NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.38 |
101.33 |
0.95 |
0.9% |
100.61 |
High |
101.19 |
103.45 |
2.26 |
2.2% |
101.77 |
Low |
100.15 |
101.33 |
1.18 |
1.2% |
99.59 |
Close |
100.95 |
103.16 |
2.21 |
2.2% |
100.95 |
Range |
1.04 |
2.12 |
1.08 |
103.8% |
2.18 |
ATR |
1.22 |
1.31 |
0.09 |
7.5% |
0.00 |
Volume |
55,564 |
39,939 |
-15,625 |
-28.1% |
225,151 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.01 |
108.20 |
104.33 |
|
R3 |
106.89 |
106.08 |
103.74 |
|
R2 |
104.77 |
104.77 |
103.55 |
|
R1 |
103.96 |
103.96 |
103.35 |
104.37 |
PP |
102.65 |
102.65 |
102.65 |
102.85 |
S1 |
101.84 |
101.84 |
102.97 |
102.25 |
S2 |
100.53 |
100.53 |
102.77 |
|
S3 |
98.41 |
99.72 |
102.58 |
|
S4 |
96.29 |
97.60 |
101.99 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.31 |
106.31 |
102.15 |
|
R3 |
105.13 |
104.13 |
101.55 |
|
R2 |
102.95 |
102.95 |
101.35 |
|
R1 |
101.95 |
101.95 |
101.15 |
102.45 |
PP |
100.77 |
100.77 |
100.77 |
101.02 |
S1 |
99.77 |
99.77 |
100.75 |
100.27 |
S2 |
98.59 |
98.59 |
100.55 |
|
S3 |
96.41 |
97.59 |
100.35 |
|
S4 |
94.23 |
95.41 |
99.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.45 |
99.59 |
3.86 |
3.7% |
1.35 |
1.3% |
92% |
True |
False |
44,171 |
10 |
103.45 |
98.70 |
4.75 |
4.6% |
1.31 |
1.3% |
94% |
True |
False |
47,698 |
20 |
103.45 |
93.73 |
9.72 |
9.4% |
1.27 |
1.2% |
97% |
True |
False |
49,850 |
40 |
103.45 |
90.97 |
12.48 |
12.1% |
1.26 |
1.2% |
98% |
True |
False |
48,042 |
60 |
103.45 |
90.97 |
12.48 |
12.1% |
1.18 |
1.1% |
98% |
True |
False |
43,206 |
80 |
103.45 |
90.97 |
12.48 |
12.1% |
1.20 |
1.2% |
98% |
True |
False |
40,509 |
100 |
103.45 |
90.97 |
12.48 |
12.1% |
1.22 |
1.2% |
98% |
True |
False |
39,244 |
120 |
103.45 |
90.97 |
12.48 |
12.1% |
1.25 |
1.2% |
98% |
True |
False |
36,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.46 |
2.618 |
109.00 |
1.618 |
106.88 |
1.000 |
105.57 |
0.618 |
104.76 |
HIGH |
103.45 |
0.618 |
102.64 |
0.500 |
102.39 |
0.382 |
102.14 |
LOW |
101.33 |
0.618 |
100.02 |
1.000 |
99.21 |
1.618 |
97.90 |
2.618 |
95.78 |
4.250 |
92.32 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
102.90 |
102.69 |
PP |
102.65 |
102.22 |
S1 |
102.39 |
101.75 |
|