NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
100.30 |
98.72 |
-1.58 |
-1.6% |
100.39 |
| High |
100.30 |
99.22 |
-1.08 |
-1.1% |
102.27 |
| Low |
98.61 |
97.49 |
-1.12 |
-1.1% |
98.15 |
| Close |
98.86 |
98.07 |
-0.79 |
-0.8% |
100.10 |
| Range |
1.69 |
1.73 |
0.04 |
2.4% |
4.12 |
| ATR |
1.32 |
1.35 |
0.03 |
2.2% |
0.00 |
| Volume |
25,223 |
31,144 |
5,921 |
23.5% |
136,116 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.45 |
102.49 |
99.02 |
|
| R3 |
101.72 |
100.76 |
98.55 |
|
| R2 |
99.99 |
99.99 |
98.39 |
|
| R1 |
99.03 |
99.03 |
98.23 |
98.65 |
| PP |
98.26 |
98.26 |
98.26 |
98.07 |
| S1 |
97.30 |
97.30 |
97.91 |
96.92 |
| S2 |
96.53 |
96.53 |
97.75 |
|
| S3 |
94.80 |
95.57 |
97.59 |
|
| S4 |
93.07 |
93.84 |
97.12 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.53 |
110.44 |
102.37 |
|
| R3 |
108.41 |
106.32 |
101.23 |
|
| R2 |
104.29 |
104.29 |
100.86 |
|
| R1 |
102.20 |
102.20 |
100.48 |
101.19 |
| PP |
100.17 |
100.17 |
100.17 |
99.67 |
| S1 |
98.08 |
98.08 |
99.72 |
97.07 |
| S2 |
96.05 |
96.05 |
99.34 |
|
| S3 |
91.93 |
93.96 |
98.97 |
|
| S4 |
87.81 |
89.84 |
97.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.79 |
97.49 |
3.30 |
3.4% |
1.62 |
1.6% |
18% |
False |
True |
28,164 |
| 10 |
102.27 |
97.49 |
4.78 |
4.9% |
1.44 |
1.5% |
12% |
False |
True |
25,106 |
| 20 |
102.27 |
96.72 |
5.55 |
5.7% |
1.25 |
1.3% |
24% |
False |
False |
22,640 |
| 40 |
102.27 |
90.49 |
11.78 |
12.0% |
1.19 |
1.2% |
64% |
False |
False |
18,134 |
| 60 |
102.27 |
90.40 |
11.87 |
12.1% |
1.10 |
1.1% |
65% |
False |
False |
15,052 |
| 80 |
102.27 |
90.40 |
11.87 |
12.1% |
1.05 |
1.1% |
65% |
False |
False |
13,172 |
| 100 |
102.27 |
90.40 |
11.87 |
12.1% |
1.02 |
1.0% |
65% |
False |
False |
11,425 |
| 120 |
102.27 |
90.40 |
11.87 |
12.1% |
1.00 |
1.0% |
65% |
False |
False |
9,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.57 |
|
2.618 |
103.75 |
|
1.618 |
102.02 |
|
1.000 |
100.95 |
|
0.618 |
100.29 |
|
HIGH |
99.22 |
|
0.618 |
98.56 |
|
0.500 |
98.36 |
|
0.382 |
98.15 |
|
LOW |
97.49 |
|
0.618 |
96.42 |
|
1.000 |
95.76 |
|
1.618 |
94.69 |
|
2.618 |
92.96 |
|
4.250 |
90.14 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.36 |
98.93 |
| PP |
98.26 |
98.64 |
| S1 |
98.17 |
98.36 |
|