NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
97.49 |
98.04 |
0.55 |
0.6% |
98.20 |
| High |
98.27 |
98.06 |
-0.21 |
-0.2% |
99.93 |
| Low |
97.38 |
96.73 |
-0.65 |
-0.7% |
96.38 |
| Close |
98.13 |
97.06 |
-1.07 |
-1.1% |
98.13 |
| Range |
0.89 |
1.33 |
0.44 |
49.4% |
3.55 |
| ATR |
1.13 |
1.15 |
0.02 |
1.7% |
0.00 |
| Volume |
24,433 |
14,693 |
-9,740 |
-39.9% |
108,417 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
100.50 |
97.79 |
|
| R3 |
99.94 |
99.17 |
97.43 |
|
| R2 |
98.61 |
98.61 |
97.30 |
|
| R1 |
97.84 |
97.84 |
97.18 |
97.56 |
| PP |
97.28 |
97.28 |
97.28 |
97.15 |
| S1 |
96.51 |
96.51 |
96.94 |
96.23 |
| S2 |
95.95 |
95.95 |
96.82 |
|
| S3 |
94.62 |
95.18 |
96.69 |
|
| S4 |
93.29 |
93.85 |
96.33 |
|
|
| 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 |
99.03 |
96.38 |
2.65 |
2.7% |
1.23 |
1.3% |
26% |
False |
False |
22,833 |
| 10 |
99.93 |
96.38 |
3.55 |
3.7% |
1.13 |
1.2% |
19% |
False |
False |
16,966 |
| 20 |
99.93 |
94.62 |
5.31 |
5.5% |
1.01 |
1.0% |
46% |
False |
False |
15,520 |
| 40 |
99.93 |
89.09 |
10.84 |
11.2% |
1.00 |
1.0% |
74% |
False |
False |
13,406 |
| 60 |
99.93 |
89.09 |
10.84 |
11.2% |
0.97 |
1.0% |
74% |
False |
False |
11,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.71 |
|
2.618 |
101.54 |
|
1.618 |
100.21 |
|
1.000 |
99.39 |
|
0.618 |
98.88 |
|
HIGH |
98.06 |
|
0.618 |
97.55 |
|
0.500 |
97.40 |
|
0.382 |
97.24 |
|
LOW |
96.73 |
|
0.618 |
95.91 |
|
1.000 |
95.40 |
|
1.618 |
94.58 |
|
2.618 |
93.25 |
|
4.250 |
91.08 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.40 |
97.33 |
| PP |
97.28 |
97.24 |
| S1 |
97.17 |
97.15 |
|