NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.67 |
95.37 |
-1.30 |
-1.3% |
99.15 |
| High |
96.67 |
96.33 |
-0.34 |
-0.4% |
99.15 |
| Low |
95.06 |
95.30 |
0.24 |
0.3% |
95.28 |
| Close |
95.45 |
96.20 |
0.75 |
0.8% |
96.60 |
| Range |
1.61 |
1.03 |
-0.58 |
-36.0% |
3.87 |
| ATR |
1.25 |
1.24 |
-0.02 |
-1.3% |
0.00 |
| Volume |
12,264 |
12,559 |
295 |
2.4% |
128,794 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.03 |
98.65 |
96.77 |
|
| R3 |
98.00 |
97.62 |
96.48 |
|
| R2 |
96.97 |
96.97 |
96.39 |
|
| R1 |
96.59 |
96.59 |
96.29 |
96.78 |
| PP |
95.94 |
95.94 |
95.94 |
96.04 |
| S1 |
95.56 |
95.56 |
96.11 |
95.75 |
| S2 |
94.91 |
94.91 |
96.01 |
|
| S3 |
93.88 |
94.53 |
95.92 |
|
| S4 |
92.85 |
93.50 |
95.63 |
|
|
| 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 |
96.83 |
95.06 |
1.77 |
1.8% |
1.19 |
1.2% |
64% |
False |
False |
23,260 |
| 10 |
99.61 |
95.06 |
4.55 |
4.7% |
1.33 |
1.4% |
25% |
False |
False |
20,787 |
| 20 |
101.12 |
95.06 |
6.06 |
6.3% |
1.14 |
1.2% |
19% |
False |
False |
16,188 |
| 40 |
101.12 |
91.27 |
9.85 |
10.2% |
1.07 |
1.1% |
50% |
False |
False |
11,627 |
| 60 |
101.12 |
89.73 |
11.39 |
11.8% |
0.99 |
1.0% |
57% |
False |
False |
9,735 |
| 80 |
101.12 |
89.73 |
11.39 |
11.8% |
0.94 |
1.0% |
57% |
False |
False |
8,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.71 |
|
2.618 |
99.03 |
|
1.618 |
98.00 |
|
1.000 |
97.36 |
|
0.618 |
96.97 |
|
HIGH |
96.33 |
|
0.618 |
95.94 |
|
0.500 |
95.82 |
|
0.382 |
95.69 |
|
LOW |
95.30 |
|
0.618 |
94.66 |
|
1.000 |
94.27 |
|
1.618 |
93.63 |
|
2.618 |
92.60 |
|
4.250 |
90.92 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.07 |
96.11 |
| PP |
95.94 |
96.02 |
| S1 |
95.82 |
95.94 |
|