NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.04 |
96.70 |
0.66 |
0.7% |
96.67 |
| High |
97.60 |
97.58 |
-0.02 |
0.0% |
97.60 |
| Low |
95.79 |
96.53 |
0.74 |
0.8% |
95.06 |
| Close |
96.83 |
97.01 |
0.18 |
0.2% |
96.83 |
| Range |
1.81 |
1.05 |
-0.76 |
-42.0% |
2.54 |
| ATR |
1.24 |
1.22 |
-0.01 |
-1.1% |
0.00 |
| Volume |
20,799 |
10,411 |
-10,388 |
-49.9% |
92,415 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.19 |
99.65 |
97.59 |
|
| R3 |
99.14 |
98.60 |
97.30 |
|
| R2 |
98.09 |
98.09 |
97.20 |
|
| R1 |
97.55 |
97.55 |
97.11 |
97.82 |
| PP |
97.04 |
97.04 |
97.04 |
97.18 |
| S1 |
96.50 |
96.50 |
96.91 |
96.77 |
| S2 |
95.99 |
95.99 |
96.82 |
|
| S3 |
94.94 |
95.45 |
96.72 |
|
| S4 |
93.89 |
94.40 |
96.43 |
|
|
| 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 |
95.30 |
2.30 |
2.4% |
1.14 |
1.2% |
74% |
False |
False |
18,112 |
| 10 |
98.26 |
95.06 |
3.20 |
3.3% |
1.21 |
1.3% |
61% |
False |
False |
21,463 |
| 20 |
101.12 |
95.06 |
6.06 |
6.2% |
1.20 |
1.2% |
32% |
False |
False |
17,902 |
| 40 |
101.12 |
92.02 |
9.10 |
9.4% |
1.09 |
1.1% |
55% |
False |
False |
12,836 |
| 60 |
101.12 |
89.73 |
11.39 |
11.7% |
1.04 |
1.1% |
64% |
False |
False |
10,695 |
| 80 |
101.12 |
89.73 |
11.39 |
11.7% |
0.95 |
1.0% |
64% |
False |
False |
9,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.04 |
|
2.618 |
100.33 |
|
1.618 |
99.28 |
|
1.000 |
98.63 |
|
0.618 |
98.23 |
|
HIGH |
97.58 |
|
0.618 |
97.18 |
|
0.500 |
97.06 |
|
0.382 |
96.93 |
|
LOW |
96.53 |
|
0.618 |
95.88 |
|
1.000 |
95.48 |
|
1.618 |
94.83 |
|
2.618 |
93.78 |
|
4.250 |
92.07 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.06 |
96.86 |
| PP |
97.04 |
96.70 |
| S1 |
97.03 |
96.55 |
|