NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
97.97 |
99.53 |
1.56 |
1.6% |
102.75 |
| High |
99.78 |
100.47 |
0.69 |
0.7% |
102.82 |
| Low |
97.75 |
99.34 |
1.59 |
1.6% |
97.55 |
| Close |
99.70 |
100.37 |
0.67 |
0.7% |
98.89 |
| Range |
2.03 |
1.13 |
-0.90 |
-44.3% |
5.27 |
| ATR |
1.71 |
1.67 |
-0.04 |
-2.4% |
0.00 |
| Volume |
192,508 |
110,319 |
-82,189 |
-42.7% |
1,430,792 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.45 |
103.04 |
100.99 |
|
| R3 |
102.32 |
101.91 |
100.68 |
|
| R2 |
101.19 |
101.19 |
100.58 |
|
| R1 |
100.78 |
100.78 |
100.47 |
100.99 |
| PP |
100.06 |
100.06 |
100.06 |
100.16 |
| S1 |
99.65 |
99.65 |
100.27 |
99.86 |
| S2 |
98.93 |
98.93 |
100.16 |
|
| S3 |
97.80 |
98.52 |
100.06 |
|
| S4 |
96.67 |
97.39 |
99.75 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.56 |
112.50 |
101.79 |
|
| R3 |
110.29 |
107.23 |
100.34 |
|
| R2 |
105.02 |
105.02 |
99.86 |
|
| R1 |
101.96 |
101.96 |
99.37 |
100.86 |
| PP |
99.75 |
99.75 |
99.75 |
99.20 |
| S1 |
96.69 |
96.69 |
98.41 |
95.59 |
| S2 |
94.48 |
94.48 |
97.92 |
|
| S3 |
89.21 |
91.42 |
97.44 |
|
| S4 |
83.94 |
86.15 |
95.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.47 |
97.37 |
3.10 |
3.1% |
1.47 |
1.5% |
97% |
True |
False |
204,917 |
| 10 |
102.91 |
97.37 |
5.54 |
5.5% |
1.68 |
1.7% |
54% |
False |
False |
247,900 |
| 20 |
105.22 |
97.37 |
7.85 |
7.8% |
1.65 |
1.6% |
38% |
False |
False |
227,834 |
| 40 |
105.22 |
94.92 |
10.30 |
10.3% |
1.57 |
1.6% |
53% |
False |
False |
170,746 |
| 60 |
105.22 |
91.48 |
13.74 |
13.7% |
1.49 |
1.5% |
65% |
False |
False |
126,027 |
| 80 |
105.22 |
91.48 |
13.74 |
13.7% |
1.44 |
1.4% |
65% |
False |
False |
100,106 |
| 100 |
105.22 |
91.48 |
13.74 |
13.7% |
1.38 |
1.4% |
65% |
False |
False |
83,619 |
| 120 |
105.22 |
91.48 |
13.74 |
13.7% |
1.37 |
1.4% |
65% |
False |
False |
71,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.27 |
|
2.618 |
103.43 |
|
1.618 |
102.30 |
|
1.000 |
101.60 |
|
0.618 |
101.17 |
|
HIGH |
100.47 |
|
0.618 |
100.04 |
|
0.500 |
99.91 |
|
0.382 |
99.77 |
|
LOW |
99.34 |
|
0.618 |
98.64 |
|
1.000 |
98.21 |
|
1.618 |
97.51 |
|
2.618 |
96.38 |
|
4.250 |
94.54 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.22 |
99.89 |
| PP |
100.06 |
99.40 |
| S1 |
99.91 |
98.92 |
|