NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.63 |
98.79 |
0.16 |
0.2% |
96.70 |
High |
99.37 |
99.18 |
-0.19 |
-0.2% |
99.37 |
Low |
98.63 |
98.31 |
-0.32 |
-0.3% |
96.40 |
Close |
98.98 |
98.95 |
-0.03 |
0.0% |
98.98 |
Range |
0.74 |
0.87 |
0.13 |
17.6% |
2.97 |
ATR |
1.19 |
1.17 |
-0.02 |
-1.9% |
0.00 |
Volume |
14,701 |
13,232 |
-1,469 |
-10.0% |
55,806 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.42 |
101.06 |
99.43 |
|
R3 |
100.55 |
100.19 |
99.19 |
|
R2 |
99.68 |
99.68 |
99.11 |
|
R1 |
99.32 |
99.32 |
99.03 |
99.50 |
PP |
98.81 |
98.81 |
98.81 |
98.91 |
S1 |
98.45 |
98.45 |
98.87 |
98.63 |
S2 |
97.94 |
97.94 |
98.79 |
|
S3 |
97.07 |
97.58 |
98.71 |
|
S4 |
96.20 |
96.71 |
98.47 |
|
|
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% |
1.05 |
1.1% |
86% |
False |
False |
11,725 |
10 |
99.37 |
95.30 |
4.07 |
4.1% |
1.09 |
1.1% |
90% |
False |
False |
14,918 |
20 |
100.09 |
95.06 |
5.03 |
5.1% |
1.20 |
1.2% |
77% |
False |
False |
18,635 |
40 |
101.12 |
92.02 |
9.10 |
9.2% |
1.11 |
1.1% |
76% |
False |
False |
13,651 |
60 |
101.12 |
89.73 |
11.39 |
11.5% |
1.05 |
1.1% |
81% |
False |
False |
11,430 |
80 |
101.12 |
89.73 |
11.39 |
11.5% |
0.96 |
1.0% |
81% |
False |
False |
9,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.88 |
2.618 |
101.46 |
1.618 |
100.59 |
1.000 |
100.05 |
0.618 |
99.72 |
HIGH |
99.18 |
0.618 |
98.85 |
0.500 |
98.75 |
0.382 |
98.64 |
LOW |
98.31 |
0.618 |
97.77 |
1.000 |
97.44 |
1.618 |
96.90 |
2.618 |
96.03 |
4.250 |
94.61 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.88 |
98.77 |
PP |
98.81 |
98.58 |
S1 |
98.75 |
98.40 |
|