NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
95.78 |
94.53 |
-1.25 |
-1.3% |
98.04 |
High |
95.80 |
95.40 |
-0.40 |
-0.4% |
98.06 |
Low |
94.34 |
94.43 |
0.09 |
0.1% |
94.58 |
Close |
94.70 |
95.33 |
0.63 |
0.7% |
95.86 |
Range |
1.46 |
0.97 |
-0.49 |
-33.6% |
3.48 |
ATR |
1.19 |
1.18 |
-0.02 |
-1.3% |
0.00 |
Volume |
14,079 |
14,902 |
823 |
5.8% |
106,864 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.96 |
97.62 |
95.86 |
|
R3 |
96.99 |
96.65 |
95.60 |
|
R2 |
96.02 |
96.02 |
95.51 |
|
R1 |
95.68 |
95.68 |
95.42 |
95.85 |
PP |
95.05 |
95.05 |
95.05 |
95.14 |
S1 |
94.71 |
94.71 |
95.24 |
94.88 |
S2 |
94.08 |
94.08 |
95.15 |
|
S3 |
93.11 |
93.74 |
95.06 |
|
S4 |
92.14 |
92.77 |
94.80 |
|
|
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 |
96.03 |
94.34 |
1.69 |
1.8% |
1.09 |
1.1% |
59% |
False |
False |
21,403 |
10 |
98.48 |
94.34 |
4.14 |
4.3% |
1.21 |
1.3% |
24% |
False |
False |
20,282 |
20 |
99.93 |
94.34 |
5.59 |
5.9% |
1.08 |
1.1% |
18% |
False |
False |
17,982 |
40 |
99.93 |
90.40 |
9.53 |
10.0% |
1.04 |
1.1% |
52% |
False |
False |
14,722 |
60 |
99.93 |
89.09 |
10.84 |
11.4% |
1.00 |
1.1% |
58% |
False |
False |
12,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.52 |
2.618 |
97.94 |
1.618 |
96.97 |
1.000 |
96.37 |
0.618 |
96.00 |
HIGH |
95.40 |
0.618 |
95.03 |
0.500 |
94.92 |
0.382 |
94.80 |
LOW |
94.43 |
0.618 |
93.83 |
1.000 |
93.46 |
1.618 |
92.86 |
2.618 |
91.89 |
4.250 |
90.31 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
95.19 |
95.28 |
PP |
95.05 |
95.23 |
S1 |
94.92 |
95.19 |
|