NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
94.61 |
95.37 |
0.76 |
0.8% |
93.79 |
| High |
94.99 |
95.87 |
0.88 |
0.9% |
94.94 |
| Low |
94.58 |
95.37 |
0.79 |
0.8% |
93.00 |
| Close |
94.97 |
95.79 |
0.82 |
0.9% |
94.16 |
| Range |
0.41 |
0.50 |
0.09 |
22.0% |
1.94 |
| ATR |
0.83 |
0.84 |
0.00 |
0.6% |
0.00 |
| Volume |
2,186 |
4,397 |
2,211 |
101.1% |
23,910 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.18 |
96.98 |
96.07 |
|
| R3 |
96.68 |
96.48 |
95.93 |
|
| R2 |
96.18 |
96.18 |
95.88 |
|
| R1 |
95.98 |
95.98 |
95.84 |
96.08 |
| PP |
95.68 |
95.68 |
95.68 |
95.73 |
| S1 |
95.48 |
95.48 |
95.74 |
95.58 |
| S2 |
95.18 |
95.18 |
95.70 |
|
| S3 |
94.68 |
94.98 |
95.65 |
|
| S4 |
94.18 |
94.48 |
95.52 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.85 |
98.95 |
95.23 |
|
| R3 |
97.91 |
97.01 |
94.69 |
|
| R2 |
95.97 |
95.97 |
94.52 |
|
| R1 |
95.07 |
95.07 |
94.34 |
95.52 |
| PP |
94.03 |
94.03 |
94.03 |
94.26 |
| S1 |
93.13 |
93.13 |
93.98 |
93.58 |
| S2 |
92.09 |
92.09 |
93.80 |
|
| S3 |
90.15 |
91.19 |
93.63 |
|
| S4 |
88.21 |
89.25 |
93.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.00 |
|
2.618 |
97.18 |
|
1.618 |
96.68 |
|
1.000 |
96.37 |
|
0.618 |
96.18 |
|
HIGH |
95.87 |
|
0.618 |
95.68 |
|
0.500 |
95.62 |
|
0.382 |
95.56 |
|
LOW |
95.37 |
|
0.618 |
95.06 |
|
1.000 |
94.87 |
|
1.618 |
94.56 |
|
2.618 |
94.06 |
|
4.250 |
93.25 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.73 |
95.53 |
| PP |
95.68 |
95.26 |
| S1 |
95.62 |
95.00 |
|