NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
104.89 |
103.35 |
-1.54 |
-1.5% |
102.29 |
| High |
104.96 |
103.53 |
-1.43 |
-1.4% |
103.45 |
| Low |
102.85 |
100.85 |
-2.00 |
-1.9% |
101.02 |
| Close |
103.33 |
101.45 |
-1.88 |
-1.8% |
102.59 |
| Range |
2.11 |
2.68 |
0.57 |
27.0% |
2.43 |
| ATR |
1.55 |
1.63 |
0.08 |
5.2% |
0.00 |
| Volume |
210,005 |
267,837 |
57,832 |
27.5% |
936,364 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.98 |
108.40 |
102.92 |
|
| R3 |
107.30 |
105.72 |
102.19 |
|
| R2 |
104.62 |
104.62 |
101.94 |
|
| R1 |
103.04 |
103.04 |
101.70 |
102.49 |
| PP |
101.94 |
101.94 |
101.94 |
101.67 |
| S1 |
100.36 |
100.36 |
101.20 |
99.81 |
| S2 |
99.26 |
99.26 |
100.96 |
|
| S3 |
96.58 |
97.68 |
100.71 |
|
| S4 |
93.90 |
95.00 |
99.98 |
|
|
| 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 |
100.85 |
4.37 |
4.3% |
1.91 |
1.9% |
14% |
False |
True |
229,686 |
| 10 |
105.22 |
100.85 |
4.37 |
4.3% |
1.62 |
1.6% |
14% |
False |
True |
207,768 |
| 20 |
105.22 |
96.16 |
9.06 |
8.9% |
1.58 |
1.6% |
58% |
False |
False |
175,743 |
| 40 |
105.22 |
91.48 |
13.74 |
13.5% |
1.50 |
1.5% |
73% |
False |
False |
120,555 |
| 60 |
105.22 |
91.48 |
13.74 |
13.5% |
1.39 |
1.4% |
73% |
False |
False |
88,924 |
| 80 |
105.22 |
91.48 |
13.74 |
13.5% |
1.38 |
1.4% |
73% |
False |
False |
71,641 |
| 100 |
105.22 |
91.48 |
13.74 |
13.5% |
1.36 |
1.3% |
73% |
False |
False |
60,220 |
| 120 |
105.22 |
91.48 |
13.74 |
13.5% |
1.34 |
1.3% |
73% |
False |
False |
51,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.92 |
|
2.618 |
110.55 |
|
1.618 |
107.87 |
|
1.000 |
106.21 |
|
0.618 |
105.19 |
|
HIGH |
103.53 |
|
0.618 |
102.51 |
|
0.500 |
102.19 |
|
0.382 |
101.87 |
|
LOW |
100.85 |
|
0.618 |
99.19 |
|
1.000 |
98.17 |
|
1.618 |
96.51 |
|
2.618 |
93.83 |
|
4.250 |
89.46 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.19 |
103.04 |
| PP |
101.94 |
102.51 |
| S1 |
101.70 |
101.98 |
|