NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
101.33 |
102.88 |
1.55 |
1.5% |
100.61 |
High |
103.45 |
103.13 |
-0.32 |
-0.3% |
101.77 |
Low |
101.33 |
101.28 |
-0.05 |
0.0% |
99.59 |
Close |
103.16 |
101.71 |
-1.45 |
-1.4% |
100.95 |
Range |
2.12 |
1.85 |
-0.27 |
-12.7% |
2.18 |
ATR |
1.31 |
1.35 |
0.04 |
3.1% |
0.00 |
Volume |
39,939 |
103,281 |
63,342 |
158.6% |
225,151 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.59 |
106.50 |
102.73 |
|
R3 |
105.74 |
104.65 |
102.22 |
|
R2 |
103.89 |
103.89 |
102.05 |
|
R1 |
102.80 |
102.80 |
101.88 |
102.42 |
PP |
102.04 |
102.04 |
102.04 |
101.85 |
S1 |
100.95 |
100.95 |
101.54 |
100.57 |
S2 |
100.19 |
100.19 |
101.37 |
|
S3 |
98.34 |
99.10 |
101.20 |
|
S4 |
96.49 |
97.25 |
100.69 |
|
|
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 |
100.01 |
3.44 |
3.4% |
1.43 |
1.4% |
49% |
False |
False |
57,606 |
10 |
103.45 |
99.59 |
3.86 |
3.8% |
1.30 |
1.3% |
55% |
False |
False |
53,867 |
20 |
103.45 |
93.86 |
9.59 |
9.4% |
1.30 |
1.3% |
82% |
False |
False |
52,082 |
40 |
103.45 |
90.97 |
12.48 |
12.3% |
1.26 |
1.2% |
86% |
False |
False |
49,575 |
60 |
103.45 |
90.97 |
12.48 |
12.3% |
1.19 |
1.2% |
86% |
False |
False |
43,742 |
80 |
103.45 |
90.97 |
12.48 |
12.3% |
1.21 |
1.2% |
86% |
False |
False |
41,462 |
100 |
103.45 |
90.97 |
12.48 |
12.3% |
1.23 |
1.2% |
86% |
False |
False |
40,005 |
120 |
103.45 |
90.97 |
12.48 |
12.3% |
1.24 |
1.2% |
86% |
False |
False |
36,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.99 |
2.618 |
107.97 |
1.618 |
106.12 |
1.000 |
104.98 |
0.618 |
104.27 |
HIGH |
103.13 |
0.618 |
102.42 |
0.500 |
102.21 |
0.382 |
101.99 |
LOW |
101.28 |
0.618 |
100.14 |
1.000 |
99.43 |
1.618 |
98.29 |
2.618 |
96.44 |
4.250 |
93.42 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
102.21 |
101.80 |
PP |
102.04 |
101.77 |
S1 |
101.88 |
101.74 |
|