NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
97.57 |
97.65 |
0.08 |
0.1% |
97.31 |
| High |
98.54 |
98.56 |
0.02 |
0.0% |
98.50 |
| Low |
97.42 |
97.28 |
-0.14 |
-0.1% |
95.73 |
| Close |
97.93 |
97.68 |
-0.25 |
-0.3% |
97.75 |
| Range |
1.12 |
1.28 |
0.16 |
14.3% |
2.77 |
| ATR |
1.33 |
1.33 |
0.00 |
-0.3% |
0.00 |
| Volume |
25,544 |
20,079 |
-5,465 |
-21.4% |
177,068 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.68 |
100.96 |
98.38 |
|
| R3 |
100.40 |
99.68 |
98.03 |
|
| R2 |
99.12 |
99.12 |
97.91 |
|
| R1 |
98.40 |
98.40 |
97.80 |
98.76 |
| PP |
97.84 |
97.84 |
97.84 |
98.02 |
| S1 |
97.12 |
97.12 |
97.56 |
97.48 |
| S2 |
96.56 |
96.56 |
97.45 |
|
| S3 |
95.28 |
95.84 |
97.33 |
|
| S4 |
94.00 |
94.56 |
96.98 |
|
|
| 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 |
98.56 |
96.37 |
2.19 |
2.2% |
1.24 |
1.3% |
60% |
True |
False |
33,872 |
| 10 |
98.56 |
95.73 |
2.83 |
2.9% |
1.27 |
1.3% |
69% |
True |
False |
37,256 |
| 20 |
102.27 |
95.73 |
6.54 |
6.7% |
1.36 |
1.4% |
30% |
False |
False |
31,181 |
| 40 |
102.27 |
92.85 |
9.42 |
9.6% |
1.24 |
1.3% |
51% |
False |
False |
23,997 |
| 60 |
102.27 |
90.40 |
11.87 |
12.2% |
1.20 |
1.2% |
61% |
False |
False |
20,073 |
| 80 |
102.27 |
90.40 |
11.87 |
12.2% |
1.10 |
1.1% |
61% |
False |
False |
16,959 |
| 100 |
102.27 |
90.40 |
11.87 |
12.2% |
1.06 |
1.1% |
61% |
False |
False |
14,792 |
| 120 |
102.27 |
90.40 |
11.87 |
12.2% |
1.03 |
1.1% |
61% |
False |
False |
12,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.00 |
|
2.618 |
101.91 |
|
1.618 |
100.63 |
|
1.000 |
99.84 |
|
0.618 |
99.35 |
|
HIGH |
98.56 |
|
0.618 |
98.07 |
|
0.500 |
97.92 |
|
0.382 |
97.77 |
|
LOW |
97.28 |
|
0.618 |
96.49 |
|
1.000 |
96.00 |
|
1.618 |
95.21 |
|
2.618 |
93.93 |
|
4.250 |
91.84 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.92 |
97.65 |
| PP |
97.84 |
97.62 |
| S1 |
97.76 |
97.59 |
|