NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.80 |
96.84 |
0.04 |
0.0% |
96.67 |
| High |
97.61 |
97.77 |
0.16 |
0.2% |
97.60 |
| Low |
96.40 |
96.84 |
0.44 |
0.5% |
95.06 |
| Close |
96.79 |
97.71 |
0.92 |
1.0% |
96.83 |
| Range |
1.21 |
0.93 |
-0.28 |
-23.1% |
2.54 |
| ATR |
1.22 |
1.21 |
-0.02 |
-1.4% |
0.00 |
| Volume |
8,241 |
10,846 |
2,605 |
31.6% |
92,415 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.23 |
99.90 |
98.22 |
|
| R3 |
99.30 |
98.97 |
97.97 |
|
| R2 |
98.37 |
98.37 |
97.88 |
|
| R1 |
98.04 |
98.04 |
97.80 |
98.21 |
| PP |
97.44 |
97.44 |
97.44 |
97.52 |
| S1 |
97.11 |
97.11 |
97.62 |
97.28 |
| S2 |
96.51 |
96.51 |
97.54 |
|
| S3 |
95.58 |
96.18 |
97.45 |
|
| S4 |
94.65 |
95.25 |
97.20 |
|
|
| 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 |
97.77 |
95.50 |
2.27 |
2.3% |
1.20 |
1.2% |
97% |
True |
False |
14,923 |
| 10 |
97.77 |
95.06 |
2.71 |
2.8% |
1.12 |
1.1% |
98% |
True |
False |
18,587 |
| 20 |
101.12 |
95.06 |
6.06 |
6.2% |
1.22 |
1.3% |
44% |
False |
False |
17,827 |
| 40 |
101.12 |
92.02 |
9.10 |
9.3% |
1.09 |
1.1% |
63% |
False |
False |
13,049 |
| 60 |
101.12 |
89.73 |
11.39 |
11.7% |
1.05 |
1.1% |
70% |
False |
False |
10,948 |
| 80 |
101.12 |
89.73 |
11.39 |
11.7% |
0.95 |
1.0% |
70% |
False |
False |
9,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.72 |
|
2.618 |
100.20 |
|
1.618 |
99.27 |
|
1.000 |
98.70 |
|
0.618 |
98.34 |
|
HIGH |
97.77 |
|
0.618 |
97.41 |
|
0.500 |
97.31 |
|
0.382 |
97.20 |
|
LOW |
96.84 |
|
0.618 |
96.27 |
|
1.000 |
95.91 |
|
1.618 |
95.34 |
|
2.618 |
94.41 |
|
4.250 |
92.89 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.58 |
97.50 |
| PP |
97.44 |
97.29 |
| S1 |
97.31 |
97.09 |
|