NYMEX Light Sweet Crude Oil Future December 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 |
93.51 |
94.05 |
0.54 |
0.6% |
93.77 |
| High |
94.23 |
95.08 |
0.85 |
0.9% |
94.18 |
| Low |
93.44 |
93.89 |
0.45 |
0.5% |
92.25 |
| Close |
94.13 |
94.91 |
0.78 |
0.8% |
93.38 |
| Range |
0.79 |
1.19 |
0.40 |
50.6% |
1.93 |
| ATR |
|
|
|
|
|
| Volume |
23,825 |
28,780 |
4,955 |
20.8% |
166,263 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.20 |
97.74 |
95.56 |
|
| R3 |
97.01 |
96.55 |
95.24 |
|
| R2 |
95.82 |
95.82 |
95.13 |
|
| R1 |
95.36 |
95.36 |
95.02 |
95.59 |
| PP |
94.63 |
94.63 |
94.63 |
94.74 |
| S1 |
94.17 |
94.17 |
94.80 |
94.40 |
| S2 |
93.44 |
93.44 |
94.69 |
|
| S3 |
92.25 |
92.98 |
94.58 |
|
| S4 |
91.06 |
91.79 |
94.26 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.06 |
98.15 |
94.44 |
|
| R3 |
97.13 |
96.22 |
93.91 |
|
| R2 |
95.20 |
95.20 |
93.73 |
|
| R1 |
94.29 |
94.29 |
93.56 |
93.78 |
| PP |
93.27 |
93.27 |
93.27 |
93.02 |
| S1 |
92.36 |
92.36 |
93.20 |
91.85 |
| S2 |
91.34 |
91.34 |
93.03 |
|
| S3 |
89.41 |
90.43 |
92.85 |
|
| S4 |
87.48 |
88.50 |
92.32 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.14 |
|
2.618 |
98.20 |
|
1.618 |
97.01 |
|
1.000 |
96.27 |
|
0.618 |
95.82 |
|
HIGH |
95.08 |
|
0.618 |
94.63 |
|
0.500 |
94.49 |
|
0.382 |
94.34 |
|
LOW |
93.89 |
|
0.618 |
93.15 |
|
1.000 |
92.70 |
|
1.618 |
91.96 |
|
2.618 |
90.77 |
|
4.250 |
88.83 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.77 |
94.64 |
| PP |
94.63 |
94.36 |
| S1 |
94.49 |
94.09 |
|