NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
98.43 |
96.75 |
-1.68 |
-1.7% |
97.73 |
High |
98.48 |
97.60 |
-0.88 |
-0.9% |
98.63 |
Low |
96.67 |
96.38 |
-0.29 |
-0.3% |
96.79 |
Close |
97.02 |
97.27 |
0.25 |
0.3% |
97.91 |
Range |
1.81 |
1.22 |
-0.59 |
-32.6% |
1.84 |
ATR |
1.13 |
1.14 |
0.01 |
0.6% |
0.00 |
Volume |
16,933 |
25,615 |
8,682 |
51.3% |
62,521 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.74 |
100.23 |
97.94 |
|
R3 |
99.52 |
99.01 |
97.61 |
|
R2 |
98.30 |
98.30 |
97.49 |
|
R1 |
97.79 |
97.79 |
97.38 |
98.05 |
PP |
97.08 |
97.08 |
97.08 |
97.21 |
S1 |
96.57 |
96.57 |
97.16 |
96.83 |
S2 |
95.86 |
95.86 |
97.05 |
|
S3 |
94.64 |
95.35 |
96.93 |
|
S4 |
93.42 |
94.13 |
96.60 |
|
|
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 |
96.38 |
3.55 |
3.6% |
1.29 |
1.3% |
25% |
False |
True |
19,078 |
10 |
99.93 |
96.38 |
3.55 |
3.6% |
1.13 |
1.2% |
25% |
False |
True |
15,994 |
20 |
99.93 |
92.83 |
7.10 |
7.3% |
1.06 |
1.1% |
63% |
False |
False |
14,612 |
40 |
99.93 |
89.09 |
10.84 |
11.1% |
1.01 |
1.0% |
75% |
False |
False |
13,200 |
60 |
99.93 |
89.09 |
10.84 |
11.1% |
0.95 |
1.0% |
75% |
False |
False |
11,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.79 |
2.618 |
100.79 |
1.618 |
99.57 |
1.000 |
98.82 |
0.618 |
98.35 |
HIGH |
97.60 |
0.618 |
97.13 |
0.500 |
96.99 |
0.382 |
96.85 |
LOW |
96.38 |
0.618 |
95.63 |
1.000 |
95.16 |
1.618 |
94.41 |
2.618 |
93.19 |
4.250 |
91.20 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.18 |
97.71 |
PP |
97.08 |
97.56 |
S1 |
96.99 |
97.42 |
|