NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.20 |
97.37 |
0.17 |
0.2% |
101.16 |
High |
97.60 |
98.31 |
0.71 |
0.7% |
101.16 |
Low |
96.79 |
97.15 |
0.36 |
0.4% |
96.63 |
Close |
97.36 |
97.99 |
0.63 |
0.6% |
97.99 |
Range |
0.81 |
1.16 |
0.35 |
43.2% |
4.53 |
ATR |
1.49 |
1.46 |
-0.02 |
-1.6% |
0.00 |
Volume |
153,318 |
87,756 |
-65,562 |
-42.8% |
456,956 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.30 |
100.80 |
98.63 |
|
R3 |
100.14 |
99.64 |
98.31 |
|
R2 |
98.98 |
98.98 |
98.20 |
|
R1 |
98.48 |
98.48 |
98.10 |
98.73 |
PP |
97.82 |
97.82 |
97.82 |
97.94 |
S1 |
97.32 |
97.32 |
97.88 |
97.57 |
S2 |
96.66 |
96.66 |
97.78 |
|
S3 |
95.50 |
96.16 |
97.67 |
|
S4 |
94.34 |
95.00 |
97.35 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.18 |
109.62 |
100.48 |
|
R3 |
107.65 |
105.09 |
99.24 |
|
R2 |
103.12 |
103.12 |
98.82 |
|
R1 |
100.56 |
100.56 |
98.41 |
99.58 |
PP |
98.59 |
98.59 |
98.59 |
98.10 |
S1 |
96.03 |
96.03 |
97.57 |
95.05 |
S2 |
94.06 |
94.06 |
97.16 |
|
S3 |
89.53 |
91.50 |
96.74 |
|
S4 |
85.00 |
86.97 |
95.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.16 |
96.63 |
4.53 |
4.6% |
1.46 |
1.5% |
30% |
False |
False |
91,391 |
10 |
103.45 |
96.63 |
6.82 |
7.0% |
1.66 |
1.7% |
20% |
False |
False |
81,238 |
20 |
103.45 |
96.63 |
6.82 |
7.0% |
1.43 |
1.5% |
20% |
False |
False |
64,765 |
40 |
103.45 |
92.57 |
10.88 |
11.1% |
1.32 |
1.3% |
50% |
False |
False |
56,395 |
60 |
103.45 |
90.97 |
12.48 |
12.7% |
1.28 |
1.3% |
56% |
False |
False |
49,406 |
80 |
103.45 |
90.97 |
12.48 |
12.7% |
1.25 |
1.3% |
56% |
False |
False |
45,964 |
100 |
103.45 |
90.97 |
12.48 |
12.7% |
1.24 |
1.3% |
56% |
False |
False |
44,276 |
120 |
103.45 |
90.97 |
12.48 |
12.7% |
1.25 |
1.3% |
56% |
False |
False |
41,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.24 |
2.618 |
101.35 |
1.618 |
100.19 |
1.000 |
99.47 |
0.618 |
99.03 |
HIGH |
98.31 |
0.618 |
97.87 |
0.500 |
97.73 |
0.382 |
97.59 |
LOW |
97.15 |
0.618 |
96.43 |
1.000 |
95.99 |
1.618 |
95.27 |
2.618 |
94.11 |
4.250 |
92.22 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.90 |
97.83 |
PP |
97.82 |
97.66 |
S1 |
97.73 |
97.50 |
|