NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.33 |
100.39 |
1.06 |
1.1% |
99.65 |
High |
100.15 |
102.27 |
2.12 |
2.1% |
100.75 |
Low |
99.22 |
100.39 |
1.17 |
1.2% |
98.69 |
Close |
99.96 |
102.03 |
2.07 |
2.1% |
99.96 |
Range |
0.93 |
1.88 |
0.95 |
102.2% |
2.06 |
ATR |
1.10 |
1.18 |
0.09 |
7.9% |
0.00 |
Volume |
21,884 |
13,289 |
-8,595 |
-39.3% |
88,155 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.20 |
106.50 |
103.06 |
|
R3 |
105.32 |
104.62 |
102.55 |
|
R2 |
103.44 |
103.44 |
102.37 |
|
R1 |
102.74 |
102.74 |
102.20 |
103.09 |
PP |
101.56 |
101.56 |
101.56 |
101.74 |
S1 |
100.86 |
100.86 |
101.86 |
101.21 |
S2 |
99.68 |
99.68 |
101.69 |
|
S3 |
97.80 |
98.98 |
101.51 |
|
S4 |
95.92 |
97.10 |
101.00 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.98 |
105.03 |
101.09 |
|
R3 |
103.92 |
102.97 |
100.53 |
|
R2 |
101.86 |
101.86 |
100.34 |
|
R1 |
100.91 |
100.91 |
100.15 |
101.39 |
PP |
99.80 |
99.80 |
99.80 |
100.04 |
S1 |
98.85 |
98.85 |
99.77 |
99.33 |
S2 |
97.74 |
97.74 |
99.58 |
|
S3 |
95.68 |
96.79 |
99.39 |
|
S4 |
93.62 |
94.73 |
98.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.27 |
98.69 |
3.58 |
3.5% |
1.24 |
1.2% |
93% |
True |
False |
17,269 |
10 |
102.27 |
98.05 |
4.22 |
4.1% |
1.17 |
1.1% |
94% |
True |
False |
18,825 |
20 |
102.27 |
92.85 |
9.42 |
9.2% |
1.15 |
1.1% |
97% |
True |
False |
18,301 |
40 |
102.27 |
90.40 |
11.87 |
11.6% |
1.12 |
1.1% |
98% |
True |
False |
15,716 |
60 |
102.27 |
90.40 |
11.87 |
11.6% |
1.01 |
1.0% |
98% |
True |
False |
13,089 |
80 |
102.27 |
90.40 |
11.87 |
11.6% |
1.00 |
1.0% |
98% |
True |
False |
11,305 |
100 |
102.27 |
90.40 |
11.87 |
11.6% |
0.98 |
1.0% |
98% |
True |
False |
9,790 |
120 |
102.27 |
90.40 |
11.87 |
11.6% |
0.94 |
0.9% |
98% |
True |
False |
8,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.26 |
2.618 |
107.19 |
1.618 |
105.31 |
1.000 |
104.15 |
0.618 |
103.43 |
HIGH |
102.27 |
0.618 |
101.55 |
0.500 |
101.33 |
0.382 |
101.11 |
LOW |
100.39 |
0.618 |
99.23 |
1.000 |
98.51 |
1.618 |
97.35 |
2.618 |
95.47 |
4.250 |
92.40 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.80 |
101.58 |
PP |
101.56 |
101.14 |
S1 |
101.33 |
100.69 |
|