NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
96.93 |
97.57 |
0.64 |
0.7% |
97.31 |
High |
98.50 |
98.54 |
0.04 |
0.0% |
98.50 |
Low |
96.61 |
97.42 |
0.81 |
0.8% |
95.73 |
Close |
97.75 |
97.93 |
0.18 |
0.2% |
97.75 |
Range |
1.89 |
1.12 |
-0.77 |
-40.7% |
2.77 |
ATR |
1.35 |
1.33 |
-0.02 |
-1.2% |
0.00 |
Volume |
41,236 |
25,544 |
-15,692 |
-38.1% |
177,068 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.32 |
100.75 |
98.55 |
|
R3 |
100.20 |
99.63 |
98.24 |
|
R2 |
99.08 |
99.08 |
98.14 |
|
R1 |
98.51 |
98.51 |
98.03 |
98.80 |
PP |
97.96 |
97.96 |
97.96 |
98.11 |
S1 |
97.39 |
97.39 |
97.83 |
97.68 |
S2 |
96.84 |
96.84 |
97.72 |
|
S3 |
95.72 |
96.27 |
97.62 |
|
S4 |
94.60 |
95.15 |
97.31 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.64 |
104.46 |
99.27 |
|
R3 |
102.87 |
101.69 |
98.51 |
|
R2 |
100.10 |
100.10 |
98.26 |
|
R1 |
98.92 |
98.92 |
98.00 |
99.51 |
PP |
97.33 |
97.33 |
97.33 |
97.62 |
S1 |
96.15 |
96.15 |
97.50 |
96.74 |
S2 |
94.56 |
94.56 |
97.24 |
|
S3 |
91.79 |
93.38 |
96.99 |
|
S4 |
89.02 |
90.61 |
96.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.54 |
95.94 |
2.60 |
2.7% |
1.25 |
1.3% |
77% |
True |
False |
35,241 |
10 |
99.22 |
95.73 |
3.49 |
3.6% |
1.32 |
1.3% |
63% |
False |
False |
38,362 |
20 |
102.27 |
95.73 |
6.54 |
6.7% |
1.37 |
1.4% |
34% |
False |
False |
30,901 |
40 |
102.27 |
92.85 |
9.42 |
9.6% |
1.24 |
1.3% |
54% |
False |
False |
23,747 |
60 |
102.27 |
90.40 |
11.87 |
12.1% |
1.19 |
1.2% |
63% |
False |
False |
19,810 |
80 |
102.27 |
90.40 |
11.87 |
12.1% |
1.09 |
1.1% |
63% |
False |
False |
16,797 |
100 |
102.27 |
90.40 |
11.87 |
12.1% |
1.05 |
1.1% |
63% |
False |
False |
14,620 |
120 |
102.27 |
90.40 |
11.87 |
12.1% |
1.03 |
1.1% |
63% |
False |
False |
12,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.30 |
2.618 |
101.47 |
1.618 |
100.35 |
1.000 |
99.66 |
0.618 |
99.23 |
HIGH |
98.54 |
0.618 |
98.11 |
0.500 |
97.98 |
0.382 |
97.85 |
LOW |
97.42 |
0.618 |
96.73 |
1.000 |
96.30 |
1.618 |
95.61 |
2.618 |
94.49 |
4.250 |
92.66 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.98 |
97.77 |
PP |
97.96 |
97.61 |
S1 |
97.95 |
97.46 |
|