NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
99.18 |
100.30 |
1.12 |
1.1% |
98.81 |
| High |
100.46 |
101.70 |
1.24 |
1.2% |
100.25 |
| Low |
99.10 |
100.03 |
0.93 |
0.9% |
97.00 |
| Close |
100.26 |
101.28 |
1.02 |
1.0% |
99.46 |
| Range |
1.36 |
1.67 |
0.31 |
22.8% |
3.25 |
| ATR |
1.53 |
1.54 |
0.01 |
0.7% |
0.00 |
| Volume |
211,367 |
202,200 |
-9,167 |
-4.3% |
1,057,525 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.01 |
105.32 |
102.20 |
|
| R3 |
104.34 |
103.65 |
101.74 |
|
| R2 |
102.67 |
102.67 |
101.59 |
|
| R1 |
101.98 |
101.98 |
101.43 |
102.33 |
| PP |
101.00 |
101.00 |
101.00 |
101.18 |
| S1 |
100.31 |
100.31 |
101.13 |
100.66 |
| S2 |
99.33 |
99.33 |
100.97 |
|
| S3 |
97.66 |
98.64 |
100.82 |
|
| S4 |
95.99 |
96.97 |
100.36 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.65 |
107.31 |
101.25 |
|
| R3 |
105.40 |
104.06 |
100.35 |
|
| R2 |
102.15 |
102.15 |
100.06 |
|
| R1 |
100.81 |
100.81 |
99.76 |
101.48 |
| PP |
98.90 |
98.90 |
98.90 |
99.24 |
| S1 |
97.56 |
97.56 |
99.16 |
98.23 |
| S2 |
95.65 |
95.65 |
98.86 |
|
| S3 |
92.40 |
94.31 |
98.57 |
|
| S4 |
89.15 |
91.06 |
97.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.70 |
98.25 |
3.45 |
3.4% |
1.54 |
1.5% |
88% |
True |
False |
194,715 |
| 10 |
101.70 |
97.00 |
4.70 |
4.6% |
1.49 |
1.5% |
91% |
True |
False |
196,606 |
| 20 |
104.48 |
97.00 |
7.48 |
7.4% |
1.64 |
1.6% |
57% |
False |
False |
153,871 |
| 40 |
104.48 |
94.62 |
9.86 |
9.7% |
1.47 |
1.5% |
68% |
False |
False |
103,506 |
| 60 |
104.48 |
91.35 |
13.13 |
13.0% |
1.45 |
1.4% |
76% |
False |
False |
78,871 |
| 80 |
104.48 |
91.35 |
13.13 |
13.0% |
1.33 |
1.3% |
76% |
False |
False |
63,266 |
| 100 |
104.48 |
91.35 |
13.13 |
13.0% |
1.30 |
1.3% |
76% |
False |
False |
52,926 |
| 120 |
104.48 |
91.35 |
13.13 |
13.0% |
1.26 |
1.2% |
76% |
False |
False |
45,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.80 |
|
2.618 |
106.07 |
|
1.618 |
104.40 |
|
1.000 |
103.37 |
|
0.618 |
102.73 |
|
HIGH |
101.70 |
|
0.618 |
101.06 |
|
0.500 |
100.87 |
|
0.382 |
100.67 |
|
LOW |
100.03 |
|
0.618 |
99.00 |
|
1.000 |
98.36 |
|
1.618 |
97.33 |
|
2.618 |
95.66 |
|
4.250 |
92.93 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.14 |
100.94 |
| PP |
101.00 |
100.59 |
| S1 |
100.87 |
100.25 |
|