NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
101.34 |
101.69 |
0.35 |
0.3% |
99.49 |
High |
102.24 |
101.97 |
-0.27 |
-0.3% |
102.24 |
Low |
101.18 |
100.88 |
-0.30 |
-0.3% |
98.80 |
Close |
101.67 |
101.58 |
-0.09 |
-0.1% |
101.67 |
Range |
1.06 |
1.09 |
0.03 |
2.8% |
3.44 |
ATR |
1.50 |
1.47 |
-0.03 |
-2.0% |
0.00 |
Volume |
166,326 |
167,570 |
1,244 |
0.7% |
948,616 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.75 |
104.25 |
102.18 |
|
R3 |
103.66 |
103.16 |
101.88 |
|
R2 |
102.57 |
102.57 |
101.78 |
|
R1 |
102.07 |
102.07 |
101.68 |
101.78 |
PP |
101.48 |
101.48 |
101.48 |
101.33 |
S1 |
100.98 |
100.98 |
101.48 |
100.69 |
S2 |
100.39 |
100.39 |
101.38 |
|
S3 |
99.30 |
99.89 |
101.28 |
|
S4 |
98.21 |
98.80 |
100.98 |
|
|
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% |
1.33 |
1.3% |
81% |
False |
False |
192,895 |
10 |
102.24 |
97.28 |
4.96 |
4.9% |
1.39 |
1.4% |
87% |
False |
False |
202,720 |
20 |
104.23 |
97.00 |
7.23 |
7.1% |
1.58 |
1.6% |
63% |
False |
False |
164,497 |
40 |
104.48 |
94.62 |
9.86 |
9.7% |
1.47 |
1.4% |
71% |
False |
False |
110,248 |
60 |
104.48 |
91.35 |
13.13 |
12.9% |
1.42 |
1.4% |
78% |
False |
False |
83,981 |
80 |
104.48 |
91.35 |
13.13 |
12.9% |
1.32 |
1.3% |
78% |
False |
False |
67,167 |
100 |
104.48 |
91.35 |
13.13 |
12.9% |
1.30 |
1.3% |
78% |
False |
False |
56,009 |
120 |
104.48 |
91.35 |
13.13 |
12.9% |
1.26 |
1.2% |
78% |
False |
False |
48,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.60 |
2.618 |
104.82 |
1.618 |
103.73 |
1.000 |
103.06 |
0.618 |
102.64 |
HIGH |
101.97 |
0.618 |
101.55 |
0.500 |
101.43 |
0.382 |
101.30 |
LOW |
100.88 |
0.618 |
100.21 |
1.000 |
99.79 |
1.618 |
99.12 |
2.618 |
98.03 |
4.250 |
96.25 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.53 |
101.43 |
PP |
101.48 |
101.28 |
S1 |
101.43 |
101.14 |
|