NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.65 |
97.66 |
0.01 |
0.0% |
97.31 |
High |
98.56 |
98.76 |
0.20 |
0.2% |
98.50 |
Low |
97.28 |
97.66 |
0.38 |
0.4% |
95.73 |
Close |
97.68 |
98.63 |
0.95 |
1.0% |
97.75 |
Range |
1.28 |
1.10 |
-0.18 |
-14.1% |
2.77 |
ATR |
1.33 |
1.31 |
-0.02 |
-1.2% |
0.00 |
Volume |
20,079 |
26,766 |
6,687 |
33.3% |
177,068 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
101.24 |
99.24 |
|
R3 |
100.55 |
100.14 |
98.93 |
|
R2 |
99.45 |
99.45 |
98.83 |
|
R1 |
99.04 |
99.04 |
98.73 |
99.25 |
PP |
98.35 |
98.35 |
98.35 |
98.45 |
S1 |
97.94 |
97.94 |
98.53 |
98.15 |
S2 |
97.25 |
97.25 |
98.43 |
|
S3 |
96.15 |
96.84 |
98.33 |
|
S4 |
95.05 |
95.74 |
98.03 |
|
|
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 |
98.76 |
96.37 |
2.39 |
2.4% |
1.30 |
1.3% |
95% |
True |
False |
31,157 |
10 |
98.76 |
95.73 |
3.03 |
3.1% |
1.22 |
1.2% |
96% |
True |
False |
35,776 |
20 |
102.27 |
95.73 |
6.54 |
6.6% |
1.36 |
1.4% |
44% |
False |
False |
31,717 |
40 |
102.27 |
92.85 |
9.42 |
9.6% |
1.23 |
1.2% |
61% |
False |
False |
24,396 |
60 |
102.27 |
90.40 |
11.87 |
12.0% |
1.20 |
1.2% |
69% |
False |
False |
20,451 |
80 |
102.27 |
90.40 |
11.87 |
12.0% |
1.09 |
1.1% |
69% |
False |
False |
17,219 |
100 |
102.27 |
90.40 |
11.87 |
12.0% |
1.06 |
1.1% |
69% |
False |
False |
15,030 |
120 |
102.27 |
90.40 |
11.87 |
12.0% |
1.03 |
1.0% |
69% |
False |
False |
13,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.44 |
2.618 |
101.64 |
1.618 |
100.54 |
1.000 |
99.86 |
0.618 |
99.44 |
HIGH |
98.76 |
0.618 |
98.34 |
0.500 |
98.21 |
0.382 |
98.08 |
LOW |
97.66 |
0.618 |
96.98 |
1.000 |
96.56 |
1.618 |
95.88 |
2.618 |
94.78 |
4.250 |
92.99 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.49 |
98.43 |
PP |
98.35 |
98.22 |
S1 |
98.21 |
98.02 |
|