NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
102.15 |
103.00 |
0.85 |
0.8% |
102.29 |
| High |
102.96 |
105.22 |
2.26 |
2.2% |
103.45 |
| Low |
101.80 |
102.95 |
1.15 |
1.1% |
101.02 |
| Close |
102.59 |
104.92 |
2.33 |
2.3% |
102.59 |
| Range |
1.16 |
2.27 |
1.11 |
95.7% |
2.43 |
| ATR |
1.42 |
1.51 |
0.09 |
6.1% |
0.00 |
| Volume |
178,276 |
295,819 |
117,543 |
65.9% |
936,364 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.17 |
110.32 |
106.17 |
|
| R3 |
108.90 |
108.05 |
105.54 |
|
| R2 |
106.63 |
106.63 |
105.34 |
|
| R1 |
105.78 |
105.78 |
105.13 |
106.21 |
| PP |
104.36 |
104.36 |
104.36 |
104.58 |
| S1 |
103.51 |
103.51 |
104.71 |
103.94 |
| S2 |
102.09 |
102.09 |
104.50 |
|
| S3 |
99.82 |
101.24 |
104.30 |
|
| S4 |
97.55 |
98.97 |
103.67 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.64 |
108.55 |
103.93 |
|
| R3 |
107.21 |
106.12 |
103.26 |
|
| R2 |
104.78 |
104.78 |
103.04 |
|
| R1 |
103.69 |
103.69 |
102.81 |
104.24 |
| PP |
102.35 |
102.35 |
102.35 |
102.63 |
| S1 |
101.26 |
101.26 |
102.37 |
101.81 |
| S2 |
99.92 |
99.92 |
102.14 |
|
| S3 |
97.49 |
98.83 |
101.92 |
|
| S4 |
95.06 |
96.40 |
101.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.22 |
101.02 |
4.20 |
4.0% |
1.58 |
1.5% |
93% |
True |
False |
210,864 |
| 10 |
105.22 |
100.05 |
5.17 |
4.9% |
1.53 |
1.5% |
94% |
True |
False |
203,669 |
| 20 |
105.22 |
95.46 |
9.76 |
9.3% |
1.49 |
1.4% |
97% |
True |
False |
162,633 |
| 40 |
105.22 |
91.48 |
13.74 |
13.1% |
1.46 |
1.4% |
98% |
True |
False |
110,732 |
| 60 |
105.22 |
91.48 |
13.74 |
13.1% |
1.34 |
1.3% |
98% |
True |
False |
82,228 |
| 80 |
105.22 |
91.48 |
13.74 |
13.1% |
1.35 |
1.3% |
98% |
True |
False |
66,042 |
| 100 |
105.22 |
91.48 |
13.74 |
13.1% |
1.34 |
1.3% |
98% |
True |
False |
55,630 |
| 120 |
105.22 |
91.48 |
13.74 |
13.1% |
1.32 |
1.3% |
98% |
True |
False |
47,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.87 |
|
2.618 |
111.16 |
|
1.618 |
108.89 |
|
1.000 |
107.49 |
|
0.618 |
106.62 |
|
HIGH |
105.22 |
|
0.618 |
104.35 |
|
0.500 |
104.09 |
|
0.382 |
103.82 |
|
LOW |
102.95 |
|
0.618 |
101.55 |
|
1.000 |
100.68 |
|
1.618 |
99.28 |
|
2.618 |
97.01 |
|
4.250 |
93.30 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.64 |
104.44 |
| PP |
104.36 |
103.96 |
| S1 |
104.09 |
103.49 |
|