NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.43 |
99.18 |
-0.25 |
-0.3% |
98.81 |
High |
100.25 |
100.46 |
0.21 |
0.2% |
100.25 |
Low |
98.80 |
99.10 |
0.30 |
0.3% |
97.00 |
Close |
99.19 |
100.26 |
1.07 |
1.1% |
99.46 |
Range |
1.45 |
1.36 |
-0.09 |
-6.2% |
3.25 |
ATR |
1.54 |
1.53 |
-0.01 |
-0.8% |
0.00 |
Volume |
217,013 |
211,367 |
-5,646 |
-2.6% |
1,057,525 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.02 |
103.50 |
101.01 |
|
R3 |
102.66 |
102.14 |
100.63 |
|
R2 |
101.30 |
101.30 |
100.51 |
|
R1 |
100.78 |
100.78 |
100.38 |
101.04 |
PP |
99.94 |
99.94 |
99.94 |
100.07 |
S1 |
99.42 |
99.42 |
100.14 |
99.68 |
S2 |
98.58 |
98.58 |
100.01 |
|
S3 |
97.22 |
98.06 |
99.89 |
|
S4 |
95.86 |
96.70 |
99.51 |
|
|
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 |
100.46 |
98.09 |
2.37 |
2.4% |
1.48 |
1.5% |
92% |
True |
False |
203,249 |
10 |
100.46 |
97.00 |
3.46 |
3.5% |
1.41 |
1.4% |
94% |
True |
False |
193,333 |
20 |
104.48 |
97.00 |
7.48 |
7.5% |
1.62 |
1.6% |
44% |
False |
False |
147,319 |
40 |
104.48 |
94.62 |
9.86 |
9.8% |
1.46 |
1.5% |
57% |
False |
False |
99,284 |
60 |
104.48 |
91.35 |
13.13 |
13.1% |
1.44 |
1.4% |
68% |
False |
False |
75,770 |
80 |
104.48 |
91.35 |
13.13 |
13.1% |
1.33 |
1.3% |
68% |
False |
False |
60,848 |
100 |
104.48 |
91.35 |
13.13 |
13.1% |
1.29 |
1.3% |
68% |
False |
False |
51,063 |
120 |
104.48 |
91.35 |
13.13 |
13.1% |
1.25 |
1.2% |
68% |
False |
False |
43,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.24 |
2.618 |
104.02 |
1.618 |
102.66 |
1.000 |
101.82 |
0.618 |
101.30 |
HIGH |
100.46 |
0.618 |
99.94 |
0.500 |
99.78 |
0.382 |
99.62 |
LOW |
99.10 |
0.618 |
98.26 |
1.000 |
97.74 |
1.618 |
96.90 |
2.618 |
95.54 |
4.250 |
93.32 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.10 |
100.05 |
PP |
99.94 |
99.84 |
S1 |
99.78 |
99.63 |
|