NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
95.81 |
96.11 |
0.30 |
0.3% |
95.78 |
High |
96.70 |
96.82 |
0.12 |
0.1% |
96.67 |
Low |
95.54 |
95.98 |
0.44 |
0.5% |
94.34 |
Close |
95.91 |
96.78 |
0.87 |
0.9% |
95.91 |
Range |
1.16 |
0.84 |
-0.32 |
-27.6% |
2.33 |
ATR |
1.16 |
1.15 |
-0.02 |
-1.6% |
0.00 |
Volume |
11,179 |
20,045 |
8,866 |
79.3% |
96,756 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.05 |
98.75 |
97.24 |
|
R3 |
98.21 |
97.91 |
97.01 |
|
R2 |
97.37 |
97.37 |
96.93 |
|
R1 |
97.07 |
97.07 |
96.86 |
97.22 |
PP |
96.53 |
96.53 |
96.53 |
96.60 |
S1 |
96.23 |
96.23 |
96.70 |
96.38 |
S2 |
95.69 |
95.69 |
96.63 |
|
S3 |
94.85 |
95.39 |
96.55 |
|
S4 |
94.01 |
94.55 |
96.32 |
|
|
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 |
96.82 |
94.60 |
2.22 |
2.3% |
1.15 |
1.2% |
98% |
True |
False |
18,017 |
10 |
96.82 |
94.34 |
2.48 |
2.6% |
1.05 |
1.1% |
98% |
True |
False |
20,363 |
20 |
99.93 |
94.34 |
5.59 |
5.8% |
1.14 |
1.2% |
44% |
False |
False |
19,267 |
40 |
99.93 |
91.15 |
8.78 |
9.1% |
1.05 |
1.1% |
64% |
False |
False |
15,969 |
60 |
99.93 |
89.09 |
10.84 |
11.2% |
1.05 |
1.1% |
71% |
False |
False |
14,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.39 |
2.618 |
99.02 |
1.618 |
98.18 |
1.000 |
97.66 |
0.618 |
97.34 |
HIGH |
96.82 |
0.618 |
96.50 |
0.500 |
96.40 |
0.382 |
96.30 |
LOW |
95.98 |
0.618 |
95.46 |
1.000 |
95.14 |
1.618 |
94.62 |
2.618 |
93.78 |
4.250 |
92.41 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
96.65 |
96.58 |
PP |
96.53 |
96.38 |
S1 |
96.40 |
96.18 |
|