NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
96.48 |
96.58 |
0.10 |
0.1% |
100.30 |
High |
96.84 |
97.55 |
0.71 |
0.7% |
100.30 |
Low |
96.07 |
96.48 |
0.41 |
0.4% |
95.98 |
Close |
96.69 |
97.31 |
0.62 |
0.6% |
97.31 |
Range |
0.77 |
1.07 |
0.30 |
39.0% |
4.32 |
ATR |
1.36 |
1.34 |
-0.02 |
-1.5% |
0.00 |
Volume |
62,870 |
45,441 |
-17,429 |
-27.7% |
206,239 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.32 |
99.89 |
97.90 |
|
R3 |
99.25 |
98.82 |
97.60 |
|
R2 |
98.18 |
98.18 |
97.51 |
|
R1 |
97.75 |
97.75 |
97.41 |
97.97 |
PP |
97.11 |
97.11 |
97.11 |
97.22 |
S1 |
96.68 |
96.68 |
97.21 |
96.90 |
S2 |
96.04 |
96.04 |
97.11 |
|
S3 |
94.97 |
95.61 |
97.02 |
|
S4 |
93.90 |
94.54 |
96.72 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.82 |
108.39 |
99.69 |
|
R3 |
106.50 |
104.07 |
98.50 |
|
R2 |
102.18 |
102.18 |
98.10 |
|
R1 |
99.75 |
99.75 |
97.71 |
98.81 |
PP |
97.86 |
97.86 |
97.86 |
97.39 |
S1 |
95.43 |
95.43 |
96.91 |
94.49 |
S2 |
93.54 |
93.54 |
96.52 |
|
S3 |
89.22 |
91.11 |
96.12 |
|
S4 |
84.90 |
86.79 |
94.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.30 |
95.98 |
4.32 |
4.4% |
1.37 |
1.4% |
31% |
False |
False |
41,247 |
10 |
102.27 |
95.98 |
6.29 |
6.5% |
1.50 |
1.5% |
21% |
False |
False |
34,235 |
20 |
102.27 |
95.98 |
6.29 |
6.5% |
1.29 |
1.3% |
21% |
False |
False |
26,931 |
40 |
102.27 |
91.81 |
10.46 |
10.7% |
1.18 |
1.2% |
53% |
False |
False |
20,627 |
60 |
102.27 |
90.40 |
11.87 |
12.2% |
1.12 |
1.1% |
58% |
False |
False |
17,160 |
80 |
102.27 |
90.40 |
11.87 |
12.2% |
1.06 |
1.1% |
58% |
False |
False |
14,699 |
100 |
102.27 |
90.40 |
11.87 |
12.2% |
1.03 |
1.1% |
58% |
False |
False |
12,829 |
120 |
102.27 |
90.40 |
11.87 |
12.2% |
0.99 |
1.0% |
58% |
False |
False |
11,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.10 |
2.618 |
100.35 |
1.618 |
99.28 |
1.000 |
98.62 |
0.618 |
98.21 |
HIGH |
97.55 |
0.618 |
97.14 |
0.500 |
97.02 |
0.382 |
96.89 |
LOW |
96.48 |
0.618 |
95.82 |
1.000 |
95.41 |
1.618 |
94.75 |
2.618 |
93.68 |
4.250 |
91.93 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.21 |
97.13 |
PP |
97.11 |
96.96 |
S1 |
97.02 |
96.78 |
|