NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
101.53 |
99.64 |
-1.89 |
-1.9% |
100.61 |
| High |
101.87 |
100.61 |
-1.26 |
-1.2% |
101.77 |
| Low |
99.44 |
98.93 |
-0.51 |
-0.5% |
99.59 |
| Close |
99.99 |
100.14 |
0.15 |
0.2% |
100.95 |
| Range |
2.43 |
1.68 |
-0.75 |
-30.9% |
2.18 |
| ATR |
1.43 |
1.45 |
0.02 |
1.2% |
0.00 |
| Volume |
53,518 |
77,418 |
23,900 |
44.7% |
225,151 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.93 |
104.22 |
101.06 |
|
| R3 |
103.25 |
102.54 |
100.60 |
|
| R2 |
101.57 |
101.57 |
100.45 |
|
| R1 |
100.86 |
100.86 |
100.29 |
101.22 |
| PP |
99.89 |
99.89 |
99.89 |
100.07 |
| S1 |
99.18 |
99.18 |
99.99 |
99.54 |
| S2 |
98.21 |
98.21 |
99.83 |
|
| S3 |
96.53 |
97.50 |
99.68 |
|
| S4 |
94.85 |
95.82 |
99.22 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.31 |
106.31 |
102.15 |
|
| R3 |
105.13 |
104.13 |
101.55 |
|
| R2 |
102.95 |
102.95 |
101.35 |
|
| R1 |
101.95 |
101.95 |
101.15 |
102.45 |
| PP |
100.77 |
100.77 |
100.77 |
101.02 |
| S1 |
99.77 |
99.77 |
100.75 |
100.27 |
| S2 |
98.59 |
98.59 |
100.55 |
|
| S3 |
96.41 |
97.59 |
100.35 |
|
| S4 |
94.23 |
95.41 |
99.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.45 |
98.93 |
4.52 |
4.5% |
1.82 |
1.8% |
27% |
False |
True |
65,944 |
| 10 |
103.45 |
98.93 |
4.52 |
4.5% |
1.53 |
1.5% |
27% |
False |
True |
53,791 |
| 20 |
103.45 |
95.23 |
8.22 |
8.2% |
1.39 |
1.4% |
60% |
False |
False |
53,959 |
| 40 |
103.45 |
90.97 |
12.48 |
12.5% |
1.32 |
1.3% |
73% |
False |
False |
50,860 |
| 60 |
103.45 |
90.97 |
12.48 |
12.5% |
1.24 |
1.2% |
73% |
False |
False |
44,000 |
| 80 |
103.45 |
90.97 |
12.48 |
12.5% |
1.23 |
1.2% |
73% |
False |
False |
42,193 |
| 100 |
103.45 |
90.97 |
12.48 |
12.5% |
1.23 |
1.2% |
73% |
False |
False |
40,870 |
| 120 |
103.45 |
90.97 |
12.48 |
12.5% |
1.26 |
1.3% |
73% |
False |
False |
37,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.75 |
|
2.618 |
105.01 |
|
1.618 |
103.33 |
|
1.000 |
102.29 |
|
0.618 |
101.65 |
|
HIGH |
100.61 |
|
0.618 |
99.97 |
|
0.500 |
99.77 |
|
0.382 |
99.57 |
|
LOW |
98.93 |
|
0.618 |
97.89 |
|
1.000 |
97.25 |
|
1.618 |
96.21 |
|
2.618 |
94.53 |
|
4.250 |
91.79 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.02 |
101.03 |
| PP |
99.89 |
100.73 |
| S1 |
99.77 |
100.44 |
|