NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
98.70 |
98.63 |
-0.07 |
-0.1% |
98.09 |
| High |
99.48 |
99.50 |
0.02 |
0.0% |
99.45 |
| Low |
98.29 |
98.14 |
-0.15 |
-0.2% |
96.42 |
| Close |
98.83 |
98.53 |
-0.30 |
-0.3% |
98.65 |
| Range |
1.19 |
1.36 |
0.17 |
14.3% |
3.03 |
| ATR |
1.45 |
1.45 |
-0.01 |
-0.5% |
0.00 |
| Volume |
70,329 |
47,851 |
-22,478 |
-32.0% |
432,766 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.80 |
102.03 |
99.28 |
|
| R3 |
101.44 |
100.67 |
98.90 |
|
| R2 |
100.08 |
100.08 |
98.78 |
|
| R1 |
99.31 |
99.31 |
98.65 |
99.02 |
| PP |
98.72 |
98.72 |
98.72 |
98.58 |
| S1 |
97.95 |
97.95 |
98.41 |
97.66 |
| S2 |
97.36 |
97.36 |
98.28 |
|
| S3 |
96.00 |
96.59 |
98.16 |
|
| S4 |
94.64 |
95.23 |
97.78 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.26 |
105.99 |
100.32 |
|
| R3 |
104.23 |
102.96 |
99.48 |
|
| R2 |
101.20 |
101.20 |
99.21 |
|
| R1 |
99.93 |
99.93 |
98.93 |
100.57 |
| PP |
98.17 |
98.17 |
98.17 |
98.49 |
| S1 |
96.90 |
96.90 |
98.37 |
97.54 |
| S2 |
95.14 |
95.14 |
98.09 |
|
| S3 |
92.11 |
93.87 |
97.82 |
|
| S4 |
89.08 |
90.84 |
96.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.50 |
97.26 |
2.24 |
2.3% |
1.32 |
1.3% |
57% |
True |
False |
84,377 |
| 10 |
99.50 |
96.42 |
3.08 |
3.1% |
1.37 |
1.4% |
69% |
True |
False |
87,898 |
| 20 |
103.45 |
96.42 |
7.03 |
7.1% |
1.49 |
1.5% |
30% |
False |
False |
75,407 |
| 40 |
103.45 |
93.73 |
9.72 |
9.9% |
1.37 |
1.4% |
49% |
False |
False |
62,121 |
| 60 |
103.45 |
90.97 |
12.48 |
12.7% |
1.35 |
1.4% |
61% |
False |
False |
55,445 |
| 80 |
103.45 |
90.97 |
12.48 |
12.7% |
1.27 |
1.3% |
61% |
False |
False |
50,196 |
| 100 |
103.45 |
90.97 |
12.48 |
12.7% |
1.25 |
1.3% |
61% |
False |
False |
47,236 |
| 120 |
103.45 |
90.97 |
12.48 |
12.7% |
1.27 |
1.3% |
61% |
False |
False |
44,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.28 |
|
2.618 |
103.06 |
|
1.618 |
101.70 |
|
1.000 |
100.86 |
|
0.618 |
100.34 |
|
HIGH |
99.50 |
|
0.618 |
98.98 |
|
0.500 |
98.82 |
|
0.382 |
98.66 |
|
LOW |
98.14 |
|
0.618 |
97.30 |
|
1.000 |
96.78 |
|
1.618 |
95.94 |
|
2.618 |
94.58 |
|
4.250 |
92.36 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.82 |
98.51 |
| PP |
98.72 |
98.49 |
| S1 |
98.63 |
98.48 |
|