
1.3% |
60% |
False |
False |
58,299 |
100 |
104.48 |
91.35 |
13.13 |
13.2% |
1.28 |
1.3% |
60% |
False |
False |
48,997 |
120 |
104.48 |
91.35 |
13.13 |
13.2% |
1.26 |
1.3% |
60% |
False |
False |
42,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.41 |
2.618 |
104.05 |
1.618 |
102.60 |
1.000 |
101.70 |
0.618 |
101.15 |
HIGH |
100.25 |
0.618 |
99.70 |
0.500 |
99.53 |
0.382 |
99.35 |
LOW |
98.80 |
0.618 |
97.90 |
1.000 |
97.35 |
1.618 |
96.45 |
2.618 |
95.00 |
4.250 |
92.64 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.53 |
99.27 |
PP |
99.41 |
99.24 |
S1 |
99.30 |
99.22 |
|