NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.78 |
98.69 |
-2.09 |
-2.1% |
99.65 |
High |
100.79 |
99.61 |
-1.18 |
-1.2% |
100.75 |
Low |
98.57 |
98.15 |
-0.42 |
-0.4% |
98.69 |
Close |
99.03 |
99.20 |
0.17 |
0.2% |
99.96 |
Range |
2.22 |
1.46 |
-0.76 |
-34.2% |
2.06 |
ATR |
1.29 |
1.30 |
0.01 |
0.9% |
0.00 |
Volume |
24,958 |
29,176 |
4,218 |
16.9% |
88,155 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.37 |
102.74 |
100.00 |
|
R3 |
101.91 |
101.28 |
99.60 |
|
R2 |
100.45 |
100.45 |
99.47 |
|
R1 |
99.82 |
99.82 |
99.33 |
100.14 |
PP |
98.99 |
98.99 |
98.99 |
99.14 |
S1 |
98.36 |
98.36 |
99.07 |
98.68 |
S2 |
97.53 |
97.53 |
98.93 |
|
S3 |
96.07 |
96.90 |
98.80 |
|
S4 |
94.61 |
95.44 |
98.40 |
|
|
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 |
98.15 |
4.12 |
4.2% |
1.63 |
1.6% |
25% |
False |
True |
25,536 |
10 |
102.27 |
98.15 |
4.12 |
4.2% |
1.38 |
1.4% |
25% |
False |
True |
21,240 |
20 |
102.27 |
94.50 |
7.77 |
7.8% |
1.25 |
1.3% |
60% |
False |
False |
20,738 |
40 |
102.27 |
90.40 |
11.87 |
12.0% |
1.17 |
1.2% |
74% |
False |
False |
17,233 |
60 |
102.27 |
90.40 |
11.87 |
12.0% |
1.07 |
1.1% |
74% |
False |
False |
14,123 |
80 |
102.27 |
90.40 |
11.87 |
12.0% |
1.03 |
1.0% |
74% |
False |
False |
12,294 |
100 |
102.27 |
90.40 |
11.87 |
12.0% |
1.00 |
1.0% |
74% |
False |
False |
10,654 |
120 |
102.27 |
90.40 |
11.87 |
12.0% |
0.97 |
1.0% |
74% |
False |
False |
9,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.82 |
2.618 |
103.43 |
1.618 |
101.97 |
1.000 |
101.07 |
0.618 |
100.51 |
HIGH |
99.61 |
0.618 |
99.05 |
0.500 |
98.88 |
0.382 |
98.71 |
LOW |
98.15 |
0.618 |
97.25 |
1.000 |
96.69 |
1.618 |
95.79 |
2.618 |
94.33 |
4.250 |
91.95 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.09 |
100.06 |
PP |
98.99 |
99.77 |
S1 |
98.88 |
99.49 |
|