NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
100.42 |
101.16 |
0.74 |
0.7% |
101.33 |
| High |
101.38 |
101.16 |
-0.22 |
-0.2% |
103.45 |
| Low |
100.17 |
99.48 |
-0.69 |
-0.7% |
98.93 |
| Close |
101.07 |
99.75 |
-1.32 |
-1.3% |
101.07 |
| Range |
1.21 |
1.68 |
0.47 |
38.8% |
4.52 |
| ATR |
1.43 |
1.45 |
0.02 |
1.2% |
0.00 |
| Volume |
81,275 |
63,966 |
-17,309 |
-21.3% |
355,431 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.17 |
104.14 |
100.67 |
|
| R3 |
103.49 |
102.46 |
100.21 |
|
| R2 |
101.81 |
101.81 |
100.06 |
|
| R1 |
100.78 |
100.78 |
99.90 |
100.46 |
| PP |
100.13 |
100.13 |
100.13 |
99.97 |
| S1 |
99.10 |
99.10 |
99.60 |
98.78 |
| S2 |
98.45 |
98.45 |
99.44 |
|
| S3 |
96.77 |
97.42 |
99.29 |
|
| S4 |
95.09 |
95.74 |
98.83 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.71 |
112.41 |
103.56 |
|
| R3 |
110.19 |
107.89 |
102.31 |
|
| R2 |
105.67 |
105.67 |
101.90 |
|
| R1 |
103.37 |
103.37 |
101.48 |
102.26 |
| PP |
101.15 |
101.15 |
101.15 |
100.60 |
| S1 |
98.85 |
98.85 |
100.66 |
97.74 |
| S2 |
96.63 |
96.63 |
100.24 |
|
| S3 |
92.11 |
94.33 |
99.83 |
|
| S4 |
87.59 |
89.81 |
98.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.13 |
98.93 |
4.20 |
4.2% |
1.77 |
1.8% |
20% |
False |
False |
75,891 |
| 10 |
103.45 |
98.93 |
4.52 |
4.5% |
1.56 |
1.6% |
18% |
False |
False |
60,031 |
| 20 |
103.45 |
97.19 |
6.26 |
6.3% |
1.34 |
1.3% |
41% |
False |
False |
56,968 |
| 40 |
103.45 |
91.00 |
12.45 |
12.5% |
1.32 |
1.3% |
70% |
False |
False |
51,774 |
| 60 |
103.45 |
90.97 |
12.48 |
12.5% |
1.25 |
1.3% |
70% |
False |
False |
45,315 |
| 80 |
103.45 |
90.97 |
12.48 |
12.5% |
1.25 |
1.2% |
70% |
False |
False |
43,277 |
| 100 |
103.45 |
90.97 |
12.48 |
12.5% |
1.24 |
1.2% |
70% |
False |
False |
41,690 |
| 120 |
103.45 |
90.97 |
12.48 |
12.5% |
1.27 |
1.3% |
70% |
False |
False |
38,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.30 |
|
2.618 |
105.56 |
|
1.618 |
103.88 |
|
1.000 |
102.84 |
|
0.618 |
102.20 |
|
HIGH |
101.16 |
|
0.618 |
100.52 |
|
0.500 |
100.32 |
|
0.382 |
100.12 |
|
LOW |
99.48 |
|
0.618 |
98.44 |
|
1.000 |
97.80 |
|
1.618 |
96.76 |
|
2.618 |
95.08 |
|
4.250 |
92.34 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.32 |
100.16 |
| PP |
100.13 |
100.02 |
| S1 |
99.94 |
99.89 |
|