NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.80 |
98.70 |
0.90 |
0.9% |
98.09 |
High |
99.45 |
99.48 |
0.03 |
0.0% |
99.45 |
Low |
97.45 |
98.29 |
0.84 |
0.9% |
96.42 |
Close |
98.65 |
98.83 |
0.18 |
0.2% |
98.65 |
Range |
2.00 |
1.19 |
-0.81 |
-40.5% |
3.03 |
ATR |
1.47 |
1.45 |
-0.02 |
-1.4% |
0.00 |
Volume |
96,032 |
70,329 |
-25,703 |
-26.8% |
432,766 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.44 |
101.82 |
99.48 |
|
R3 |
101.25 |
100.63 |
99.16 |
|
R2 |
100.06 |
100.06 |
99.05 |
|
R1 |
99.44 |
99.44 |
98.94 |
99.75 |
PP |
98.87 |
98.87 |
98.87 |
99.02 |
S1 |
98.25 |
98.25 |
98.72 |
98.56 |
S2 |
97.68 |
97.68 |
98.61 |
|
S3 |
96.49 |
97.06 |
98.50 |
|
S4 |
95.30 |
95.87 |
98.18 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.26 |
105.99 |
100.32 |
|
R3 |
104.23 |
102.96 |
99.48 |
|
R2 |
101.20 |
101.20 |
99.21 |
|
R1 |
99.93 |
99.93 |
98.93 |
100.57 |
PP |
98.17 |
98.17 |
98.17 |
98.49 |
S1 |
96.90 |
96.90 |
98.37 |
97.54 |
S2 |
95.14 |
95.14 |
98.09 |
|
S3 |
92.11 |
93.87 |
97.82 |
|
S4 |
89.08 |
90.84 |
96.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.48 |
96.65 |
2.83 |
2.9% |
1.35 |
1.4% |
77% |
True |
False |
87,207 |
10 |
100.13 |
96.42 |
3.71 |
3.8% |
1.43 |
1.4% |
65% |
False |
False |
89,608 |
20 |
103.45 |
96.42 |
7.03 |
7.1% |
1.49 |
1.5% |
34% |
False |
False |
74,819 |
40 |
103.45 |
93.67 |
9.78 |
9.9% |
1.37 |
1.4% |
53% |
False |
False |
62,009 |
60 |
103.45 |
90.97 |
12.48 |
12.6% |
1.34 |
1.4% |
63% |
False |
False |
54,857 |
80 |
103.45 |
90.97 |
12.48 |
12.6% |
1.26 |
1.3% |
63% |
False |
False |
50,046 |
100 |
103.45 |
90.97 |
12.48 |
12.6% |
1.24 |
1.3% |
63% |
False |
False |
47,061 |
120 |
103.45 |
90.97 |
12.48 |
12.6% |
1.27 |
1.3% |
63% |
False |
False |
44,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.54 |
2.618 |
102.60 |
1.618 |
101.41 |
1.000 |
100.67 |
0.618 |
100.22 |
HIGH |
99.48 |
0.618 |
99.03 |
0.500 |
98.89 |
0.382 |
98.74 |
LOW |
98.29 |
0.618 |
97.55 |
1.000 |
97.10 |
1.618 |
96.36 |
2.618 |
95.17 |
4.250 |
93.23 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.89 |
98.68 |
PP |
98.87 |
98.52 |
S1 |
98.85 |
98.37 |
|