NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
99.15 |
97.78 |
-1.37 |
-1.4% |
99.25 |
| High |
99.15 |
98.26 |
-0.89 |
-0.9% |
101.12 |
| Low |
97.65 |
96.75 |
-0.90 |
-0.9% |
97.31 |
| Close |
97.97 |
97.31 |
-0.66 |
-0.7% |
99.12 |
| Range |
1.50 |
1.51 |
0.01 |
0.7% |
3.81 |
| ATR |
1.20 |
1.22 |
0.02 |
1.8% |
0.00 |
| Volume |
16,986 |
20,331 |
3,345 |
19.7% |
89,614 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.97 |
101.15 |
98.14 |
|
| R3 |
100.46 |
99.64 |
97.73 |
|
| R2 |
98.95 |
98.95 |
97.59 |
|
| R1 |
98.13 |
98.13 |
97.45 |
97.79 |
| PP |
97.44 |
97.44 |
97.44 |
97.27 |
| S1 |
96.62 |
96.62 |
97.17 |
96.28 |
| S2 |
95.93 |
95.93 |
97.03 |
|
| S3 |
94.42 |
95.11 |
96.89 |
|
| S4 |
92.91 |
93.60 |
96.48 |
|
|
| 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 |
99.61 |
96.75 |
2.86 |
2.9% |
1.48 |
1.5% |
20% |
False |
True |
18,314 |
| 10 |
101.12 |
96.75 |
4.37 |
4.5% |
1.24 |
1.3% |
13% |
False |
True |
15,341 |
| 20 |
101.12 |
95.90 |
5.22 |
5.4% |
1.08 |
1.1% |
27% |
False |
False |
12,403 |
| 40 |
101.12 |
89.74 |
11.38 |
11.7% |
1.03 |
1.1% |
67% |
False |
False |
9,824 |
| 60 |
101.12 |
89.73 |
11.39 |
11.7% |
0.95 |
1.0% |
67% |
False |
False |
8,190 |
| 80 |
101.12 |
89.73 |
11.39 |
11.7% |
0.92 |
0.9% |
67% |
False |
False |
7,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.68 |
|
2.618 |
102.21 |
|
1.618 |
100.70 |
|
1.000 |
99.77 |
|
0.618 |
99.19 |
|
HIGH |
98.26 |
|
0.618 |
97.68 |
|
0.500 |
97.51 |
|
0.382 |
97.33 |
|
LOW |
96.75 |
|
0.618 |
95.82 |
|
1.000 |
95.24 |
|
1.618 |
94.31 |
|
2.618 |
92.80 |
|
4.250 |
90.33 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.51 |
98.01 |
| PP |
97.44 |
97.78 |
| S1 |
97.38 |
97.54 |
|