NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
97.76 |
97.82 |
0.06 |
0.1% |
95.90 |
High |
98.32 |
98.21 |
-0.11 |
-0.1% |
98.32 |
Low |
97.75 |
97.43 |
-0.32 |
-0.3% |
95.54 |
Close |
97.99 |
97.99 |
0.00 |
0.0% |
97.99 |
Range |
0.57 |
0.78 |
0.21 |
36.8% |
2.78 |
ATR |
1.12 |
1.10 |
-0.02 |
-2.2% |
0.00 |
Volume |
24,067 |
16,617 |
-7,450 |
-31.0% |
86,923 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.22 |
99.88 |
98.42 |
|
R3 |
99.44 |
99.10 |
98.20 |
|
R2 |
98.66 |
98.66 |
98.13 |
|
R1 |
98.32 |
98.32 |
98.06 |
98.49 |
PP |
97.88 |
97.88 |
97.88 |
97.96 |
S1 |
97.54 |
97.54 |
97.92 |
97.71 |
S2 |
97.10 |
97.10 |
97.85 |
|
S3 |
96.32 |
96.76 |
97.78 |
|
S4 |
95.54 |
95.98 |
97.56 |
|
|
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% |
0.94 |
1.0% |
88% |
False |
False |
17,005 |
10 |
98.32 |
94.43 |
3.89 |
4.0% |
1.01 |
1.0% |
92% |
False |
False |
18,621 |
20 |
99.03 |
94.34 |
4.69 |
4.8% |
1.11 |
1.1% |
78% |
False |
False |
20,331 |
40 |
99.93 |
91.15 |
8.78 |
9.0% |
1.05 |
1.1% |
78% |
False |
False |
16,436 |
60 |
99.93 |
89.09 |
10.84 |
11.1% |
1.03 |
1.1% |
82% |
False |
False |
14,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.53 |
2.618 |
100.25 |
1.618 |
99.47 |
1.000 |
98.99 |
0.618 |
98.69 |
HIGH |
98.21 |
0.618 |
97.91 |
0.500 |
97.82 |
0.382 |
97.73 |
LOW |
97.43 |
0.618 |
96.95 |
1.000 |
96.65 |
1.618 |
96.17 |
2.618 |
95.39 |
4.250 |
94.12 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
97.93 |
97.80 |
PP |
97.88 |
97.62 |
S1 |
97.82 |
97.43 |
|