NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
99.00 |
98.43 |
-0.57 |
-0.6% |
97.73 |
High |
99.03 |
98.48 |
-0.55 |
-0.6% |
98.63 |
Low |
98.11 |
96.67 |
-1.44 |
-1.5% |
96.79 |
Close |
98.40 |
97.02 |
-1.38 |
-1.4% |
97.91 |
Range |
0.92 |
1.81 |
0.89 |
96.7% |
1.84 |
ATR |
1.08 |
1.13 |
0.05 |
4.9% |
0.00 |
Volume |
32,492 |
16,933 |
-15,559 |
-47.9% |
62,521 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.82 |
101.73 |
98.02 |
|
R3 |
101.01 |
99.92 |
97.52 |
|
R2 |
99.20 |
99.20 |
97.35 |
|
R1 |
98.11 |
98.11 |
97.19 |
97.75 |
PP |
97.39 |
97.39 |
97.39 |
97.21 |
S1 |
96.30 |
96.30 |
96.85 |
95.94 |
S2 |
95.58 |
95.58 |
96.69 |
|
S3 |
93.77 |
94.49 |
96.52 |
|
S4 |
91.96 |
92.68 |
96.02 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.30 |
102.44 |
98.92 |
|
R3 |
101.46 |
100.60 |
98.42 |
|
R2 |
99.62 |
99.62 |
98.25 |
|
R1 |
98.76 |
98.76 |
98.08 |
99.19 |
PP |
97.78 |
97.78 |
97.78 |
97.99 |
S1 |
96.92 |
96.92 |
97.74 |
97.35 |
S2 |
95.94 |
95.94 |
97.57 |
|
S3 |
94.10 |
95.08 |
97.40 |
|
S4 |
92.26 |
93.24 |
96.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.93 |
96.67 |
3.26 |
3.4% |
1.19 |
1.2% |
11% |
False |
True |
16,387 |
10 |
99.93 |
96.67 |
3.26 |
3.4% |
1.08 |
1.1% |
11% |
False |
True |
15,463 |
20 |
99.93 |
92.13 |
7.80 |
8.0% |
1.04 |
1.1% |
63% |
False |
False |
13,871 |
40 |
99.93 |
89.09 |
10.84 |
11.2% |
1.00 |
1.0% |
73% |
False |
False |
12,808 |
60 |
99.93 |
89.09 |
10.84 |
11.2% |
0.94 |
1.0% |
73% |
False |
False |
11,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.17 |
2.618 |
103.22 |
1.618 |
101.41 |
1.000 |
100.29 |
0.618 |
99.60 |
HIGH |
98.48 |
0.618 |
97.79 |
0.500 |
97.58 |
0.382 |
97.36 |
LOW |
96.67 |
0.618 |
95.55 |
1.000 |
94.86 |
1.618 |
93.74 |
2.618 |
91.93 |
4.250 |
88.98 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.58 |
98.30 |
PP |
97.39 |
97.87 |
S1 |
97.21 |
97.45 |
|