NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.57 |
96.48 |
-1.09 |
-1.1% |
100.39 |
High |
97.58 |
96.84 |
-0.74 |
-0.8% |
102.27 |
Low |
95.98 |
96.07 |
0.09 |
0.1% |
98.15 |
Close |
96.44 |
96.69 |
0.25 |
0.3% |
100.10 |
Range |
1.60 |
0.77 |
-0.83 |
-51.9% |
4.12 |
ATR |
1.40 |
1.36 |
-0.05 |
-3.2% |
0.00 |
Volume |
41,561 |
62,870 |
21,309 |
51.3% |
136,116 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.84 |
98.54 |
97.11 |
|
R3 |
98.07 |
97.77 |
96.90 |
|
R2 |
97.30 |
97.30 |
96.83 |
|
R1 |
97.00 |
97.00 |
96.76 |
97.15 |
PP |
96.53 |
96.53 |
96.53 |
96.61 |
S1 |
96.23 |
96.23 |
96.62 |
96.38 |
S2 |
95.76 |
95.76 |
96.55 |
|
S3 |
94.99 |
95.46 |
96.48 |
|
S4 |
94.22 |
94.69 |
96.27 |
|
|
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 |
100.36 |
95.98 |
4.38 |
4.5% |
1.35 |
1.4% |
16% |
False |
False |
38,223 |
10 |
102.27 |
95.98 |
6.29 |
6.5% |
1.49 |
1.5% |
11% |
False |
False |
31,879 |
20 |
102.27 |
95.98 |
6.29 |
6.5% |
1.29 |
1.3% |
11% |
False |
False |
25,735 |
40 |
102.27 |
91.00 |
11.27 |
11.7% |
1.20 |
1.2% |
50% |
False |
False |
20,010 |
60 |
102.27 |
90.40 |
11.87 |
12.3% |
1.12 |
1.2% |
53% |
False |
False |
16,531 |
80 |
102.27 |
90.40 |
11.87 |
12.3% |
1.05 |
1.1% |
53% |
False |
False |
14,294 |
100 |
102.27 |
90.40 |
11.87 |
12.3% |
1.02 |
1.1% |
53% |
False |
False |
12,405 |
120 |
102.27 |
90.40 |
11.87 |
12.3% |
0.99 |
1.0% |
53% |
False |
False |
10,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.11 |
2.618 |
98.86 |
1.618 |
98.09 |
1.000 |
97.61 |
0.618 |
97.32 |
HIGH |
96.84 |
0.618 |
96.55 |
0.500 |
96.46 |
0.382 |
96.36 |
LOW |
96.07 |
0.618 |
95.59 |
1.000 |
95.30 |
1.618 |
94.82 |
2.618 |
94.05 |
4.250 |
92.80 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
96.61 |
97.60 |
PP |
96.53 |
97.30 |
S1 |
96.46 |
96.99 |
|