NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
97.78 |
96.82 |
-0.96 |
-1.0% |
99.25 |
| High |
98.26 |
96.83 |
-1.43 |
-1.5% |
101.12 |
| Low |
96.75 |
95.28 |
-1.47 |
-1.5% |
97.31 |
| Close |
97.31 |
95.78 |
-1.53 |
-1.6% |
99.12 |
| Range |
1.51 |
1.55 |
0.04 |
2.6% |
3.81 |
| ATR |
1.22 |
1.28 |
0.06 |
4.7% |
0.00 |
| Volume |
20,331 |
27,514 |
7,183 |
35.3% |
89,614 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.61 |
99.75 |
96.63 |
|
| R3 |
99.06 |
98.20 |
96.21 |
|
| R2 |
97.51 |
97.51 |
96.06 |
|
| R1 |
96.65 |
96.65 |
95.92 |
96.31 |
| PP |
95.96 |
95.96 |
95.96 |
95.79 |
| S1 |
95.10 |
95.10 |
95.64 |
94.76 |
| S2 |
94.41 |
94.41 |
95.50 |
|
| S3 |
92.86 |
93.55 |
95.35 |
|
| S4 |
91.31 |
92.00 |
94.93 |
|
|
| 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 |
99.27 |
95.28 |
3.99 |
4.2% |
1.38 |
1.4% |
13% |
False |
True |
21,336 |
| 10 |
101.12 |
95.28 |
5.84 |
6.1% |
1.33 |
1.4% |
9% |
False |
True |
17,067 |
| 20 |
101.12 |
95.28 |
5.84 |
6.1% |
1.13 |
1.2% |
9% |
False |
True |
13,421 |
| 40 |
101.12 |
90.20 |
10.92 |
11.4% |
1.04 |
1.1% |
51% |
False |
False |
10,278 |
| 60 |
101.12 |
89.73 |
11.39 |
11.9% |
0.97 |
1.0% |
53% |
False |
False |
8,522 |
| 80 |
101.12 |
89.73 |
11.39 |
11.9% |
0.93 |
1.0% |
53% |
False |
False |
7,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.42 |
|
2.618 |
100.89 |
|
1.618 |
99.34 |
|
1.000 |
98.38 |
|
0.618 |
97.79 |
|
HIGH |
96.83 |
|
0.618 |
96.24 |
|
0.500 |
96.06 |
|
0.382 |
95.87 |
|
LOW |
95.28 |
|
0.618 |
94.32 |
|
1.000 |
93.73 |
|
1.618 |
92.77 |
|
2.618 |
91.22 |
|
4.250 |
88.69 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.06 |
97.22 |
| PP |
95.96 |
96.74 |
| S1 |
95.87 |
96.26 |
|