NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.31 |
96.13 |
-1.18 |
-1.2% |
100.30 |
High |
97.48 |
97.24 |
-0.24 |
-0.2% |
100.30 |
Low |
95.73 |
95.94 |
0.21 |
0.2% |
95.98 |
Close |
96.20 |
97.09 |
0.89 |
0.9% |
97.31 |
Range |
1.75 |
1.30 |
-0.45 |
-25.7% |
4.32 |
ATR |
1.37 |
1.36 |
0.00 |
-0.3% |
0.00 |
Volume |
26,404 |
26,925 |
521 |
2.0% |
206,239 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.66 |
100.17 |
97.81 |
|
R3 |
99.36 |
98.87 |
97.45 |
|
R2 |
98.06 |
98.06 |
97.33 |
|
R1 |
97.57 |
97.57 |
97.21 |
97.82 |
PP |
96.76 |
96.76 |
96.76 |
96.88 |
S1 |
96.27 |
96.27 |
96.97 |
96.52 |
S2 |
95.46 |
95.46 |
96.85 |
|
S3 |
94.16 |
94.97 |
96.73 |
|
S4 |
92.86 |
93.67 |
96.38 |
|
|
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 |
97.58 |
95.73 |
1.85 |
1.9% |
1.30 |
1.3% |
74% |
False |
False |
40,640 |
10 |
100.79 |
95.73 |
5.06 |
5.2% |
1.46 |
1.5% |
27% |
False |
False |
34,402 |
20 |
102.27 |
95.73 |
6.54 |
6.7% |
1.32 |
1.4% |
21% |
False |
False |
27,792 |
40 |
102.27 |
92.12 |
10.15 |
10.5% |
1.22 |
1.3% |
49% |
False |
False |
21,333 |
60 |
102.27 |
90.40 |
11.87 |
12.2% |
1.14 |
1.2% |
56% |
False |
False |
17,906 |
80 |
102.27 |
90.40 |
11.87 |
12.2% |
1.08 |
1.1% |
56% |
False |
False |
15,207 |
100 |
102.27 |
90.40 |
11.87 |
12.2% |
1.04 |
1.1% |
56% |
False |
False |
13,295 |
120 |
102.27 |
90.40 |
11.87 |
12.2% |
1.01 |
1.0% |
56% |
False |
False |
11,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.77 |
2.618 |
100.64 |
1.618 |
99.34 |
1.000 |
98.54 |
0.618 |
98.04 |
HIGH |
97.24 |
0.618 |
96.74 |
0.500 |
96.59 |
0.382 |
96.44 |
LOW |
95.94 |
0.618 |
95.14 |
1.000 |
94.64 |
1.618 |
93.84 |
2.618 |
92.54 |
4.250 |
90.42 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
96.92 |
96.94 |
PP |
96.76 |
96.79 |
S1 |
96.59 |
96.64 |
|