NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.64 |
100.42 |
0.78 |
0.8% |
101.33 |
High |
100.61 |
101.38 |
0.77 |
0.8% |
103.45 |
Low |
98.93 |
100.17 |
1.24 |
1.3% |
98.93 |
Close |
100.14 |
101.07 |
0.93 |
0.9% |
101.07 |
Range |
1.68 |
1.21 |
-0.47 |
-28.0% |
4.52 |
ATR |
1.45 |
1.43 |
-0.01 |
-1.0% |
0.00 |
Volume |
77,418 |
81,275 |
3,857 |
5.0% |
355,431 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.50 |
104.00 |
101.74 |
|
R3 |
103.29 |
102.79 |
101.40 |
|
R2 |
102.08 |
102.08 |
101.29 |
|
R1 |
101.58 |
101.58 |
101.18 |
101.83 |
PP |
100.87 |
100.87 |
100.87 |
101.00 |
S1 |
100.37 |
100.37 |
100.96 |
100.62 |
S2 |
99.66 |
99.66 |
100.85 |
|
S3 |
98.45 |
99.16 |
100.74 |
|
S4 |
97.24 |
97.95 |
100.40 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.71 |
112.41 |
103.56 |
|
R3 |
110.19 |
107.89 |
102.31 |
|
R2 |
105.67 |
105.67 |
101.90 |
|
R1 |
103.37 |
103.37 |
101.48 |
102.26 |
PP |
101.15 |
101.15 |
101.15 |
100.60 |
S1 |
98.85 |
98.85 |
100.66 |
97.74 |
S2 |
96.63 |
96.63 |
100.24 |
|
S3 |
92.11 |
94.33 |
99.83 |
|
S4 |
87.59 |
89.81 |
98.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.45 |
98.93 |
4.52 |
4.5% |
1.86 |
1.8% |
47% |
False |
False |
71,086 |
10 |
103.45 |
98.93 |
4.52 |
4.5% |
1.54 |
1.5% |
47% |
False |
False |
58,058 |
20 |
103.45 |
95.39 |
8.06 |
8.0% |
1.39 |
1.4% |
70% |
False |
False |
55,936 |
40 |
103.45 |
90.97 |
12.48 |
12.3% |
1.31 |
1.3% |
81% |
False |
False |
51,696 |
60 |
103.45 |
90.97 |
12.48 |
12.3% |
1.24 |
1.2% |
81% |
False |
False |
44,804 |
80 |
103.45 |
90.97 |
12.48 |
12.3% |
1.24 |
1.2% |
81% |
False |
False |
42,776 |
100 |
103.45 |
90.97 |
12.48 |
12.3% |
1.23 |
1.2% |
81% |
False |
False |
41,356 |
120 |
103.45 |
90.97 |
12.48 |
12.3% |
1.26 |
1.2% |
81% |
False |
False |
38,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.52 |
2.618 |
104.55 |
1.618 |
103.34 |
1.000 |
102.59 |
0.618 |
102.13 |
HIGH |
101.38 |
0.618 |
100.92 |
0.500 |
100.78 |
0.382 |
100.63 |
LOW |
100.17 |
0.618 |
99.42 |
1.000 |
98.96 |
1.618 |
98.21 |
2.618 |
97.00 |
4.250 |
95.03 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.97 |
100.85 |
PP |
100.87 |
100.62 |
S1 |
100.78 |
100.40 |
|