NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
102.88 |
101.53 |
-1.35 |
-1.3% |
100.61 |
High |
103.13 |
101.87 |
-1.26 |
-1.2% |
101.77 |
Low |
101.28 |
99.44 |
-1.84 |
-1.8% |
99.59 |
Close |
101.71 |
99.99 |
-1.72 |
-1.7% |
100.95 |
Range |
1.85 |
2.43 |
0.58 |
31.4% |
2.18 |
ATR |
1.35 |
1.43 |
0.08 |
5.7% |
0.00 |
Volume |
103,281 |
53,518 |
-49,763 |
-48.2% |
225,151 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.72 |
106.29 |
101.33 |
|
R3 |
105.29 |
103.86 |
100.66 |
|
R2 |
102.86 |
102.86 |
100.44 |
|
R1 |
101.43 |
101.43 |
100.21 |
100.93 |
PP |
100.43 |
100.43 |
100.43 |
100.19 |
S1 |
99.00 |
99.00 |
99.77 |
98.50 |
S2 |
98.00 |
98.00 |
99.54 |
|
S3 |
95.57 |
96.57 |
99.32 |
|
S4 |
93.14 |
94.14 |
98.65 |
|
|
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 |
99.44 |
4.01 |
4.0% |
1.70 |
1.7% |
14% |
False |
True |
60,250 |
10 |
103.45 |
99.44 |
4.01 |
4.0% |
1.44 |
1.4% |
14% |
False |
True |
52,973 |
20 |
103.45 |
94.55 |
8.90 |
8.9% |
1.36 |
1.4% |
61% |
False |
False |
52,138 |
40 |
103.45 |
90.97 |
12.48 |
12.5% |
1.29 |
1.3% |
72% |
False |
False |
49,842 |
60 |
103.45 |
90.97 |
12.48 |
12.5% |
1.22 |
1.2% |
72% |
False |
False |
43,402 |
80 |
103.45 |
90.97 |
12.48 |
12.5% |
1.23 |
1.2% |
72% |
False |
False |
41,705 |
100 |
103.45 |
90.97 |
12.48 |
12.5% |
1.24 |
1.2% |
72% |
False |
False |
40,323 |
120 |
103.45 |
90.97 |
12.48 |
12.5% |
1.26 |
1.3% |
72% |
False |
False |
37,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.20 |
2.618 |
108.23 |
1.618 |
105.80 |
1.000 |
104.30 |
0.618 |
103.37 |
HIGH |
101.87 |
0.618 |
100.94 |
0.500 |
100.66 |
0.382 |
100.37 |
LOW |
99.44 |
0.618 |
97.94 |
1.000 |
97.01 |
1.618 |
95.51 |
2.618 |
93.08 |
4.250 |
89.11 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.66 |
101.45 |
PP |
100.43 |
100.96 |
S1 |
100.21 |
100.48 |
|