NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.30 |
101.34 |
1.04 |
1.0% |
99.49 |
High |
101.70 |
102.24 |
0.54 |
0.5% |
102.24 |
Low |
100.03 |
101.18 |
1.15 |
1.1% |
98.80 |
Close |
101.28 |
101.67 |
0.39 |
0.4% |
101.67 |
Range |
1.67 |
1.06 |
-0.61 |
-36.5% |
3.44 |
ATR |
1.54 |
1.50 |
-0.03 |
-2.2% |
0.00 |
Volume |
202,200 |
166,326 |
-35,874 |
-17.7% |
948,616 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.88 |
104.33 |
102.25 |
|
R3 |
103.82 |
103.27 |
101.96 |
|
R2 |
102.76 |
102.76 |
101.86 |
|
R1 |
102.21 |
102.21 |
101.77 |
102.49 |
PP |
101.70 |
101.70 |
101.70 |
101.83 |
S1 |
101.15 |
101.15 |
101.57 |
101.43 |
S2 |
100.64 |
100.64 |
101.48 |
|
S3 |
99.58 |
100.09 |
101.38 |
|
S4 |
98.52 |
99.03 |
101.09 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.22 |
109.89 |
103.56 |
|
R3 |
107.78 |
106.45 |
102.62 |
|
R2 |
104.34 |
104.34 |
102.30 |
|
R1 |
103.01 |
103.01 |
101.99 |
103.68 |
PP |
100.90 |
100.90 |
100.90 |
101.24 |
S1 |
99.57 |
99.57 |
101.35 |
100.24 |
S2 |
97.46 |
97.46 |
101.04 |
|
S3 |
94.02 |
96.13 |
100.72 |
|
S4 |
90.58 |
92.69 |
99.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.24 |
98.80 |
3.44 |
3.4% |
1.36 |
1.3% |
83% |
True |
False |
189,723 |
10 |
102.24 |
97.00 |
5.24 |
5.2% |
1.48 |
1.5% |
89% |
True |
False |
200,614 |
20 |
104.48 |
97.00 |
7.48 |
7.4% |
1.64 |
1.6% |
62% |
False |
False |
158,728 |
40 |
104.48 |
94.62 |
9.86 |
9.7% |
1.47 |
1.4% |
72% |
False |
False |
106,960 |
60 |
104.48 |
91.35 |
13.13 |
12.9% |
1.45 |
1.4% |
79% |
False |
False |
81,379 |
80 |
104.48 |
91.35 |
13.13 |
12.9% |
1.33 |
1.3% |
79% |
False |
False |
65,299 |
100 |
104.48 |
91.35 |
13.13 |
12.9% |
1.30 |
1.3% |
79% |
False |
False |
54,454 |
120 |
104.48 |
91.35 |
13.13 |
12.9% |
1.26 |
1.2% |
79% |
False |
False |
46,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.75 |
2.618 |
105.02 |
1.618 |
103.96 |
1.000 |
103.30 |
0.618 |
102.90 |
HIGH |
102.24 |
0.618 |
101.84 |
0.500 |
101.71 |
0.382 |
101.58 |
LOW |
101.18 |
0.618 |
100.52 |
1.000 |
100.12 |
1.618 |
99.46 |
2.618 |
98.40 |
4.250 |
96.68 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.71 |
101.34 |
PP |
101.70 |
101.00 |
S1 |
101.68 |
100.67 |
|