NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
96.13 |
96.77 |
0.64 |
0.7% |
100.30 |
High |
97.24 |
97.22 |
-0.02 |
0.0% |
100.30 |
Low |
95.94 |
96.43 |
0.49 |
0.5% |
95.98 |
Close |
97.09 |
97.09 |
0.00 |
0.0% |
97.31 |
Range |
1.30 |
0.79 |
-0.51 |
-39.2% |
4.32 |
ATR |
1.36 |
1.32 |
-0.04 |
-3.0% |
0.00 |
Volume |
26,925 |
40,340 |
13,415 |
49.8% |
206,239 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.28 |
98.98 |
97.52 |
|
R3 |
98.49 |
98.19 |
97.31 |
|
R2 |
97.70 |
97.70 |
97.23 |
|
R1 |
97.40 |
97.40 |
97.16 |
97.55 |
PP |
96.91 |
96.91 |
96.91 |
96.99 |
S1 |
96.61 |
96.61 |
97.02 |
96.76 |
S2 |
96.12 |
96.12 |
96.95 |
|
S3 |
95.33 |
95.82 |
96.87 |
|
S4 |
94.54 |
95.03 |
96.66 |
|
|
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 |
97.55 |
95.73 |
1.82 |
1.9% |
1.14 |
1.2% |
75% |
False |
False |
40,396 |
10 |
100.36 |
95.73 |
4.63 |
4.8% |
1.31 |
1.4% |
29% |
False |
False |
35,940 |
20 |
102.27 |
95.73 |
6.54 |
6.7% |
1.31 |
1.4% |
21% |
False |
False |
28,738 |
40 |
102.27 |
92.85 |
9.42 |
9.7% |
1.20 |
1.2% |
45% |
False |
False |
22,175 |
60 |
102.27 |
90.40 |
11.87 |
12.2% |
1.14 |
1.2% |
56% |
False |
False |
18,430 |
80 |
102.27 |
90.40 |
11.87 |
12.2% |
1.08 |
1.1% |
56% |
False |
False |
15,666 |
100 |
102.27 |
90.40 |
11.87 |
12.2% |
1.03 |
1.1% |
56% |
False |
False |
13,644 |
120 |
102.27 |
90.40 |
11.87 |
12.2% |
1.01 |
1.0% |
56% |
False |
False |
11,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.58 |
2.618 |
99.29 |
1.618 |
98.50 |
1.000 |
98.01 |
0.618 |
97.71 |
HIGH |
97.22 |
0.618 |
96.92 |
0.500 |
96.83 |
0.382 |
96.73 |
LOW |
96.43 |
0.618 |
95.94 |
1.000 |
95.64 |
1.618 |
95.15 |
2.618 |
94.36 |
4.250 |
93.07 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.00 |
96.93 |
PP |
96.91 |
96.77 |
S1 |
96.83 |
96.61 |
|