NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.56 |
99.79 |
0.23 |
0.2% |
97.57 |
High |
100.39 |
100.18 |
-0.21 |
-0.2% |
100.39 |
Low |
99.51 |
99.23 |
-0.28 |
-0.3% |
97.28 |
Close |
99.96 |
99.90 |
-0.06 |
-0.1% |
99.96 |
Range |
0.88 |
0.95 |
0.07 |
8.0% |
3.11 |
ATR |
1.30 |
1.27 |
-0.02 |
-1.9% |
0.00 |
Volume |
36,027 |
21,414 |
-14,613 |
-40.6% |
142,542 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.62 |
102.21 |
100.42 |
|
R3 |
101.67 |
101.26 |
100.16 |
|
R2 |
100.72 |
100.72 |
100.07 |
|
R1 |
100.31 |
100.31 |
99.99 |
100.52 |
PP |
99.77 |
99.77 |
99.77 |
99.87 |
S1 |
99.36 |
99.36 |
99.81 |
99.57 |
S2 |
98.82 |
98.82 |
99.73 |
|
S3 |
97.87 |
98.41 |
99.64 |
|
S4 |
96.92 |
97.46 |
99.38 |
|
|
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% |
1.15 |
1.2% |
84% |
False |
False |
27,682 |
10 |
100.39 |
95.94 |
4.45 |
4.5% |
1.20 |
1.2% |
89% |
False |
False |
31,462 |
20 |
101.97 |
95.73 |
6.24 |
6.2% |
1.35 |
1.3% |
67% |
False |
False |
33,504 |
40 |
102.27 |
92.85 |
9.42 |
9.4% |
1.25 |
1.2% |
75% |
False |
False |
25,902 |
60 |
102.27 |
90.40 |
11.87 |
11.9% |
1.19 |
1.2% |
80% |
False |
False |
21,646 |
80 |
102.27 |
90.40 |
11.87 |
11.9% |
1.09 |
1.1% |
80% |
False |
False |
18,192 |
100 |
102.27 |
90.40 |
11.87 |
11.9% |
1.07 |
1.1% |
80% |
False |
False |
15,745 |
120 |
102.27 |
90.40 |
11.87 |
11.9% |
1.04 |
1.0% |
80% |
False |
False |
13,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.22 |
2.618 |
102.67 |
1.618 |
101.72 |
1.000 |
101.13 |
0.618 |
100.77 |
HIGH |
100.18 |
0.618 |
99.82 |
0.500 |
99.71 |
0.382 |
99.59 |
LOW |
99.23 |
0.618 |
98.64 |
1.000 |
98.28 |
1.618 |
97.69 |
2.618 |
96.74 |
4.250 |
95.19 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.84 |
99.72 |
PP |
99.77 |
99.55 |
S1 |
99.71 |
99.37 |
|