NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 03-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.34 |
99.25 |
0.91 |
0.9% |
98.90 |
High |
99.03 |
101.12 |
2.09 |
2.1% |
99.61 |
Low |
98.21 |
99.25 |
1.04 |
1.1% |
97.76 |
Close |
98.93 |
100.85 |
1.92 |
1.9% |
98.93 |
Range |
0.82 |
1.87 |
1.05 |
128.0% |
1.85 |
ATR |
0.98 |
1.07 |
0.09 |
8.8% |
0.00 |
Volume |
7,859 |
7,153 |
-706 |
-9.0% |
45,434 |
|
Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.02 |
105.30 |
101.88 |
|
R3 |
104.15 |
103.43 |
101.36 |
|
R2 |
102.28 |
102.28 |
101.19 |
|
R1 |
101.56 |
101.56 |
101.02 |
101.92 |
PP |
100.41 |
100.41 |
100.41 |
100.59 |
S1 |
99.69 |
99.69 |
100.68 |
100.05 |
S2 |
98.54 |
98.54 |
100.51 |
|
S3 |
96.67 |
97.82 |
100.34 |
|
S4 |
94.80 |
95.95 |
99.82 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.32 |
103.47 |
99.95 |
|
R3 |
102.47 |
101.62 |
99.44 |
|
R2 |
100.62 |
100.62 |
99.27 |
|
R1 |
99.77 |
99.77 |
99.10 |
100.20 |
PP |
98.77 |
98.77 |
98.77 |
98.98 |
S1 |
97.92 |
97.92 |
98.76 |
98.35 |
S2 |
96.92 |
96.92 |
98.59 |
|
S3 |
95.07 |
96.07 |
98.42 |
|
S4 |
93.22 |
94.22 |
97.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.12 |
97.76 |
3.36 |
3.3% |
1.03 |
1.0% |
92% |
True |
False |
8,794 |
10 |
101.12 |
97.18 |
3.94 |
3.9% |
1.02 |
1.0% |
93% |
True |
False |
9,312 |
20 |
101.12 |
92.02 |
9.10 |
9.0% |
1.01 |
1.0% |
97% |
True |
False |
8,666 |
40 |
101.12 |
89.73 |
11.39 |
11.3% |
0.98 |
1.0% |
98% |
True |
False |
7,827 |
60 |
101.12 |
89.73 |
11.39 |
11.3% |
0.87 |
0.9% |
98% |
True |
False |
6,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.07 |
2.618 |
106.02 |
1.618 |
104.15 |
1.000 |
102.99 |
0.618 |
102.28 |
HIGH |
101.12 |
0.618 |
100.41 |
0.500 |
100.19 |
0.382 |
99.96 |
LOW |
99.25 |
0.618 |
98.09 |
1.000 |
97.38 |
1.618 |
96.22 |
2.618 |
94.35 |
4.250 |
91.30 |
|
|
Fisher Pivots for day following 03-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
100.63 |
100.44 |
PP |
100.41 |
100.02 |
S1 |
100.19 |
99.61 |
|