NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.77 |
97.09 |
0.32 |
0.3% |
100.30 |
| High |
97.22 |
97.50 |
0.28 |
0.3% |
100.30 |
| Low |
96.43 |
96.37 |
-0.06 |
-0.1% |
95.98 |
| Close |
97.09 |
97.15 |
0.06 |
0.1% |
97.31 |
| Range |
0.79 |
1.13 |
0.34 |
43.0% |
4.32 |
| ATR |
1.32 |
1.31 |
-0.01 |
-1.0% |
0.00 |
| Volume |
40,340 |
42,163 |
1,823 |
4.5% |
206,239 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
99.90 |
97.77 |
|
| R3 |
99.27 |
98.77 |
97.46 |
|
| R2 |
98.14 |
98.14 |
97.36 |
|
| R1 |
97.64 |
97.64 |
97.25 |
97.89 |
| PP |
97.01 |
97.01 |
97.01 |
97.13 |
| S1 |
96.51 |
96.51 |
97.05 |
96.76 |
| S2 |
95.88 |
95.88 |
96.94 |
|
| S3 |
94.75 |
95.38 |
96.84 |
|
| S4 |
93.62 |
94.25 |
96.53 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.82 |
108.39 |
99.69 |
|
| R3 |
106.50 |
104.07 |
98.50 |
|
| R2 |
102.18 |
102.18 |
98.10 |
|
| R1 |
99.75 |
99.75 |
97.71 |
98.81 |
| PP |
97.86 |
97.86 |
97.86 |
97.39 |
| S1 |
95.43 |
95.43 |
96.91 |
94.49 |
| S2 |
93.54 |
93.54 |
96.52 |
|
| S3 |
89.22 |
91.11 |
96.12 |
|
| S4 |
84.90 |
86.79 |
94.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.55 |
95.73 |
1.82 |
1.9% |
1.21 |
1.2% |
78% |
False |
False |
36,254 |
| 10 |
100.36 |
95.73 |
4.63 |
4.8% |
1.28 |
1.3% |
31% |
False |
False |
37,239 |
| 20 |
102.27 |
95.73 |
6.54 |
6.7% |
1.33 |
1.4% |
22% |
False |
False |
29,239 |
| 40 |
102.27 |
92.85 |
9.42 |
9.7% |
1.20 |
1.2% |
46% |
False |
False |
23,053 |
| 60 |
102.27 |
90.40 |
11.87 |
12.2% |
1.15 |
1.2% |
57% |
False |
False |
18,945 |
| 80 |
102.27 |
90.40 |
11.87 |
12.2% |
1.08 |
1.1% |
57% |
False |
False |
16,115 |
| 100 |
102.27 |
90.40 |
11.87 |
12.2% |
1.03 |
1.1% |
57% |
False |
False |
14,020 |
| 120 |
102.27 |
90.40 |
11.87 |
12.2% |
1.02 |
1.0% |
57% |
False |
False |
12,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.30 |
|
2.618 |
100.46 |
|
1.618 |
99.33 |
|
1.000 |
98.63 |
|
0.618 |
98.20 |
|
HIGH |
97.50 |
|
0.618 |
97.07 |
|
0.500 |
96.94 |
|
0.382 |
96.80 |
|
LOW |
96.37 |
|
0.618 |
95.67 |
|
1.000 |
95.24 |
|
1.618 |
94.54 |
|
2.618 |
93.41 |
|
4.250 |
91.57 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.08 |
97.01 |
| PP |
97.01 |
96.86 |
| S1 |
96.94 |
96.72 |
|