NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.48 |
99.56 |
1.08 |
1.1% |
97.57 |
High |
99.91 |
100.39 |
0.48 |
0.5% |
100.39 |
Low |
98.35 |
99.51 |
1.16 |
1.2% |
97.28 |
Close |
99.61 |
99.96 |
0.35 |
0.4% |
99.96 |
Range |
1.56 |
0.88 |
-0.68 |
-43.6% |
3.11 |
ATR |
1.33 |
1.30 |
-0.03 |
-2.4% |
0.00 |
Volume |
34,126 |
36,027 |
1,901 |
5.6% |
142,542 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.59 |
102.16 |
100.44 |
|
R3 |
101.71 |
101.28 |
100.20 |
|
R2 |
100.83 |
100.83 |
100.12 |
|
R1 |
100.40 |
100.40 |
100.04 |
100.62 |
PP |
99.95 |
99.95 |
99.95 |
100.06 |
S1 |
99.52 |
99.52 |
99.88 |
99.74 |
S2 |
99.07 |
99.07 |
99.80 |
|
S3 |
98.19 |
98.64 |
99.72 |
|
S4 |
97.31 |
97.76 |
99.48 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.54 |
107.36 |
101.67 |
|
R3 |
105.43 |
104.25 |
100.82 |
|
R2 |
102.32 |
102.32 |
100.53 |
|
R1 |
101.14 |
101.14 |
100.25 |
101.73 |
PP |
99.21 |
99.21 |
99.21 |
99.51 |
S1 |
98.03 |
98.03 |
99.67 |
98.62 |
S2 |
96.10 |
96.10 |
99.39 |
|
S3 |
92.99 |
94.92 |
99.10 |
|
S4 |
89.88 |
91.81 |
98.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.39 |
97.28 |
3.11 |
3.1% |
1.19 |
1.2% |
86% |
True |
False |
28,508 |
10 |
100.39 |
95.73 |
4.66 |
4.7% |
1.28 |
1.3% |
91% |
True |
False |
31,961 |
20 |
102.27 |
95.73 |
6.54 |
6.5% |
1.39 |
1.4% |
65% |
False |
False |
33,098 |
40 |
102.27 |
92.85 |
9.42 |
9.4% |
1.25 |
1.2% |
75% |
False |
False |
25,609 |
60 |
102.27 |
90.40 |
11.87 |
11.9% |
1.23 |
1.2% |
81% |
False |
False |
21,363 |
80 |
102.27 |
90.40 |
11.87 |
11.9% |
1.10 |
1.1% |
81% |
False |
False |
18,001 |
100 |
102.27 |
90.40 |
11.87 |
11.9% |
1.07 |
1.1% |
81% |
False |
False |
15,590 |
120 |
102.27 |
90.40 |
11.87 |
11.9% |
1.04 |
1.0% |
81% |
False |
False |
13,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.13 |
2.618 |
102.69 |
1.618 |
101.81 |
1.000 |
101.27 |
0.618 |
100.93 |
HIGH |
100.39 |
0.618 |
100.05 |
0.500 |
99.95 |
0.382 |
99.85 |
LOW |
99.51 |
0.618 |
98.97 |
1.000 |
98.63 |
1.618 |
98.09 |
2.618 |
97.21 |
4.250 |
95.77 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.96 |
99.65 |
PP |
99.95 |
99.34 |
S1 |
99.95 |
99.03 |
|