NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.55 |
100.50 |
0.95 |
1.0% |
98.70 |
High |
100.89 |
101.39 |
0.50 |
0.5% |
101.39 |
Low |
99.28 |
100.39 |
1.11 |
1.1% |
98.14 |
Close |
100.53 |
100.89 |
0.36 |
0.4% |
100.89 |
Range |
1.61 |
1.00 |
-0.61 |
-37.9% |
3.25 |
ATR |
1.44 |
1.41 |
-0.03 |
-2.2% |
0.00 |
Volume |
94,281 |
86,856 |
-7,425 |
-7.9% |
374,902 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.89 |
103.39 |
101.44 |
|
R3 |
102.89 |
102.39 |
101.17 |
|
R2 |
101.89 |
101.89 |
101.07 |
|
R1 |
101.39 |
101.39 |
100.98 |
101.64 |
PP |
100.89 |
100.89 |
100.89 |
101.02 |
S1 |
100.39 |
100.39 |
100.80 |
100.64 |
S2 |
99.89 |
99.89 |
100.71 |
|
S3 |
98.89 |
99.39 |
100.62 |
|
S4 |
97.89 |
98.39 |
100.34 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.89 |
108.64 |
102.68 |
|
R3 |
106.64 |
105.39 |
101.78 |
|
R2 |
103.39 |
103.39 |
101.49 |
|
R1 |
102.14 |
102.14 |
101.19 |
102.77 |
PP |
100.14 |
100.14 |
100.14 |
100.45 |
S1 |
98.89 |
98.89 |
100.59 |
99.52 |
S2 |
96.89 |
96.89 |
100.29 |
|
S3 |
93.64 |
95.64 |
100.00 |
|
S4 |
90.39 |
92.39 |
99.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.39 |
98.14 |
3.25 |
3.2% |
1.27 |
1.3% |
85% |
True |
False |
74,980 |
10 |
101.39 |
96.42 |
4.97 |
4.9% |
1.38 |
1.4% |
90% |
True |
False |
80,766 |
20 |
103.45 |
96.42 |
7.03 |
7.0% |
1.52 |
1.5% |
64% |
False |
False |
81,002 |
40 |
103.45 |
93.73 |
9.72 |
9.6% |
1.37 |
1.4% |
74% |
False |
False |
65,385 |
60 |
103.45 |
90.97 |
12.48 |
12.4% |
1.36 |
1.4% |
79% |
False |
False |
58,717 |
80 |
103.45 |
90.97 |
12.48 |
12.4% |
1.26 |
1.3% |
79% |
False |
False |
52,582 |
100 |
103.45 |
90.97 |
12.48 |
12.4% |
1.26 |
1.2% |
79% |
False |
False |
48,602 |
120 |
103.45 |
90.97 |
12.48 |
12.4% |
1.27 |
1.3% |
79% |
False |
False |
46,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.64 |
2.618 |
104.01 |
1.618 |
103.01 |
1.000 |
102.39 |
0.618 |
102.01 |
HIGH |
101.39 |
0.618 |
101.01 |
0.500 |
100.89 |
0.382 |
100.77 |
LOW |
100.39 |
0.618 |
99.77 |
1.000 |
99.39 |
1.618 |
98.77 |
2.618 |
97.77 |
4.250 |
96.14 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.89 |
100.58 |
PP |
100.89 |
100.26 |
S1 |
100.89 |
99.95 |
|