NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.41 |
100.30 |
0.89 |
0.9% |
100.39 |
High |
100.36 |
100.30 |
-0.06 |
-0.1% |
102.27 |
Low |
99.38 |
98.61 |
-0.77 |
-0.8% |
98.15 |
Close |
100.10 |
98.86 |
-1.24 |
-1.2% |
100.10 |
Range |
0.98 |
1.69 |
0.71 |
72.4% |
4.12 |
ATR |
1.29 |
1.32 |
0.03 |
2.2% |
0.00 |
Volume |
30,319 |
25,223 |
-5,096 |
-16.8% |
136,116 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.33 |
103.28 |
99.79 |
|
R3 |
102.64 |
101.59 |
99.32 |
|
R2 |
100.95 |
100.95 |
99.17 |
|
R1 |
99.90 |
99.90 |
99.01 |
99.58 |
PP |
99.26 |
99.26 |
99.26 |
99.10 |
S1 |
98.21 |
98.21 |
98.71 |
97.89 |
S2 |
97.57 |
97.57 |
98.55 |
|
S3 |
95.88 |
96.52 |
98.40 |
|
S4 |
94.19 |
94.83 |
97.93 |
|
|
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 |
101.97 |
98.15 |
3.82 |
3.9% |
1.60 |
1.6% |
19% |
False |
False |
29,610 |
10 |
102.27 |
98.15 |
4.12 |
4.2% |
1.42 |
1.4% |
17% |
False |
False |
23,439 |
20 |
102.27 |
96.38 |
5.89 |
6.0% |
1.21 |
1.2% |
42% |
False |
False |
22,181 |
40 |
102.27 |
90.49 |
11.78 |
11.9% |
1.17 |
1.2% |
71% |
False |
False |
17,822 |
60 |
102.27 |
90.40 |
11.87 |
12.0% |
1.09 |
1.1% |
71% |
False |
False |
14,793 |
80 |
102.27 |
90.40 |
11.87 |
12.0% |
1.05 |
1.1% |
71% |
False |
False |
12,836 |
100 |
102.27 |
90.40 |
11.87 |
12.0% |
1.01 |
1.0% |
71% |
False |
False |
11,138 |
120 |
102.27 |
90.40 |
11.87 |
12.0% |
0.98 |
1.0% |
71% |
False |
False |
9,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.48 |
2.618 |
104.72 |
1.618 |
103.03 |
1.000 |
101.99 |
0.618 |
101.34 |
HIGH |
100.30 |
0.618 |
99.65 |
0.500 |
99.46 |
0.382 |
99.26 |
LOW |
98.61 |
0.618 |
97.57 |
1.000 |
96.92 |
1.618 |
95.88 |
2.618 |
94.19 |
4.250 |
91.43 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.46 |
99.26 |
PP |
99.26 |
99.12 |
S1 |
99.06 |
98.99 |
|