NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
100.09 |
99.61 |
-0.48 |
-0.5% |
98.90 |
High |
100.09 |
99.61 |
-0.48 |
-0.5% |
99.61 |
Low |
99.24 |
97.57 |
-1.67 |
-1.7% |
97.76 |
Close |
99.52 |
98.02 |
-1.50 |
-1.5% |
98.93 |
Range |
0.85 |
2.04 |
1.19 |
140.0% |
1.85 |
ATR |
1.11 |
1.17 |
0.07 |
6.0% |
0.00 |
Volume |
28,208 |
12,404 |
-15,804 |
-56.0% |
45,434 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.52 |
103.31 |
99.14 |
|
R3 |
102.48 |
101.27 |
98.58 |
|
R2 |
100.44 |
100.44 |
98.39 |
|
R1 |
99.23 |
99.23 |
98.21 |
98.82 |
PP |
98.40 |
98.40 |
98.40 |
98.19 |
S1 |
97.19 |
97.19 |
97.83 |
96.78 |
S2 |
96.36 |
96.36 |
97.65 |
|
S3 |
94.32 |
95.15 |
97.46 |
|
S4 |
92.28 |
93.11 |
96.90 |
|
|
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 |
97.57 |
3.55 |
3.6% |
1.28 |
1.3% |
13% |
False |
True |
12,799 |
10 |
101.12 |
97.57 |
3.55 |
3.6% |
1.10 |
1.1% |
13% |
False |
True |
11,720 |
20 |
101.12 |
92.97 |
8.15 |
8.3% |
1.05 |
1.1% |
62% |
False |
False |
9,939 |
40 |
101.12 |
89.73 |
11.39 |
11.6% |
0.99 |
1.0% |
73% |
False |
False |
8,621 |
60 |
101.12 |
89.73 |
11.39 |
11.6% |
0.90 |
0.9% |
73% |
False |
False |
7,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.28 |
2.618 |
104.95 |
1.618 |
102.91 |
1.000 |
101.65 |
0.618 |
100.87 |
HIGH |
99.61 |
0.618 |
98.83 |
0.500 |
98.59 |
0.382 |
98.35 |
LOW |
97.57 |
0.618 |
96.31 |
1.000 |
95.53 |
1.618 |
94.27 |
2.618 |
92.23 |
4.250 |
88.90 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.59 |
99.35 |
PP |
98.40 |
98.90 |
S1 |
98.21 |
98.46 |
|