NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
95.99 |
96.04 |
0.05 |
0.1% |
96.67 |
| High |
96.52 |
97.60 |
1.08 |
1.1% |
97.60 |
| Low |
95.50 |
95.79 |
0.29 |
0.3% |
95.06 |
| Close |
96.24 |
96.83 |
0.59 |
0.6% |
96.83 |
| Range |
1.02 |
1.81 |
0.79 |
77.5% |
2.54 |
| ATR |
1.19 |
1.24 |
0.04 |
3.7% |
0.00 |
| Volume |
24,319 |
20,799 |
-3,520 |
-14.5% |
92,415 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.17 |
101.31 |
97.83 |
|
| R3 |
100.36 |
99.50 |
97.33 |
|
| R2 |
98.55 |
98.55 |
97.16 |
|
| R1 |
97.69 |
97.69 |
97.00 |
98.12 |
| PP |
96.74 |
96.74 |
96.74 |
96.96 |
| S1 |
95.88 |
95.88 |
96.66 |
96.31 |
| S2 |
94.93 |
94.93 |
96.50 |
|
| S3 |
93.12 |
94.07 |
96.33 |
|
| S4 |
91.31 |
92.26 |
95.83 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.12 |
103.01 |
98.23 |
|
| R3 |
101.58 |
100.47 |
97.53 |
|
| R2 |
99.04 |
99.04 |
97.30 |
|
| R1 |
97.93 |
97.93 |
97.06 |
98.49 |
| PP |
96.50 |
96.50 |
96.50 |
96.77 |
| S1 |
95.39 |
95.39 |
96.60 |
95.95 |
| S2 |
93.96 |
93.96 |
96.36 |
|
| S3 |
91.42 |
92.85 |
96.13 |
|
| S4 |
88.88 |
90.31 |
95.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.60 |
95.06 |
2.54 |
2.6% |
1.25 |
1.3% |
70% |
True |
False |
18,483 |
| 10 |
99.15 |
95.06 |
4.09 |
4.2% |
1.26 |
1.3% |
43% |
False |
False |
22,120 |
| 20 |
101.12 |
95.06 |
6.06 |
6.3% |
1.21 |
1.2% |
29% |
False |
False |
17,812 |
| 40 |
101.12 |
92.02 |
9.10 |
9.4% |
1.09 |
1.1% |
53% |
False |
False |
12,877 |
| 60 |
101.12 |
89.73 |
11.39 |
11.8% |
1.03 |
1.1% |
62% |
False |
False |
10,574 |
| 80 |
101.12 |
89.73 |
11.39 |
11.8% |
0.95 |
1.0% |
62% |
False |
False |
9,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.29 |
|
2.618 |
102.34 |
|
1.618 |
100.53 |
|
1.000 |
99.41 |
|
0.618 |
98.72 |
|
HIGH |
97.60 |
|
0.618 |
96.91 |
|
0.500 |
96.70 |
|
0.382 |
96.48 |
|
LOW |
95.79 |
|
0.618 |
94.67 |
|
1.000 |
93.98 |
|
1.618 |
92.86 |
|
2.618 |
91.05 |
|
4.250 |
88.10 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.79 |
96.74 |
| PP |
96.74 |
96.64 |
| S1 |
96.70 |
96.55 |
|