NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
96.63 |
97.76 |
1.13 |
1.2% |
95.90 |
High |
97.90 |
98.32 |
0.42 |
0.4% |
98.32 |
Low |
96.54 |
97.75 |
1.21 |
1.3% |
95.54 |
Close |
97.68 |
97.99 |
0.31 |
0.3% |
97.99 |
Range |
1.36 |
0.57 |
-0.79 |
-58.1% |
2.78 |
ATR |
1.16 |
1.12 |
-0.04 |
-3.2% |
0.00 |
Volume |
13,117 |
24,067 |
10,950 |
83.5% |
86,923 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.73 |
99.43 |
98.30 |
|
R3 |
99.16 |
98.86 |
98.15 |
|
R2 |
98.59 |
98.59 |
98.09 |
|
R1 |
98.29 |
98.29 |
98.04 |
98.44 |
PP |
98.02 |
98.02 |
98.02 |
98.10 |
S1 |
97.72 |
97.72 |
97.94 |
97.87 |
S2 |
97.45 |
97.45 |
97.89 |
|
S3 |
96.88 |
97.15 |
97.83 |
|
S4 |
96.31 |
96.58 |
97.68 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.62 |
104.59 |
99.52 |
|
R3 |
102.84 |
101.81 |
98.75 |
|
R2 |
100.06 |
100.06 |
98.50 |
|
R1 |
99.03 |
99.03 |
98.24 |
99.55 |
PP |
97.28 |
97.28 |
97.28 |
97.54 |
S1 |
96.25 |
96.25 |
97.74 |
96.77 |
S2 |
94.50 |
94.50 |
97.48 |
|
S3 |
91.72 |
93.47 |
97.23 |
|
S4 |
88.94 |
90.69 |
96.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.32 |
95.54 |
2.78 |
2.8% |
0.97 |
1.0% |
88% |
True |
False |
17,384 |
10 |
98.32 |
94.34 |
3.98 |
4.1% |
1.08 |
1.1% |
92% |
True |
False |
18,367 |
20 |
99.93 |
94.34 |
5.59 |
5.7% |
1.16 |
1.2% |
65% |
False |
False |
19,948 |
40 |
99.93 |
91.15 |
8.78 |
9.0% |
1.06 |
1.1% |
78% |
False |
False |
16,260 |
60 |
99.93 |
89.09 |
10.84 |
11.1% |
1.06 |
1.1% |
82% |
False |
False |
14,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.74 |
2.618 |
99.81 |
1.618 |
99.24 |
1.000 |
98.89 |
0.618 |
98.67 |
HIGH |
98.32 |
0.618 |
98.10 |
0.500 |
98.04 |
0.382 |
97.97 |
LOW |
97.75 |
0.618 |
97.40 |
1.000 |
97.18 |
1.618 |
96.83 |
2.618 |
96.26 |
4.250 |
95.33 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
98.04 |
97.71 |
PP |
98.02 |
97.43 |
S1 |
98.01 |
97.15 |
|