NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
99.53 |
100.39 |
0.86 |
0.9% |
102.75 |
| High |
100.47 |
100.82 |
0.35 |
0.3% |
102.82 |
| Low |
99.34 |
99.08 |
-0.26 |
-0.3% |
97.55 |
| Close |
100.37 |
99.43 |
-0.94 |
-0.9% |
98.89 |
| Range |
1.13 |
1.74 |
0.61 |
54.0% |
5.27 |
| ATR |
1.67 |
1.67 |
0.01 |
0.3% |
0.00 |
| Volume |
110,319 |
29,167 |
-81,152 |
-73.6% |
1,430,792 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.00 |
103.95 |
100.39 |
|
| R3 |
103.26 |
102.21 |
99.91 |
|
| R2 |
101.52 |
101.52 |
99.75 |
|
| R1 |
100.47 |
100.47 |
99.59 |
100.13 |
| PP |
99.78 |
99.78 |
99.78 |
99.60 |
| S1 |
98.73 |
98.73 |
99.27 |
98.39 |
| S2 |
98.04 |
98.04 |
99.11 |
|
| S3 |
96.30 |
96.99 |
98.95 |
|
| S4 |
94.56 |
95.25 |
98.47 |
|
|
| 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 |
100.82 |
97.37 |
3.45 |
3.5% |
1.63 |
1.6% |
60% |
True |
False |
157,136 |
| 10 |
102.91 |
97.37 |
5.54 |
5.6% |
1.66 |
1.7% |
37% |
False |
False |
221,631 |
| 20 |
105.22 |
97.37 |
7.85 |
7.9% |
1.70 |
1.7% |
26% |
False |
False |
219,572 |
| 40 |
105.22 |
94.92 |
10.30 |
10.4% |
1.57 |
1.6% |
44% |
False |
False |
170,093 |
| 60 |
105.22 |
91.48 |
13.74 |
13.8% |
1.51 |
1.5% |
58% |
False |
False |
126,058 |
| 80 |
105.22 |
91.48 |
13.74 |
13.8% |
1.44 |
1.4% |
58% |
False |
False |
100,290 |
| 100 |
105.22 |
91.48 |
13.74 |
13.8% |
1.38 |
1.4% |
58% |
False |
False |
83,702 |
| 120 |
105.22 |
91.48 |
13.74 |
13.8% |
1.38 |
1.4% |
58% |
False |
False |
71,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.22 |
|
2.618 |
105.38 |
|
1.618 |
103.64 |
|
1.000 |
102.56 |
|
0.618 |
101.90 |
|
HIGH |
100.82 |
|
0.618 |
100.16 |
|
0.500 |
99.95 |
|
0.382 |
99.74 |
|
LOW |
99.08 |
|
0.618 |
98.00 |
|
1.000 |
97.34 |
|
1.618 |
96.26 |
|
2.618 |
94.52 |
|
4.250 |
91.69 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.95 |
99.38 |
| PP |
99.78 |
99.33 |
| S1 |
99.60 |
99.29 |
|