NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.54 |
98.63 |
1.09 |
1.1% |
96.70 |
High |
98.91 |
99.37 |
0.46 |
0.5% |
99.37 |
Low |
97.42 |
98.63 |
1.21 |
1.2% |
96.40 |
Close |
98.65 |
98.98 |
0.33 |
0.3% |
98.98 |
Range |
1.49 |
0.74 |
-0.75 |
-50.3% |
2.97 |
ATR |
1.23 |
1.19 |
-0.03 |
-2.8% |
0.00 |
Volume |
11,607 |
14,701 |
3,094 |
26.7% |
55,806 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.21 |
100.84 |
99.39 |
|
R3 |
100.47 |
100.10 |
99.18 |
|
R2 |
99.73 |
99.73 |
99.12 |
|
R1 |
99.36 |
99.36 |
99.05 |
99.55 |
PP |
98.99 |
98.99 |
98.99 |
99.09 |
S1 |
98.62 |
98.62 |
98.91 |
98.81 |
S2 |
98.25 |
98.25 |
98.84 |
|
S3 |
97.51 |
97.88 |
98.78 |
|
S4 |
96.77 |
97.14 |
98.57 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.16 |
106.04 |
100.61 |
|
R3 |
104.19 |
103.07 |
99.80 |
|
R2 |
101.22 |
101.22 |
99.52 |
|
R1 |
100.10 |
100.10 |
99.25 |
100.66 |
PP |
98.25 |
98.25 |
98.25 |
98.53 |
S1 |
97.13 |
97.13 |
98.71 |
97.69 |
S2 |
95.28 |
95.28 |
98.44 |
|
S3 |
92.31 |
94.16 |
98.16 |
|
S4 |
89.34 |
91.19 |
97.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.37 |
96.40 |
2.97 |
3.0% |
1.08 |
1.1% |
87% |
True |
False |
11,161 |
10 |
99.37 |
95.06 |
4.31 |
4.4% |
1.17 |
1.2% |
91% |
True |
False |
14,822 |
20 |
101.12 |
95.06 |
6.06 |
6.1% |
1.25 |
1.3% |
65% |
False |
False |
18,331 |
40 |
101.12 |
92.02 |
9.10 |
9.2% |
1.11 |
1.1% |
76% |
False |
False |
13,440 |
60 |
101.12 |
89.73 |
11.39 |
11.5% |
1.08 |
1.1% |
81% |
False |
False |
11,255 |
80 |
101.12 |
89.73 |
11.39 |
11.5% |
0.96 |
1.0% |
81% |
False |
False |
9,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.52 |
2.618 |
101.31 |
1.618 |
100.57 |
1.000 |
100.11 |
0.618 |
99.83 |
HIGH |
99.37 |
0.618 |
99.09 |
0.500 |
99.00 |
0.382 |
98.91 |
LOW |
98.63 |
0.618 |
98.17 |
1.000 |
97.89 |
1.618 |
97.43 |
2.618 |
96.69 |
4.250 |
95.49 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
99.00 |
98.69 |
PP |
98.99 |
98.40 |
S1 |
98.99 |
98.11 |
|