NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
97.37 |
98.09 |
0.72 |
0.7% |
101.16 |
| High |
98.31 |
98.34 |
0.03 |
0.0% |
101.16 |
| Low |
97.15 |
96.42 |
-0.73 |
-0.8% |
96.63 |
| Close |
97.99 |
96.95 |
-1.04 |
-1.1% |
97.99 |
| Range |
1.16 |
1.92 |
0.76 |
65.5% |
4.53 |
| ATR |
1.46 |
1.50 |
0.03 |
2.2% |
0.00 |
| Volume |
87,756 |
67,058 |
-20,698 |
-23.6% |
456,956 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.00 |
101.89 |
98.01 |
|
| R3 |
101.08 |
99.97 |
97.48 |
|
| R2 |
99.16 |
99.16 |
97.30 |
|
| R1 |
98.05 |
98.05 |
97.13 |
97.65 |
| PP |
97.24 |
97.24 |
97.24 |
97.03 |
| S1 |
96.13 |
96.13 |
96.77 |
95.73 |
| S2 |
95.32 |
95.32 |
96.60 |
|
| S3 |
93.40 |
94.21 |
96.42 |
|
| S4 |
91.48 |
92.29 |
95.89 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.18 |
109.62 |
100.48 |
|
| R3 |
107.65 |
105.09 |
99.24 |
|
| R2 |
103.12 |
103.12 |
98.82 |
|
| R1 |
100.56 |
100.56 |
98.41 |
99.58 |
| PP |
98.59 |
98.59 |
98.59 |
98.10 |
| S1 |
96.03 |
96.03 |
97.57 |
95.05 |
| S2 |
94.06 |
94.06 |
97.16 |
|
| S3 |
89.53 |
91.50 |
96.74 |
|
| S4 |
85.00 |
86.97 |
95.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.13 |
96.42 |
3.71 |
3.8% |
1.51 |
1.6% |
14% |
False |
True |
92,009 |
| 10 |
103.13 |
96.42 |
6.71 |
6.9% |
1.64 |
1.7% |
8% |
False |
True |
83,950 |
| 20 |
103.45 |
96.42 |
7.03 |
7.3% |
1.47 |
1.5% |
8% |
False |
True |
65,824 |
| 40 |
103.45 |
92.68 |
10.77 |
11.1% |
1.35 |
1.4% |
40% |
False |
False |
56,832 |
| 60 |
103.45 |
90.97 |
12.48 |
12.9% |
1.29 |
1.3% |
48% |
False |
False |
50,207 |
| 80 |
103.45 |
90.97 |
12.48 |
12.9% |
1.25 |
1.3% |
48% |
False |
False |
46,536 |
| 100 |
103.45 |
90.97 |
12.48 |
12.9% |
1.25 |
1.3% |
48% |
False |
False |
44,627 |
| 120 |
103.45 |
90.97 |
12.48 |
12.9% |
1.26 |
1.3% |
48% |
False |
False |
41,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.50 |
|
2.618 |
103.37 |
|
1.618 |
101.45 |
|
1.000 |
100.26 |
|
0.618 |
99.53 |
|
HIGH |
98.34 |
|
0.618 |
97.61 |
|
0.500 |
97.38 |
|
0.382 |
97.15 |
|
LOW |
96.42 |
|
0.618 |
95.23 |
|
1.000 |
94.50 |
|
1.618 |
93.31 |
|
2.618 |
91.39 |
|
4.250 |
88.26 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.38 |
97.38 |
| PP |
97.24 |
97.24 |
| S1 |
97.09 |
97.09 |
|