NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
101.74 |
100.78 |
-0.96 |
-0.9% |
99.65 |
| High |
101.97 |
100.79 |
-1.18 |
-1.2% |
100.75 |
| Low |
100.33 |
98.57 |
-1.76 |
-1.8% |
98.69 |
| Close |
100.65 |
99.03 |
-1.62 |
-1.6% |
99.96 |
| Range |
1.64 |
2.22 |
0.58 |
35.4% |
2.06 |
| ATR |
1.22 |
1.29 |
0.07 |
5.9% |
0.00 |
| Volume |
38,374 |
24,958 |
-13,416 |
-35.0% |
88,155 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.12 |
104.80 |
100.25 |
|
| R3 |
103.90 |
102.58 |
99.64 |
|
| R2 |
101.68 |
101.68 |
99.44 |
|
| R1 |
100.36 |
100.36 |
99.23 |
99.91 |
| PP |
99.46 |
99.46 |
99.46 |
99.24 |
| S1 |
98.14 |
98.14 |
98.83 |
97.69 |
| S2 |
97.24 |
97.24 |
98.62 |
|
| S3 |
95.02 |
95.92 |
98.42 |
|
| S4 |
92.80 |
93.70 |
97.81 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.98 |
105.03 |
101.09 |
|
| R3 |
103.92 |
102.97 |
100.53 |
|
| R2 |
101.86 |
101.86 |
100.34 |
|
| R1 |
100.91 |
100.91 |
100.15 |
101.39 |
| PP |
99.80 |
99.80 |
99.80 |
100.04 |
| S1 |
98.85 |
98.85 |
99.77 |
99.33 |
| S2 |
97.74 |
97.74 |
99.58 |
|
| S3 |
95.68 |
96.79 |
99.39 |
|
| S4 |
93.62 |
94.73 |
98.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.27 |
98.57 |
3.70 |
3.7% |
1.51 |
1.5% |
12% |
False |
True |
23,830 |
| 10 |
102.27 |
98.57 |
3.70 |
3.7% |
1.31 |
1.3% |
12% |
False |
True |
21,536 |
| 20 |
102.27 |
93.76 |
8.51 |
8.6% |
1.23 |
1.2% |
62% |
False |
False |
19,805 |
| 40 |
102.27 |
90.40 |
11.87 |
12.0% |
1.15 |
1.2% |
73% |
False |
False |
16,876 |
| 60 |
102.27 |
90.40 |
11.87 |
12.0% |
1.05 |
1.1% |
73% |
False |
False |
13,781 |
| 80 |
102.27 |
90.40 |
11.87 |
12.0% |
1.02 |
1.0% |
73% |
False |
False |
11,998 |
| 100 |
102.27 |
90.40 |
11.87 |
12.0% |
1.00 |
1.0% |
73% |
False |
False |
10,385 |
| 120 |
102.27 |
90.40 |
11.87 |
12.0% |
0.96 |
1.0% |
73% |
False |
False |
8,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.23 |
|
2.618 |
106.60 |
|
1.618 |
104.38 |
|
1.000 |
103.01 |
|
0.618 |
102.16 |
|
HIGH |
100.79 |
|
0.618 |
99.94 |
|
0.500 |
99.68 |
|
0.382 |
99.42 |
|
LOW |
98.57 |
|
0.618 |
97.20 |
|
1.000 |
96.35 |
|
1.618 |
94.98 |
|
2.618 |
92.76 |
|
4.250 |
89.14 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.68 |
100.42 |
| PP |
99.46 |
99.96 |
| S1 |
99.25 |
99.49 |
|