NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.09 |
96.80 |
-1.29 |
-1.3% |
101.16 |
High |
98.34 |
98.16 |
-0.18 |
-0.2% |
101.16 |
Low |
96.42 |
96.65 |
0.23 |
0.2% |
96.63 |
Close |
96.95 |
98.01 |
1.06 |
1.1% |
97.99 |
Range |
1.92 |
1.51 |
-0.41 |
-21.4% |
4.53 |
ATR |
1.50 |
1.50 |
0.00 |
0.1% |
0.00 |
Volume |
67,058 |
62,003 |
-5,055 |
-7.5% |
456,956 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.14 |
101.58 |
98.84 |
|
R3 |
100.63 |
100.07 |
98.43 |
|
R2 |
99.12 |
99.12 |
98.29 |
|
R1 |
98.56 |
98.56 |
98.15 |
98.84 |
PP |
97.61 |
97.61 |
97.61 |
97.75 |
S1 |
97.05 |
97.05 |
97.87 |
97.33 |
S2 |
96.10 |
96.10 |
97.73 |
|
S3 |
94.59 |
95.54 |
97.59 |
|
S4 |
93.08 |
94.03 |
97.18 |
|
|
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 |
98.36 |
96.42 |
1.94 |
2.0% |
1.43 |
1.5% |
82% |
False |
False |
91,419 |
10 |
101.87 |
96.42 |
5.45 |
5.6% |
1.61 |
1.6% |
29% |
False |
False |
79,822 |
20 |
103.45 |
96.42 |
7.03 |
7.2% |
1.45 |
1.5% |
23% |
False |
False |
66,845 |
40 |
103.45 |
92.68 |
10.77 |
11.0% |
1.36 |
1.4% |
49% |
False |
False |
57,469 |
60 |
103.45 |
90.97 |
12.48 |
12.7% |
1.31 |
1.3% |
56% |
False |
False |
50,837 |
80 |
103.45 |
90.97 |
12.48 |
12.7% |
1.26 |
1.3% |
56% |
False |
False |
46,960 |
100 |
103.45 |
90.97 |
12.48 |
12.7% |
1.25 |
1.3% |
56% |
False |
False |
44,971 |
120 |
103.45 |
90.97 |
12.48 |
12.7% |
1.26 |
1.3% |
56% |
False |
False |
41,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.58 |
2.618 |
102.11 |
1.618 |
100.60 |
1.000 |
99.67 |
0.618 |
99.09 |
HIGH |
98.16 |
0.618 |
97.58 |
0.500 |
97.41 |
0.382 |
97.23 |
LOW |
96.65 |
0.618 |
95.72 |
1.000 |
95.14 |
1.618 |
94.21 |
2.618 |
92.70 |
4.250 |
90.23 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.81 |
97.80 |
PP |
97.61 |
97.59 |
S1 |
97.41 |
97.38 |
|