NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
95.97 |
94.96 |
-1.01 |
-1.1% |
98.20 |
High |
95.98 |
95.40 |
-0.58 |
-0.6% |
99.93 |
Low |
94.58 |
94.73 |
0.15 |
0.2% |
96.38 |
Close |
95.08 |
95.34 |
0.26 |
0.3% |
98.13 |
Range |
1.40 |
0.67 |
-0.73 |
-52.1% |
3.55 |
ATR |
1.22 |
1.18 |
-0.04 |
-3.2% |
0.00 |
Volume |
20,897 |
34,204 |
13,307 |
63.7% |
108,417 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.17 |
96.92 |
95.71 |
|
R3 |
96.50 |
96.25 |
95.52 |
|
R2 |
95.83 |
95.83 |
95.46 |
|
R1 |
95.58 |
95.58 |
95.40 |
95.71 |
PP |
95.16 |
95.16 |
95.16 |
95.22 |
S1 |
94.91 |
94.91 |
95.28 |
95.04 |
S2 |
94.49 |
94.49 |
95.22 |
|
S3 |
93.82 |
94.24 |
95.16 |
|
S4 |
93.15 |
93.57 |
94.97 |
|
|
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 |
98.27 |
94.58 |
3.69 |
3.9% |
1.14 |
1.2% |
21% |
False |
False |
21,672 |
10 |
99.93 |
94.58 |
5.35 |
5.6% |
1.22 |
1.3% |
14% |
False |
False |
20,375 |
20 |
99.93 |
94.58 |
5.35 |
5.6% |
1.07 |
1.1% |
14% |
False |
False |
17,140 |
40 |
99.93 |
89.58 |
10.35 |
10.9% |
1.02 |
1.1% |
56% |
False |
False |
14,187 |
60 |
99.93 |
89.09 |
10.84 |
11.4% |
0.98 |
1.0% |
58% |
False |
False |
12,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.25 |
2.618 |
97.15 |
1.618 |
96.48 |
1.000 |
96.07 |
0.618 |
95.81 |
HIGH |
95.40 |
0.618 |
95.14 |
0.500 |
95.07 |
0.382 |
94.99 |
LOW |
94.73 |
0.618 |
94.32 |
1.000 |
94.06 |
1.618 |
93.65 |
2.618 |
92.98 |
4.250 |
91.88 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
95.25 |
95.99 |
PP |
95.16 |
95.77 |
S1 |
95.07 |
95.56 |
|