NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
95.00 |
94.97 |
-0.03 |
0.0% |
98.04 |
| High |
95.32 |
95.57 |
0.25 |
0.3% |
98.06 |
| Low |
94.60 |
94.60 |
0.00 |
0.0% |
94.58 |
| Close |
95.10 |
95.34 |
0.24 |
0.3% |
95.86 |
| Range |
0.72 |
0.97 |
0.25 |
34.7% |
3.48 |
| ATR |
1.14 |
1.13 |
-0.01 |
-1.1% |
0.00 |
| Volume |
27,425 |
20,032 |
-7,393 |
-27.0% |
106,864 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.08 |
97.68 |
95.87 |
|
| R3 |
97.11 |
96.71 |
95.61 |
|
| R2 |
96.14 |
96.14 |
95.52 |
|
| R1 |
95.74 |
95.74 |
95.43 |
95.94 |
| PP |
95.17 |
95.17 |
95.17 |
95.27 |
| S1 |
94.77 |
94.77 |
95.25 |
94.97 |
| S2 |
94.20 |
94.20 |
95.16 |
|
| S3 |
93.23 |
93.80 |
95.07 |
|
| S4 |
92.26 |
92.83 |
94.81 |
|
|
| 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% |
1.02 |
1.1% |
59% |
False |
False |
19,874 |
| 10 |
98.27 |
94.34 |
3.93 |
4.1% |
1.08 |
1.1% |
25% |
False |
False |
20,773 |
| 20 |
99.93 |
94.34 |
5.59 |
5.9% |
1.10 |
1.2% |
18% |
False |
False |
18,384 |
| 40 |
99.93 |
91.15 |
8.78 |
9.2% |
1.02 |
1.1% |
48% |
False |
False |
15,515 |
| 60 |
99.93 |
89.09 |
10.84 |
11.4% |
1.01 |
1.1% |
58% |
False |
False |
13,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.69 |
|
2.618 |
98.11 |
|
1.618 |
97.14 |
|
1.000 |
96.54 |
|
0.618 |
96.17 |
|
HIGH |
95.57 |
|
0.618 |
95.20 |
|
0.500 |
95.09 |
|
0.382 |
94.97 |
|
LOW |
94.60 |
|
0.618 |
94.00 |
|
1.000 |
93.63 |
|
1.618 |
93.03 |
|
2.618 |
92.06 |
|
4.250 |
90.48 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.26 |
95.23 |
| PP |
95.17 |
95.11 |
| S1 |
95.09 |
95.00 |
|