NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
101.16 |
99.60 |
-1.56 |
-1.5% |
101.33 |
High |
101.16 |
100.13 |
-1.03 |
-1.0% |
103.45 |
Low |
99.48 |
98.20 |
-1.28 |
-1.3% |
98.93 |
Close |
99.75 |
98.85 |
-0.90 |
-0.9% |
101.07 |
Range |
1.68 |
1.93 |
0.25 |
14.9% |
4.52 |
ATR |
1.45 |
1.49 |
0.03 |
2.4% |
0.00 |
Volume |
63,966 |
64,956 |
990 |
1.5% |
355,431 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.85 |
103.78 |
99.91 |
|
R3 |
102.92 |
101.85 |
99.38 |
|
R2 |
100.99 |
100.99 |
99.20 |
|
R1 |
99.92 |
99.92 |
99.03 |
99.49 |
PP |
99.06 |
99.06 |
99.06 |
98.85 |
S1 |
97.99 |
97.99 |
98.67 |
97.56 |
S2 |
97.13 |
97.13 |
98.50 |
|
S3 |
95.20 |
96.06 |
98.32 |
|
S4 |
93.27 |
94.13 |
97.79 |
|
|
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 |
101.87 |
98.20 |
3.67 |
3.7% |
1.79 |
1.8% |
18% |
False |
True |
68,226 |
10 |
103.45 |
98.20 |
5.25 |
5.3% |
1.61 |
1.6% |
12% |
False |
True |
62,916 |
20 |
103.45 |
97.51 |
5.94 |
6.0% |
1.39 |
1.4% |
23% |
False |
False |
57,303 |
40 |
103.45 |
91.00 |
12.45 |
12.6% |
1.34 |
1.4% |
63% |
False |
False |
52,042 |
60 |
103.45 |
90.97 |
12.48 |
12.6% |
1.27 |
1.3% |
63% |
False |
False |
45,603 |
80 |
103.45 |
90.97 |
12.48 |
12.6% |
1.25 |
1.3% |
63% |
False |
False |
43,836 |
100 |
103.45 |
90.97 |
12.48 |
12.6% |
1.25 |
1.3% |
63% |
False |
False |
42,122 |
120 |
103.45 |
90.97 |
12.48 |
12.6% |
1.27 |
1.3% |
63% |
False |
False |
38,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.33 |
2.618 |
105.18 |
1.618 |
103.25 |
1.000 |
102.06 |
0.618 |
101.32 |
HIGH |
100.13 |
0.618 |
99.39 |
0.500 |
99.17 |
0.382 |
98.94 |
LOW |
98.20 |
0.618 |
97.01 |
1.000 |
96.27 |
1.618 |
95.08 |
2.618 |
93.15 |
4.250 |
90.00 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.17 |
99.79 |
PP |
99.06 |
99.48 |
S1 |
98.96 |
99.16 |
|