NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
95.90 |
95.81 |
-0.09 |
-0.1% |
95.78 |
High |
96.62 |
96.70 |
0.08 |
0.1% |
96.67 |
Low |
95.70 |
95.54 |
-0.16 |
-0.2% |
94.34 |
Close |
96.09 |
95.91 |
-0.18 |
-0.2% |
95.91 |
Range |
0.92 |
1.16 |
0.24 |
26.1% |
2.33 |
ATR |
1.16 |
1.16 |
0.00 |
0.0% |
0.00 |
Volume |
18,515 |
11,179 |
-7,336 |
-39.6% |
96,756 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.53 |
98.88 |
96.55 |
|
R3 |
98.37 |
97.72 |
96.23 |
|
R2 |
97.21 |
97.21 |
96.12 |
|
R1 |
96.56 |
96.56 |
96.02 |
96.89 |
PP |
96.05 |
96.05 |
96.05 |
96.21 |
S1 |
95.40 |
95.40 |
95.80 |
95.73 |
S2 |
94.89 |
94.89 |
95.70 |
|
S3 |
93.73 |
94.24 |
95.59 |
|
S4 |
92.57 |
93.08 |
95.27 |
|
|
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 |
96.70 |
94.60 |
2.10 |
2.2% |
1.12 |
1.2% |
62% |
True |
False |
19,493 |
10 |
96.70 |
94.34 |
2.36 |
2.5% |
1.11 |
1.2% |
67% |
True |
False |
20,448 |
20 |
99.93 |
94.34 |
5.59 |
5.8% |
1.14 |
1.2% |
28% |
False |
False |
18,773 |
40 |
99.93 |
91.15 |
8.78 |
9.2% |
1.06 |
1.1% |
54% |
False |
False |
15,723 |
60 |
99.93 |
89.09 |
10.84 |
11.3% |
1.05 |
1.1% |
63% |
False |
False |
14,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.63 |
2.618 |
99.74 |
1.618 |
98.58 |
1.000 |
97.86 |
0.618 |
97.42 |
HIGH |
96.70 |
0.618 |
96.26 |
0.500 |
96.12 |
0.382 |
95.98 |
LOW |
95.54 |
0.618 |
94.82 |
1.000 |
94.38 |
1.618 |
93.66 |
2.618 |
92.50 |
4.250 |
90.61 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
96.12 |
95.86 |
PP |
96.05 |
95.81 |
S1 |
95.98 |
95.77 |
|