NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
95.88 |
95.99 |
0.11 |
0.1% |
99.15 |
| High |
96.29 |
96.52 |
0.23 |
0.2% |
99.15 |
| Low |
95.50 |
95.50 |
0.00 |
0.0% |
95.28 |
| Close |
96.06 |
96.24 |
0.18 |
0.2% |
96.60 |
| Range |
0.79 |
1.02 |
0.23 |
29.1% |
3.87 |
| ATR |
1.21 |
1.19 |
-0.01 |
-1.1% |
0.00 |
| Volume |
22,474 |
24,319 |
1,845 |
8.2% |
128,794 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.15 |
98.71 |
96.80 |
|
| R3 |
98.13 |
97.69 |
96.52 |
|
| R2 |
97.11 |
97.11 |
96.43 |
|
| R1 |
96.67 |
96.67 |
96.33 |
96.89 |
| PP |
96.09 |
96.09 |
96.09 |
96.20 |
| S1 |
95.65 |
95.65 |
96.15 |
95.87 |
| S2 |
95.07 |
95.07 |
96.05 |
|
| S3 |
94.05 |
94.63 |
95.96 |
|
| S4 |
93.03 |
93.61 |
95.68 |
|
|
| 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 |
96.81 |
95.06 |
1.75 |
1.8% |
1.10 |
1.1% |
67% |
False |
False |
18,961 |
| 10 |
99.27 |
95.06 |
4.21 |
4.4% |
1.17 |
1.2% |
28% |
False |
False |
22,112 |
| 20 |
101.12 |
95.06 |
6.06 |
6.3% |
1.16 |
1.2% |
19% |
False |
False |
17,215 |
| 40 |
101.12 |
92.02 |
9.10 |
9.5% |
1.06 |
1.1% |
46% |
False |
False |
12,598 |
| 60 |
101.12 |
89.73 |
11.39 |
11.8% |
1.00 |
1.0% |
57% |
False |
False |
10,310 |
| 80 |
101.12 |
89.73 |
11.39 |
11.8% |
0.94 |
1.0% |
57% |
False |
False |
9,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.86 |
|
2.618 |
99.19 |
|
1.618 |
98.17 |
|
1.000 |
97.54 |
|
0.618 |
97.15 |
|
HIGH |
96.52 |
|
0.618 |
96.13 |
|
0.500 |
96.01 |
|
0.382 |
95.89 |
|
LOW |
95.50 |
|
0.618 |
94.87 |
|
1.000 |
94.48 |
|
1.618 |
93.85 |
|
2.618 |
92.83 |
|
4.250 |
91.17 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.16 |
96.13 |
| PP |
96.09 |
96.02 |
| S1 |
96.01 |
95.91 |
|