NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.82 |
95.81 |
-1.01 |
-1.0% |
99.25 |
| High |
96.83 |
96.13 |
-0.70 |
-0.7% |
101.12 |
| Low |
95.28 |
95.40 |
0.12 |
0.1% |
97.31 |
| Close |
95.78 |
96.03 |
0.25 |
0.3% |
99.12 |
| Range |
1.55 |
0.73 |
-0.82 |
-52.9% |
3.81 |
| ATR |
1.28 |
1.24 |
-0.04 |
-3.1% |
0.00 |
| Volume |
27,514 |
40,772 |
13,258 |
48.2% |
89,614 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.04 |
97.77 |
96.43 |
|
| R3 |
97.31 |
97.04 |
96.23 |
|
| R2 |
96.58 |
96.58 |
96.16 |
|
| R1 |
96.31 |
96.31 |
96.10 |
96.45 |
| PP |
95.85 |
95.85 |
95.85 |
95.92 |
| S1 |
95.58 |
95.58 |
95.96 |
95.72 |
| S2 |
95.12 |
95.12 |
95.90 |
|
| S3 |
94.39 |
94.85 |
95.83 |
|
| S4 |
93.66 |
94.12 |
95.63 |
|
|
| 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% |
1.25 |
1.3% |
19% |
False |
False |
25,264 |
| 10 |
101.12 |
95.28 |
5.84 |
6.1% |
1.32 |
1.4% |
13% |
False |
False |
20,307 |
| 20 |
101.12 |
95.28 |
5.84 |
6.1% |
1.13 |
1.2% |
13% |
False |
False |
15,023 |
| 40 |
101.12 |
90.47 |
10.65 |
11.1% |
1.05 |
1.1% |
52% |
False |
False |
11,119 |
| 60 |
101.12 |
89.73 |
11.39 |
11.9% |
0.97 |
1.0% |
55% |
False |
False |
9,142 |
| 80 |
101.12 |
89.73 |
11.39 |
11.9% |
0.92 |
1.0% |
55% |
False |
False |
8,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.23 |
|
2.618 |
98.04 |
|
1.618 |
97.31 |
|
1.000 |
96.86 |
|
0.618 |
96.58 |
|
HIGH |
96.13 |
|
0.618 |
95.85 |
|
0.500 |
95.77 |
|
0.382 |
95.68 |
|
LOW |
95.40 |
|
0.618 |
94.95 |
|
1.000 |
94.67 |
|
1.618 |
94.22 |
|
2.618 |
93.49 |
|
4.250 |
92.30 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.94 |
96.77 |
| PP |
95.85 |
96.52 |
| S1 |
95.77 |
96.28 |
|