NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.39 |
101.74 |
1.35 |
1.3% |
99.65 |
High |
102.27 |
101.97 |
-0.30 |
-0.3% |
100.75 |
Low |
100.39 |
100.33 |
-0.06 |
-0.1% |
98.69 |
Close |
102.03 |
100.65 |
-1.38 |
-1.4% |
99.96 |
Range |
1.88 |
1.64 |
-0.24 |
-12.8% |
2.06 |
ATR |
1.18 |
1.22 |
0.04 |
3.1% |
0.00 |
Volume |
13,289 |
38,374 |
25,085 |
188.8% |
88,155 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.90 |
104.92 |
101.55 |
|
R3 |
104.26 |
103.28 |
101.10 |
|
R2 |
102.62 |
102.62 |
100.95 |
|
R1 |
101.64 |
101.64 |
100.80 |
101.31 |
PP |
100.98 |
100.98 |
100.98 |
100.82 |
S1 |
100.00 |
100.00 |
100.50 |
99.67 |
S2 |
99.34 |
99.34 |
100.35 |
|
S3 |
97.70 |
98.36 |
100.20 |
|
S4 |
96.06 |
96.72 |
99.75 |
|
|
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 |
99.10 |
3.17 |
3.1% |
1.27 |
1.3% |
49% |
False |
False |
22,049 |
10 |
102.27 |
98.69 |
3.58 |
3.6% |
1.18 |
1.2% |
55% |
False |
False |
21,183 |
20 |
102.27 |
93.01 |
9.26 |
9.2% |
1.17 |
1.2% |
83% |
False |
False |
19,408 |
40 |
102.27 |
90.40 |
11.87 |
11.8% |
1.12 |
1.1% |
86% |
False |
False |
16,498 |
60 |
102.27 |
90.40 |
11.87 |
11.8% |
1.02 |
1.0% |
86% |
False |
False |
13,569 |
80 |
102.27 |
90.40 |
11.87 |
11.8% |
1.01 |
1.0% |
86% |
False |
False |
11,736 |
100 |
102.27 |
90.40 |
11.87 |
11.8% |
0.99 |
1.0% |
86% |
False |
False |
10,152 |
120 |
102.27 |
90.40 |
11.87 |
11.8% |
0.95 |
0.9% |
86% |
False |
False |
8,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.94 |
2.618 |
106.26 |
1.618 |
104.62 |
1.000 |
103.61 |
0.618 |
102.98 |
HIGH |
101.97 |
0.618 |
101.34 |
0.500 |
101.15 |
0.382 |
100.96 |
LOW |
100.33 |
0.618 |
99.32 |
1.000 |
98.69 |
1.618 |
97.68 |
2.618 |
96.04 |
4.250 |
93.36 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
101.15 |
100.75 |
PP |
100.98 |
100.71 |
S1 |
100.82 |
100.68 |
|