NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
100.40 |
98.95 |
-1.45 |
-1.4% |
102.18 |
| High |
100.99 |
99.14 |
-1.85 |
-1.8% |
104.48 |
| Low |
98.88 |
97.19 |
-1.69 |
-1.7% |
99.70 |
| Close |
99.59 |
97.68 |
-1.91 |
-1.9% |
101.99 |
| Range |
2.11 |
1.95 |
-0.16 |
-7.6% |
4.78 |
| ATR |
1.59 |
1.64 |
0.06 |
3.7% |
0.00 |
| Volume |
99,751 |
243,326 |
143,575 |
143.9% |
432,302 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
102.72 |
98.75 |
|
| R3 |
101.90 |
100.77 |
98.22 |
|
| R2 |
99.95 |
99.95 |
98.04 |
|
| R1 |
98.82 |
98.82 |
97.86 |
98.41 |
| PP |
98.00 |
98.00 |
98.00 |
97.80 |
| S1 |
96.87 |
96.87 |
97.50 |
96.46 |
| S2 |
96.05 |
96.05 |
97.32 |
|
| S3 |
94.10 |
94.92 |
97.14 |
|
| S4 |
92.15 |
92.97 |
96.61 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.40 |
113.97 |
104.62 |
|
| R3 |
111.62 |
109.19 |
103.30 |
|
| R2 |
106.84 |
106.84 |
102.87 |
|
| R1 |
104.41 |
104.41 |
102.43 |
103.24 |
| PP |
102.06 |
102.06 |
102.06 |
101.47 |
| S1 |
99.63 |
99.63 |
101.55 |
98.46 |
| S2 |
97.28 |
97.28 |
101.11 |
|
| S3 |
92.50 |
94.85 |
100.68 |
|
| S4 |
87.72 |
90.07 |
99.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.32 |
97.19 |
5.13 |
5.3% |
1.81 |
1.9% |
10% |
False |
True |
131,740 |
| 10 |
104.48 |
97.19 |
7.29 |
7.5% |
1.82 |
1.9% |
7% |
False |
True |
101,305 |
| 20 |
104.48 |
97.19 |
7.29 |
7.5% |
1.55 |
1.6% |
7% |
False |
True |
79,329 |
| 40 |
104.48 |
91.54 |
12.94 |
13.2% |
1.45 |
1.5% |
47% |
False |
False |
59,233 |
| 60 |
104.48 |
91.35 |
13.13 |
13.4% |
1.36 |
1.4% |
48% |
False |
False |
45,869 |
| 80 |
104.48 |
91.35 |
13.13 |
13.4% |
1.30 |
1.3% |
48% |
False |
False |
38,147 |
| 100 |
104.48 |
91.35 |
13.13 |
13.4% |
1.26 |
1.3% |
48% |
False |
False |
32,706 |
| 120 |
104.48 |
91.35 |
13.13 |
13.4% |
1.23 |
1.3% |
48% |
False |
False |
28,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.43 |
|
2.618 |
104.25 |
|
1.618 |
102.30 |
|
1.000 |
101.09 |
|
0.618 |
100.35 |
|
HIGH |
99.14 |
|
0.618 |
98.40 |
|
0.500 |
98.17 |
|
0.382 |
97.93 |
|
LOW |
97.19 |
|
0.618 |
95.98 |
|
1.000 |
95.24 |
|
1.618 |
94.03 |
|
2.618 |
92.08 |
|
4.250 |
88.90 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.17 |
99.72 |
| PP |
98.00 |
99.04 |
| S1 |
97.84 |
98.36 |
|