NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.50 |
100.99 |
0.49 |
0.5% |
98.70 |
High |
101.39 |
101.17 |
-0.22 |
-0.2% |
101.39 |
Low |
100.39 |
100.12 |
-0.27 |
-0.3% |
98.14 |
Close |
100.89 |
100.82 |
-0.07 |
-0.1% |
100.89 |
Range |
1.00 |
1.05 |
0.05 |
5.0% |
3.25 |
ATR |
1.41 |
1.38 |
-0.03 |
-1.8% |
0.00 |
Volume |
86,856 |
57,090 |
-29,766 |
-34.3% |
374,902 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.85 |
103.39 |
101.40 |
|
R3 |
102.80 |
102.34 |
101.11 |
|
R2 |
101.75 |
101.75 |
101.01 |
|
R1 |
101.29 |
101.29 |
100.92 |
101.00 |
PP |
100.70 |
100.70 |
100.70 |
100.56 |
S1 |
100.24 |
100.24 |
100.72 |
99.95 |
S2 |
99.65 |
99.65 |
100.63 |
|
S3 |
98.60 |
99.19 |
100.53 |
|
S4 |
97.55 |
98.14 |
100.24 |
|
|
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% |
1.24 |
1.2% |
82% |
False |
False |
72,332 |
10 |
101.39 |
96.65 |
4.74 |
4.7% |
1.29 |
1.3% |
88% |
False |
False |
79,770 |
20 |
103.13 |
96.42 |
6.71 |
6.7% |
1.47 |
1.5% |
66% |
False |
False |
81,860 |
40 |
103.45 |
93.73 |
9.72 |
9.6% |
1.37 |
1.4% |
73% |
False |
False |
65,855 |
60 |
103.45 |
90.97 |
12.48 |
12.4% |
1.33 |
1.3% |
79% |
False |
False |
59,315 |
80 |
103.45 |
90.97 |
12.48 |
12.4% |
1.25 |
1.2% |
79% |
False |
False |
52,870 |
100 |
103.45 |
90.97 |
12.48 |
12.4% |
1.26 |
1.2% |
79% |
False |
False |
48,779 |
120 |
103.45 |
90.97 |
12.48 |
12.4% |
1.26 |
1.3% |
79% |
False |
False |
46,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.63 |
2.618 |
103.92 |
1.618 |
102.87 |
1.000 |
102.22 |
0.618 |
101.82 |
HIGH |
101.17 |
0.618 |
100.77 |
0.500 |
100.65 |
0.382 |
100.52 |
LOW |
100.12 |
0.618 |
99.47 |
1.000 |
99.07 |
1.618 |
98.42 |
2.618 |
97.37 |
4.250 |
95.66 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.76 |
100.66 |
PP |
100.70 |
100.50 |
S1 |
100.65 |
100.34 |
|