NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.36 |
97.20 |
-1.16 |
-1.2% |
101.33 |
High |
98.36 |
97.60 |
-0.76 |
-0.8% |
103.45 |
Low |
96.63 |
96.79 |
0.16 |
0.2% |
98.93 |
Close |
97.09 |
97.36 |
0.27 |
0.3% |
101.07 |
Range |
1.73 |
0.81 |
-0.92 |
-53.2% |
4.52 |
ATR |
1.54 |
1.49 |
-0.05 |
-3.4% |
0.00 |
Volume |
86,960 |
153,318 |
66,358 |
76.3% |
355,431 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.68 |
99.33 |
97.81 |
|
R3 |
98.87 |
98.52 |
97.58 |
|
R2 |
98.06 |
98.06 |
97.51 |
|
R1 |
97.71 |
97.71 |
97.43 |
97.89 |
PP |
97.25 |
97.25 |
97.25 |
97.34 |
S1 |
96.90 |
96.90 |
97.29 |
97.08 |
S2 |
96.44 |
96.44 |
97.21 |
|
S3 |
95.63 |
96.09 |
97.14 |
|
S4 |
94.82 |
95.28 |
96.91 |
|
|
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 |
101.38 |
96.63 |
4.75 |
4.9% |
1.47 |
1.5% |
15% |
False |
False |
90,095 |
10 |
103.45 |
96.63 |
6.82 |
7.0% |
1.65 |
1.7% |
11% |
False |
False |
78,019 |
20 |
103.45 |
96.63 |
6.82 |
7.0% |
1.43 |
1.5% |
11% |
False |
False |
63,392 |
40 |
103.45 |
91.60 |
11.85 |
12.2% |
1.34 |
1.4% |
49% |
False |
False |
55,616 |
60 |
103.45 |
90.97 |
12.48 |
12.8% |
1.28 |
1.3% |
51% |
False |
False |
48,488 |
80 |
103.45 |
90.97 |
12.48 |
12.8% |
1.24 |
1.3% |
51% |
False |
False |
45,666 |
100 |
103.45 |
90.97 |
12.48 |
12.8% |
1.24 |
1.3% |
51% |
False |
False |
43,833 |
120 |
103.45 |
90.97 |
12.48 |
12.8% |
1.25 |
1.3% |
51% |
False |
False |
40,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.04 |
2.618 |
99.72 |
1.618 |
98.91 |
1.000 |
98.41 |
0.618 |
98.10 |
HIGH |
97.60 |
0.618 |
97.29 |
0.500 |
97.20 |
0.382 |
97.10 |
LOW |
96.79 |
0.618 |
96.29 |
1.000 |
95.98 |
1.618 |
95.48 |
2.618 |
94.67 |
4.250 |
93.35 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.31 |
98.38 |
PP |
97.25 |
98.04 |
S1 |
97.20 |
97.70 |
|