NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.84 |
97.54 |
0.70 |
0.7% |
96.67 |
| High |
97.77 |
98.91 |
1.14 |
1.2% |
97.60 |
| Low |
96.84 |
97.42 |
0.58 |
0.6% |
95.06 |
| Close |
97.71 |
98.65 |
0.94 |
1.0% |
96.83 |
| Range |
0.93 |
1.49 |
0.56 |
60.2% |
2.54 |
| ATR |
1.21 |
1.23 |
0.02 |
1.7% |
0.00 |
| Volume |
10,846 |
11,607 |
761 |
7.0% |
92,415 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.80 |
102.21 |
99.47 |
|
| R3 |
101.31 |
100.72 |
99.06 |
|
| R2 |
99.82 |
99.82 |
98.92 |
|
| R1 |
99.23 |
99.23 |
98.79 |
99.53 |
| PP |
98.33 |
98.33 |
98.33 |
98.47 |
| S1 |
97.74 |
97.74 |
98.51 |
98.04 |
| S2 |
96.84 |
96.84 |
98.38 |
|
| S3 |
95.35 |
96.25 |
98.24 |
|
| S4 |
93.86 |
94.76 |
97.83 |
|
|
| 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 |
98.91 |
95.79 |
3.12 |
3.2% |
1.30 |
1.3% |
92% |
True |
False |
12,380 |
| 10 |
98.91 |
95.06 |
3.85 |
3.9% |
1.20 |
1.2% |
93% |
True |
False |
15,671 |
| 20 |
101.12 |
95.06 |
6.06 |
6.1% |
1.26 |
1.3% |
59% |
False |
False |
17,989 |
| 40 |
101.12 |
92.02 |
9.10 |
9.2% |
1.11 |
1.1% |
73% |
False |
False |
13,241 |
| 60 |
101.12 |
89.73 |
11.39 |
11.5% |
1.07 |
1.1% |
78% |
False |
False |
11,068 |
| 80 |
101.12 |
89.73 |
11.39 |
11.5% |
0.96 |
1.0% |
78% |
False |
False |
9,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.24 |
|
2.618 |
102.81 |
|
1.618 |
101.32 |
|
1.000 |
100.40 |
|
0.618 |
99.83 |
|
HIGH |
98.91 |
|
0.618 |
98.34 |
|
0.500 |
98.17 |
|
0.382 |
97.99 |
|
LOW |
97.42 |
|
0.618 |
96.50 |
|
1.000 |
95.93 |
|
1.618 |
95.01 |
|
2.618 |
93.52 |
|
4.250 |
91.09 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.49 |
98.32 |
| PP |
98.33 |
97.99 |
| S1 |
98.17 |
97.66 |
|