NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.70 |
96.80 |
0.10 |
0.1% |
96.67 |
| High |
97.58 |
97.61 |
0.03 |
0.0% |
97.60 |
| Low |
96.53 |
96.40 |
-0.13 |
-0.1% |
95.06 |
| Close |
97.01 |
96.79 |
-0.22 |
-0.2% |
96.83 |
| Range |
1.05 |
1.21 |
0.16 |
15.2% |
2.54 |
| ATR |
1.22 |
1.22 |
0.00 |
-0.1% |
0.00 |
| Volume |
10,411 |
8,241 |
-2,170 |
-20.8% |
92,415 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.56 |
99.89 |
97.46 |
|
| R3 |
99.35 |
98.68 |
97.12 |
|
| R2 |
98.14 |
98.14 |
97.01 |
|
| R1 |
97.47 |
97.47 |
96.90 |
97.20 |
| PP |
96.93 |
96.93 |
96.93 |
96.80 |
| S1 |
96.26 |
96.26 |
96.68 |
95.99 |
| S2 |
95.72 |
95.72 |
96.57 |
|
| S3 |
94.51 |
95.05 |
96.46 |
|
| S4 |
93.30 |
93.84 |
96.12 |
|
|
| 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 |
97.61 |
95.50 |
2.11 |
2.2% |
1.18 |
1.2% |
61% |
True |
False |
17,248 |
| 10 |
97.61 |
95.06 |
2.55 |
2.6% |
1.18 |
1.2% |
68% |
True |
False |
20,254 |
| 20 |
101.12 |
95.06 |
6.06 |
6.3% |
1.21 |
1.3% |
29% |
False |
False |
17,797 |
| 40 |
101.12 |
92.02 |
9.10 |
9.4% |
1.09 |
1.1% |
52% |
False |
False |
12,914 |
| 60 |
101.12 |
89.73 |
11.39 |
11.8% |
1.05 |
1.1% |
62% |
False |
False |
10,792 |
| 80 |
101.12 |
89.73 |
11.39 |
11.8% |
0.96 |
1.0% |
62% |
False |
False |
9,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.75 |
|
2.618 |
100.78 |
|
1.618 |
99.57 |
|
1.000 |
98.82 |
|
0.618 |
98.36 |
|
HIGH |
97.61 |
|
0.618 |
97.15 |
|
0.500 |
97.01 |
|
0.382 |
96.86 |
|
LOW |
96.40 |
|
0.618 |
95.65 |
|
1.000 |
95.19 |
|
1.618 |
94.44 |
|
2.618 |
93.23 |
|
4.250 |
91.26 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.01 |
96.76 |
| PP |
96.93 |
96.73 |
| S1 |
96.86 |
96.70 |
|