NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 07-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
96.75 |
97.49 |
0.74 |
0.8% |
98.20 |
High |
97.60 |
98.27 |
0.67 |
0.7% |
99.93 |
Low |
96.38 |
97.38 |
1.00 |
1.0% |
96.38 |
Close |
97.27 |
98.13 |
0.86 |
0.9% |
98.13 |
Range |
1.22 |
0.89 |
-0.33 |
-27.0% |
3.55 |
ATR |
1.14 |
1.13 |
-0.01 |
-0.9% |
0.00 |
Volume |
25,615 |
24,433 |
-1,182 |
-4.6% |
108,417 |
|
Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.60 |
100.25 |
98.62 |
|
R3 |
99.71 |
99.36 |
98.37 |
|
R2 |
98.82 |
98.82 |
98.29 |
|
R1 |
98.47 |
98.47 |
98.21 |
98.65 |
PP |
97.93 |
97.93 |
97.93 |
98.01 |
S1 |
97.58 |
97.58 |
98.05 |
97.76 |
S2 |
97.04 |
97.04 |
97.97 |
|
S3 |
96.15 |
96.69 |
97.89 |
|
S4 |
95.26 |
95.80 |
97.64 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.80 |
107.01 |
100.08 |
|
R3 |
105.25 |
103.46 |
99.11 |
|
R2 |
101.70 |
101.70 |
98.78 |
|
R1 |
99.91 |
99.91 |
98.46 |
99.03 |
PP |
98.15 |
98.15 |
98.15 |
97.71 |
S1 |
96.36 |
96.36 |
97.80 |
95.48 |
S2 |
94.60 |
94.60 |
97.48 |
|
S3 |
91.05 |
92.81 |
97.15 |
|
S4 |
87.50 |
89.26 |
96.18 |
|
|
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% |
1.31 |
1.3% |
49% |
False |
False |
21,683 |
10 |
99.93 |
96.38 |
3.55 |
3.6% |
1.13 |
1.1% |
49% |
False |
False |
17,093 |
20 |
99.93 |
93.20 |
6.73 |
6.9% |
1.05 |
1.1% |
73% |
False |
False |
15,317 |
40 |
99.93 |
89.09 |
10.84 |
11.0% |
1.00 |
1.0% |
83% |
False |
False |
13,444 |
60 |
99.93 |
89.09 |
10.84 |
11.0% |
0.96 |
1.0% |
83% |
False |
False |
11,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.05 |
2.618 |
100.60 |
1.618 |
99.71 |
1.000 |
99.16 |
0.618 |
98.82 |
HIGH |
98.27 |
0.618 |
97.93 |
0.500 |
97.83 |
0.382 |
97.72 |
LOW |
97.38 |
0.618 |
96.83 |
1.000 |
96.49 |
1.618 |
95.94 |
2.618 |
95.05 |
4.250 |
93.60 |
|
|
Fisher Pivots for day following 07-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.03 |
97.90 |
PP |
97.93 |
97.66 |
S1 |
97.83 |
97.43 |
|