NYMEX Light Sweet Crude Oil Future June 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 |
98.52 |
99.55 |
1.03 |
1.0% |
98.09 |
| High |
99.68 |
100.89 |
1.21 |
1.2% |
99.45 |
| Low |
98.50 |
99.28 |
0.78 |
0.8% |
96.42 |
| Close |
99.53 |
100.53 |
1.00 |
1.0% |
98.65 |
| Range |
1.18 |
1.61 |
0.43 |
36.4% |
3.03 |
| ATR |
1.43 |
1.44 |
0.01 |
0.9% |
0.00 |
| Volume |
75,585 |
94,281 |
18,696 |
24.7% |
432,766 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.06 |
104.41 |
101.42 |
|
| R3 |
103.45 |
102.80 |
100.97 |
|
| R2 |
101.84 |
101.84 |
100.83 |
|
| R1 |
101.19 |
101.19 |
100.68 |
101.52 |
| PP |
100.23 |
100.23 |
100.23 |
100.40 |
| S1 |
99.58 |
99.58 |
100.38 |
99.91 |
| S2 |
98.62 |
98.62 |
100.23 |
|
| S3 |
97.01 |
97.97 |
100.09 |
|
| S4 |
95.40 |
96.36 |
99.64 |
|
|
| 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 |
100.89 |
97.45 |
3.44 |
3.4% |
1.47 |
1.5% |
90% |
True |
False |
76,815 |
| 10 |
100.89 |
96.42 |
4.47 |
4.4% |
1.40 |
1.4% |
92% |
True |
False |
80,856 |
| 20 |
103.45 |
96.42 |
7.03 |
7.0% |
1.52 |
1.5% |
58% |
False |
False |
79,438 |
| 40 |
103.45 |
93.73 |
9.72 |
9.7% |
1.37 |
1.4% |
70% |
False |
False |
64,242 |
| 60 |
103.45 |
90.97 |
12.48 |
12.4% |
1.36 |
1.4% |
77% |
False |
False |
57,684 |
| 80 |
103.45 |
90.97 |
12.48 |
12.4% |
1.27 |
1.3% |
77% |
False |
False |
51,655 |
| 100 |
103.45 |
90.97 |
12.48 |
12.4% |
1.26 |
1.3% |
77% |
False |
False |
48,202 |
| 120 |
103.45 |
90.97 |
12.48 |
12.4% |
1.27 |
1.3% |
77% |
False |
False |
45,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.73 |
|
2.618 |
105.10 |
|
1.618 |
103.49 |
|
1.000 |
102.50 |
|
0.618 |
101.88 |
|
HIGH |
100.89 |
|
0.618 |
100.27 |
|
0.500 |
100.09 |
|
0.382 |
99.90 |
|
LOW |
99.28 |
|
0.618 |
98.29 |
|
1.000 |
97.67 |
|
1.618 |
96.68 |
|
2.618 |
95.07 |
|
4.250 |
92.44 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.38 |
100.19 |
| PP |
100.23 |
99.85 |
| S1 |
100.09 |
99.52 |
|