NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
94.87 |
95.90 |
1.03 |
1.1% |
95.78 |
High |
96.67 |
96.62 |
-0.05 |
-0.1% |
96.67 |
Low |
94.83 |
95.70 |
0.87 |
0.9% |
94.34 |
Close |
95.91 |
96.09 |
0.18 |
0.2% |
95.91 |
Range |
1.84 |
0.92 |
-0.92 |
-50.0% |
2.33 |
ATR |
1.18 |
1.16 |
-0.02 |
-1.6% |
0.00 |
Volume |
20,318 |
18,515 |
-1,803 |
-8.9% |
96,756 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.90 |
98.41 |
96.60 |
|
R3 |
97.98 |
97.49 |
96.34 |
|
R2 |
97.06 |
97.06 |
96.26 |
|
R1 |
96.57 |
96.57 |
96.17 |
96.82 |
PP |
96.14 |
96.14 |
96.14 |
96.26 |
S1 |
95.65 |
95.65 |
96.01 |
95.90 |
S2 |
95.22 |
95.22 |
95.92 |
|
S3 |
94.30 |
94.73 |
95.84 |
|
S4 |
93.38 |
93.81 |
95.58 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.63 |
101.60 |
97.19 |
|
R3 |
100.30 |
99.27 |
96.55 |
|
R2 |
97.97 |
97.97 |
96.34 |
|
R1 |
96.94 |
96.94 |
96.12 |
97.46 |
PP |
95.64 |
95.64 |
95.64 |
95.90 |
S1 |
94.61 |
94.61 |
95.70 |
95.13 |
S2 |
93.31 |
93.31 |
95.48 |
|
S3 |
90.98 |
92.28 |
95.27 |
|
S4 |
88.65 |
89.95 |
94.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.67 |
94.43 |
2.24 |
2.3% |
1.08 |
1.1% |
74% |
False |
False |
20,238 |
10 |
97.39 |
94.34 |
3.05 |
3.2% |
1.13 |
1.2% |
57% |
False |
False |
20,744 |
20 |
99.93 |
94.34 |
5.59 |
5.8% |
1.13 |
1.2% |
31% |
False |
False |
18,855 |
40 |
99.93 |
91.15 |
8.78 |
9.1% |
1.05 |
1.1% |
56% |
False |
False |
15,731 |
60 |
99.93 |
89.09 |
10.84 |
11.3% |
1.04 |
1.1% |
65% |
False |
False |
13,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.53 |
2.618 |
99.03 |
1.618 |
98.11 |
1.000 |
97.54 |
0.618 |
97.19 |
HIGH |
96.62 |
0.618 |
96.27 |
0.500 |
96.16 |
0.382 |
96.05 |
LOW |
95.70 |
0.618 |
95.13 |
1.000 |
94.78 |
1.618 |
94.21 |
2.618 |
93.29 |
4.250 |
91.79 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
96.16 |
95.94 |
PP |
96.14 |
95.79 |
S1 |
96.11 |
95.64 |
|