NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
98.55 |
99.15 |
0.60 |
0.6% |
99.25 |
| High |
99.27 |
99.15 |
-0.12 |
-0.1% |
101.12 |
| Low |
98.33 |
97.65 |
-0.68 |
-0.7% |
97.31 |
| Close |
99.12 |
97.97 |
-1.15 |
-1.2% |
99.12 |
| Range |
0.94 |
1.50 |
0.56 |
59.6% |
3.81 |
| ATR |
1.18 |
1.20 |
0.02 |
2.0% |
0.00 |
| Volume |
20,717 |
16,986 |
-3,731 |
-18.0% |
89,614 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.76 |
101.86 |
98.80 |
|
| R3 |
101.26 |
100.36 |
98.38 |
|
| R2 |
99.76 |
99.76 |
98.25 |
|
| R1 |
98.86 |
98.86 |
98.11 |
98.56 |
| PP |
98.26 |
98.26 |
98.26 |
98.11 |
| S1 |
97.36 |
97.36 |
97.83 |
97.06 |
| S2 |
96.76 |
96.76 |
97.70 |
|
| S3 |
95.26 |
95.86 |
97.56 |
|
| S4 |
93.76 |
94.36 |
97.15 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.61 |
108.68 |
101.22 |
|
| R3 |
106.80 |
104.87 |
100.17 |
|
| R2 |
102.99 |
102.99 |
99.82 |
|
| R1 |
101.06 |
101.06 |
99.47 |
100.12 |
| PP |
99.18 |
99.18 |
99.18 |
98.72 |
| S1 |
97.25 |
97.25 |
98.77 |
96.31 |
| S2 |
95.37 |
95.37 |
98.42 |
|
| S3 |
91.56 |
93.44 |
98.07 |
|
| S4 |
87.75 |
89.63 |
97.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.09 |
97.31 |
2.78 |
2.8% |
1.34 |
1.4% |
24% |
False |
False |
19,889 |
| 10 |
101.12 |
97.31 |
3.81 |
3.9% |
1.19 |
1.2% |
17% |
False |
False |
14,342 |
| 20 |
101.12 |
95.52 |
5.60 |
5.7% |
1.05 |
1.1% |
44% |
False |
False |
11,898 |
| 40 |
101.12 |
89.74 |
11.38 |
11.6% |
1.01 |
1.0% |
72% |
False |
False |
9,589 |
| 60 |
101.12 |
89.73 |
11.39 |
11.6% |
0.94 |
1.0% |
72% |
False |
False |
8,001 |
| 80 |
101.12 |
89.73 |
11.39 |
11.6% |
0.92 |
0.9% |
72% |
False |
False |
7,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.53 |
|
2.618 |
103.08 |
|
1.618 |
101.58 |
|
1.000 |
100.65 |
|
0.618 |
100.08 |
|
HIGH |
99.15 |
|
0.618 |
98.58 |
|
0.500 |
98.40 |
|
0.382 |
98.22 |
|
LOW |
97.65 |
|
0.618 |
96.72 |
|
1.000 |
96.15 |
|
1.618 |
95.22 |
|
2.618 |
93.72 |
|
4.250 |
91.28 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.40 |
98.29 |
| PP |
98.26 |
98.18 |
| S1 |
98.11 |
98.08 |
|