NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
96.58 |
97.31 |
0.73 |
0.8% |
100.30 |
High |
97.55 |
97.48 |
-0.07 |
-0.1% |
100.30 |
Low |
96.48 |
95.73 |
-0.75 |
-0.8% |
95.98 |
Close |
97.31 |
96.20 |
-1.11 |
-1.1% |
97.31 |
Range |
1.07 |
1.75 |
0.68 |
63.6% |
4.32 |
ATR |
1.34 |
1.37 |
0.03 |
2.2% |
0.00 |
Volume |
45,441 |
26,404 |
-19,037 |
-41.9% |
206,239 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.72 |
100.71 |
97.16 |
|
R3 |
99.97 |
98.96 |
96.68 |
|
R2 |
98.22 |
98.22 |
96.52 |
|
R1 |
97.21 |
97.21 |
96.36 |
96.84 |
PP |
96.47 |
96.47 |
96.47 |
96.29 |
S1 |
95.46 |
95.46 |
96.04 |
95.09 |
S2 |
94.72 |
94.72 |
95.88 |
|
S3 |
92.97 |
93.71 |
95.72 |
|
S4 |
91.22 |
91.96 |
95.24 |
|
|
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 |
99.22 |
95.73 |
3.49 |
3.6% |
1.38 |
1.4% |
13% |
False |
True |
41,484 |
10 |
101.97 |
95.73 |
6.24 |
6.5% |
1.49 |
1.5% |
8% |
False |
True |
35,547 |
20 |
102.27 |
95.73 |
6.54 |
6.8% |
1.33 |
1.4% |
7% |
False |
True |
27,186 |
40 |
102.27 |
92.12 |
10.15 |
10.6% |
1.21 |
1.3% |
40% |
False |
False |
20,854 |
60 |
102.27 |
90.40 |
11.87 |
12.3% |
1.13 |
1.2% |
49% |
False |
False |
17,536 |
80 |
102.27 |
90.40 |
11.87 |
12.3% |
1.07 |
1.1% |
49% |
False |
False |
14,983 |
100 |
102.27 |
90.40 |
11.87 |
12.3% |
1.04 |
1.1% |
49% |
False |
False |
13,054 |
120 |
102.27 |
90.40 |
11.87 |
12.3% |
1.00 |
1.0% |
49% |
False |
False |
11,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.92 |
2.618 |
102.06 |
1.618 |
100.31 |
1.000 |
99.23 |
0.618 |
98.56 |
HIGH |
97.48 |
0.618 |
96.81 |
0.500 |
96.61 |
0.382 |
96.40 |
LOW |
95.73 |
0.618 |
94.65 |
1.000 |
93.98 |
1.618 |
92.90 |
2.618 |
91.15 |
4.250 |
88.29 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
96.61 |
96.64 |
PP |
96.47 |
96.49 |
S1 |
96.34 |
96.35 |
|