NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
95.81 |
95.85 |
0.04 |
0.0% |
99.15 |
| High |
96.13 |
96.81 |
0.68 |
0.7% |
99.15 |
| Low |
95.40 |
95.78 |
0.38 |
0.4% |
95.28 |
| Close |
96.03 |
96.60 |
0.57 |
0.6% |
96.60 |
| Range |
0.73 |
1.03 |
0.30 |
41.1% |
3.87 |
| ATR |
1.24 |
1.23 |
-0.02 |
-1.2% |
0.00 |
| Volume |
40,772 |
23,191 |
-17,581 |
-43.1% |
128,794 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.49 |
99.07 |
97.17 |
|
| R3 |
98.46 |
98.04 |
96.88 |
|
| R2 |
97.43 |
97.43 |
96.79 |
|
| R1 |
97.01 |
97.01 |
96.69 |
97.22 |
| PP |
96.40 |
96.40 |
96.40 |
96.50 |
| S1 |
95.98 |
95.98 |
96.51 |
96.19 |
| S2 |
95.37 |
95.37 |
96.41 |
|
| S3 |
94.34 |
94.95 |
96.32 |
|
| S4 |
93.31 |
93.92 |
96.03 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.62 |
106.48 |
98.73 |
|
| R3 |
104.75 |
102.61 |
97.66 |
|
| R2 |
100.88 |
100.88 |
97.31 |
|
| R1 |
98.74 |
98.74 |
96.95 |
97.88 |
| PP |
97.01 |
97.01 |
97.01 |
96.58 |
| S1 |
94.87 |
94.87 |
96.25 |
94.01 |
| S2 |
93.14 |
93.14 |
95.89 |
|
| S3 |
89.27 |
91.00 |
95.54 |
|
| S4 |
85.40 |
87.13 |
94.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.15 |
95.28 |
3.87 |
4.0% |
1.26 |
1.3% |
34% |
False |
False |
25,758 |
| 10 |
101.12 |
95.28 |
5.84 |
6.0% |
1.34 |
1.4% |
23% |
False |
False |
21,840 |
| 20 |
101.12 |
95.28 |
5.84 |
6.0% |
1.13 |
1.2% |
23% |
False |
False |
15,688 |
| 40 |
101.12 |
91.06 |
10.06 |
10.4% |
1.04 |
1.1% |
55% |
False |
False |
11,412 |
| 60 |
101.12 |
89.73 |
11.39 |
11.8% |
0.97 |
1.0% |
60% |
False |
False |
9,436 |
| 80 |
101.12 |
89.73 |
11.39 |
11.8% |
0.93 |
1.0% |
60% |
False |
False |
8,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.19 |
|
2.618 |
99.51 |
|
1.618 |
98.48 |
|
1.000 |
97.84 |
|
0.618 |
97.45 |
|
HIGH |
96.81 |
|
0.618 |
96.42 |
|
0.500 |
96.30 |
|
0.382 |
96.17 |
|
LOW |
95.78 |
|
0.618 |
95.14 |
|
1.000 |
94.75 |
|
1.618 |
94.11 |
|
2.618 |
93.08 |
|
4.250 |
91.40 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.50 |
96.42 |
| PP |
96.40 |
96.24 |
| S1 |
96.30 |
96.06 |
|