NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 04-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.25 |
100.09 |
0.84 |
0.8% |
98.90 |
High |
101.12 |
100.09 |
-1.03 |
-1.0% |
99.61 |
Low |
99.25 |
99.24 |
-0.01 |
0.0% |
97.76 |
Close |
100.85 |
99.52 |
-1.33 |
-1.3% |
98.93 |
Range |
1.87 |
0.85 |
-1.02 |
-54.5% |
1.85 |
ATR |
1.07 |
1.11 |
0.04 |
3.6% |
0.00 |
Volume |
7,153 |
28,208 |
21,055 |
294.4% |
45,434 |
|
Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.17 |
101.69 |
99.99 |
|
R3 |
101.32 |
100.84 |
99.75 |
|
R2 |
100.47 |
100.47 |
99.68 |
|
R1 |
99.99 |
99.99 |
99.60 |
99.81 |
PP |
99.62 |
99.62 |
99.62 |
99.52 |
S1 |
99.14 |
99.14 |
99.44 |
98.96 |
S2 |
98.77 |
98.77 |
99.36 |
|
S3 |
97.92 |
98.29 |
99.29 |
|
S4 |
97.07 |
97.44 |
99.05 |
|
|
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 |
98.10 |
3.02 |
3.0% |
1.00 |
1.0% |
47% |
False |
False |
12,368 |
10 |
101.12 |
97.76 |
3.36 |
3.4% |
0.95 |
1.0% |
52% |
False |
False |
11,590 |
20 |
101.12 |
92.15 |
8.97 |
9.0% |
1.00 |
1.0% |
82% |
False |
False |
9,712 |
40 |
101.12 |
89.73 |
11.39 |
11.4% |
0.96 |
1.0% |
86% |
False |
False |
8,420 |
60 |
101.12 |
89.73 |
11.39 |
11.4% |
0.87 |
0.9% |
86% |
False |
False |
7,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.70 |
2.618 |
102.32 |
1.618 |
101.47 |
1.000 |
100.94 |
0.618 |
100.62 |
HIGH |
100.09 |
0.618 |
99.77 |
0.500 |
99.67 |
0.382 |
99.56 |
LOW |
99.24 |
0.618 |
98.71 |
1.000 |
98.39 |
1.618 |
97.86 |
2.618 |
97.01 |
4.250 |
95.63 |
|
|
Fisher Pivots for day following 04-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.67 |
99.67 |
PP |
99.62 |
99.62 |
S1 |
99.57 |
99.57 |
|