NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.66 |
98.48 |
0.82 |
0.8% |
97.31 |
High |
98.76 |
99.91 |
1.15 |
1.2% |
98.50 |
Low |
97.66 |
98.35 |
0.69 |
0.7% |
95.73 |
Close |
98.63 |
99.61 |
0.98 |
1.0% |
97.75 |
Range |
1.10 |
1.56 |
0.46 |
41.8% |
2.77 |
ATR |
1.31 |
1.33 |
0.02 |
1.3% |
0.00 |
Volume |
26,766 |
34,126 |
7,360 |
27.5% |
177,068 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.97 |
103.35 |
100.47 |
|
R3 |
102.41 |
101.79 |
100.04 |
|
R2 |
100.85 |
100.85 |
99.90 |
|
R1 |
100.23 |
100.23 |
99.75 |
100.54 |
PP |
99.29 |
99.29 |
99.29 |
99.45 |
S1 |
98.67 |
98.67 |
99.47 |
98.98 |
S2 |
97.73 |
97.73 |
99.32 |
|
S3 |
96.17 |
97.11 |
99.18 |
|
S4 |
94.61 |
95.55 |
98.75 |
|
|
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 |
99.91 |
96.61 |
3.30 |
3.3% |
1.39 |
1.4% |
91% |
True |
False |
29,550 |
10 |
99.91 |
95.73 |
4.18 |
4.2% |
1.30 |
1.3% |
93% |
True |
False |
32,902 |
20 |
102.27 |
95.73 |
6.54 |
6.6% |
1.39 |
1.4% |
59% |
False |
False |
32,391 |
40 |
102.27 |
92.85 |
9.42 |
9.5% |
1.25 |
1.3% |
72% |
False |
False |
25,020 |
60 |
102.27 |
90.40 |
11.87 |
11.9% |
1.22 |
1.2% |
78% |
False |
False |
20,865 |
80 |
102.27 |
90.40 |
11.87 |
11.9% |
1.10 |
1.1% |
78% |
False |
False |
17,576 |
100 |
102.27 |
90.40 |
11.87 |
11.9% |
1.07 |
1.1% |
78% |
False |
False |
15,296 |
120 |
102.27 |
90.40 |
11.87 |
11.9% |
1.04 |
1.0% |
78% |
False |
False |
13,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.54 |
2.618 |
103.99 |
1.618 |
102.43 |
1.000 |
101.47 |
0.618 |
100.87 |
HIGH |
99.91 |
0.618 |
99.31 |
0.500 |
99.13 |
0.382 |
98.95 |
LOW |
98.35 |
0.618 |
97.39 |
1.000 |
96.79 |
1.618 |
95.83 |
2.618 |
94.27 |
4.250 |
91.72 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.45 |
99.27 |
PP |
99.29 |
98.93 |
S1 |
99.13 |
98.60 |
|