NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.69 |
99.41 |
0.72 |
0.7% |
100.39 |
High |
99.61 |
100.36 |
0.75 |
0.8% |
102.27 |
Low |
98.15 |
99.38 |
1.23 |
1.3% |
98.15 |
Close |
99.20 |
100.10 |
0.90 |
0.9% |
100.10 |
Range |
1.46 |
0.98 |
-0.48 |
-32.9% |
4.12 |
ATR |
1.30 |
1.29 |
-0.01 |
-0.8% |
0.00 |
Volume |
29,176 |
30,319 |
1,143 |
3.9% |
136,116 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.89 |
102.47 |
100.64 |
|
R3 |
101.91 |
101.49 |
100.37 |
|
R2 |
100.93 |
100.93 |
100.28 |
|
R1 |
100.51 |
100.51 |
100.19 |
100.72 |
PP |
99.95 |
99.95 |
99.95 |
100.05 |
S1 |
99.53 |
99.53 |
100.01 |
99.74 |
S2 |
98.97 |
98.97 |
99.92 |
|
S3 |
97.99 |
98.55 |
99.83 |
|
S4 |
97.01 |
97.57 |
99.56 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.53 |
110.44 |
102.37 |
|
R3 |
108.41 |
106.32 |
101.23 |
|
R2 |
104.29 |
104.29 |
100.86 |
|
R1 |
102.20 |
102.20 |
100.48 |
101.19 |
PP |
100.17 |
100.17 |
100.17 |
99.67 |
S1 |
98.08 |
98.08 |
99.72 |
97.07 |
S2 |
96.05 |
96.05 |
99.34 |
|
S3 |
91.93 |
93.96 |
98.97 |
|
S4 |
87.81 |
89.84 |
97.83 |
|
|
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 |
4.1% |
1.64 |
1.6% |
47% |
False |
False |
27,223 |
10 |
102.27 |
98.15 |
4.12 |
4.1% |
1.39 |
1.4% |
47% |
False |
False |
22,427 |
20 |
102.27 |
94.67 |
7.60 |
7.6% |
1.25 |
1.2% |
71% |
False |
False |
21,694 |
40 |
102.27 |
90.40 |
11.87 |
11.9% |
1.16 |
1.2% |
82% |
False |
False |
17,696 |
60 |
102.27 |
90.40 |
11.87 |
11.9% |
1.08 |
1.1% |
82% |
False |
False |
14,516 |
80 |
102.27 |
90.40 |
11.87 |
11.9% |
1.04 |
1.0% |
82% |
False |
False |
12,605 |
100 |
102.27 |
90.40 |
11.87 |
11.9% |
1.00 |
1.0% |
82% |
False |
False |
10,920 |
120 |
102.27 |
90.40 |
11.87 |
11.9% |
0.97 |
1.0% |
82% |
False |
False |
9,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.53 |
2.618 |
102.93 |
1.618 |
101.95 |
1.000 |
101.34 |
0.618 |
100.97 |
HIGH |
100.36 |
0.618 |
99.99 |
0.500 |
99.87 |
0.382 |
99.75 |
LOW |
99.38 |
0.618 |
98.77 |
1.000 |
98.40 |
1.618 |
97.79 |
2.618 |
96.81 |
4.250 |
95.22 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.02 |
99.89 |
PP |
99.95 |
99.68 |
S1 |
99.87 |
99.47 |
|