NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
94.96 |
95.18 |
0.22 |
0.2% |
98.04 |
High |
95.40 |
96.03 |
0.63 |
0.7% |
98.06 |
Low |
94.73 |
95.06 |
0.33 |
0.3% |
94.58 |
Close |
95.34 |
95.86 |
0.52 |
0.5% |
95.86 |
Range |
0.67 |
0.97 |
0.30 |
44.8% |
3.48 |
ATR |
1.18 |
1.17 |
-0.02 |
-1.3% |
0.00 |
Volume |
34,204 |
22,936 |
-11,268 |
-32.9% |
106,864 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.56 |
98.18 |
96.39 |
|
R3 |
97.59 |
97.21 |
96.13 |
|
R2 |
96.62 |
96.62 |
96.04 |
|
R1 |
96.24 |
96.24 |
95.95 |
96.43 |
PP |
95.65 |
95.65 |
95.65 |
95.75 |
S1 |
95.27 |
95.27 |
95.77 |
95.46 |
S2 |
94.68 |
94.68 |
95.68 |
|
S3 |
93.71 |
94.30 |
95.59 |
|
S4 |
92.74 |
93.33 |
95.33 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.61 |
104.71 |
97.77 |
|
R3 |
103.13 |
101.23 |
96.82 |
|
R2 |
99.65 |
99.65 |
96.50 |
|
R1 |
97.75 |
97.75 |
96.18 |
96.96 |
PP |
96.17 |
96.17 |
96.17 |
95.77 |
S1 |
94.27 |
94.27 |
95.54 |
93.48 |
S2 |
92.69 |
92.69 |
95.22 |
|
S3 |
89.21 |
90.79 |
94.90 |
|
S4 |
85.73 |
87.31 |
93.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.06 |
94.58 |
3.48 |
3.6% |
1.16 |
1.2% |
37% |
False |
False |
21,372 |
10 |
99.93 |
94.58 |
5.35 |
5.6% |
1.24 |
1.3% |
24% |
False |
False |
21,528 |
20 |
99.93 |
94.58 |
5.35 |
5.6% |
1.07 |
1.1% |
24% |
False |
False |
17,537 |
40 |
99.93 |
90.21 |
9.72 |
10.1% |
1.01 |
1.1% |
58% |
False |
False |
14,457 |
60 |
99.93 |
89.09 |
10.84 |
11.3% |
0.98 |
1.0% |
62% |
False |
False |
12,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.15 |
2.618 |
98.57 |
1.618 |
97.60 |
1.000 |
97.00 |
0.618 |
96.63 |
HIGH |
96.03 |
0.618 |
95.66 |
0.500 |
95.55 |
0.382 |
95.43 |
LOW |
95.06 |
0.618 |
94.46 |
1.000 |
94.09 |
1.618 |
93.49 |
2.618 |
92.52 |
4.250 |
90.94 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
95.76 |
95.68 |
PP |
95.65 |
95.49 |
S1 |
95.55 |
95.31 |
|