NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.61 |
97.78 |
-1.83 |
-1.8% |
98.90 |
High |
99.61 |
98.70 |
-0.91 |
-0.9% |
99.61 |
Low |
97.57 |
97.31 |
-0.26 |
-0.3% |
97.76 |
Close |
98.02 |
98.23 |
0.21 |
0.2% |
98.93 |
Range |
2.04 |
1.39 |
-0.65 |
-31.9% |
1.85 |
ATR |
1.17 |
1.19 |
0.02 |
1.3% |
0.00 |
Volume |
12,404 |
21,132 |
8,728 |
70.4% |
45,434 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.25 |
101.63 |
98.99 |
|
R3 |
100.86 |
100.24 |
98.61 |
|
R2 |
99.47 |
99.47 |
98.48 |
|
R1 |
98.85 |
98.85 |
98.36 |
99.16 |
PP |
98.08 |
98.08 |
98.08 |
98.24 |
S1 |
97.46 |
97.46 |
98.10 |
97.77 |
S2 |
96.69 |
96.69 |
97.98 |
|
S3 |
95.30 |
96.07 |
97.85 |
|
S4 |
93.91 |
94.68 |
97.47 |
|
|
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 |
97.31 |
3.81 |
3.9% |
1.39 |
1.4% |
24% |
False |
True |
15,351 |
10 |
101.12 |
97.31 |
3.81 |
3.9% |
1.15 |
1.2% |
24% |
False |
True |
12,319 |
20 |
101.12 |
93.68 |
7.44 |
7.6% |
1.09 |
1.1% |
61% |
False |
False |
10,713 |
40 |
101.12 |
89.73 |
11.39 |
11.6% |
1.01 |
1.0% |
75% |
False |
False |
9,027 |
60 |
101.12 |
89.73 |
11.39 |
11.6% |
0.92 |
0.9% |
75% |
False |
False |
7,522 |
80 |
101.12 |
89.73 |
11.39 |
11.6% |
0.90 |
0.9% |
75% |
False |
False |
6,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.61 |
2.618 |
102.34 |
1.618 |
100.95 |
1.000 |
100.09 |
0.618 |
99.56 |
HIGH |
98.70 |
0.618 |
98.17 |
0.500 |
98.01 |
0.382 |
97.84 |
LOW |
97.31 |
0.618 |
96.45 |
1.000 |
95.92 |
1.618 |
95.06 |
2.618 |
93.67 |
4.250 |
91.40 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.16 |
98.70 |
PP |
98.08 |
98.54 |
S1 |
98.01 |
98.39 |
|