NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
97.78 |
98.55 |
0.77 |
0.8% |
99.25 |
| High |
98.70 |
99.27 |
0.57 |
0.6% |
101.12 |
| Low |
97.31 |
98.33 |
1.02 |
1.0% |
97.31 |
| Close |
98.23 |
99.12 |
0.89 |
0.9% |
99.12 |
| Range |
1.39 |
0.94 |
-0.45 |
-32.4% |
3.81 |
| ATR |
1.19 |
1.18 |
-0.01 |
-0.9% |
0.00 |
| Volume |
21,132 |
20,717 |
-415 |
-2.0% |
89,614 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
101.36 |
99.64 |
|
| R3 |
100.79 |
100.42 |
99.38 |
|
| R2 |
99.85 |
99.85 |
99.29 |
|
| R1 |
99.48 |
99.48 |
99.21 |
99.67 |
| PP |
98.91 |
98.91 |
98.91 |
99.00 |
| S1 |
98.54 |
98.54 |
99.03 |
98.73 |
| S2 |
97.97 |
97.97 |
98.95 |
|
| S3 |
97.03 |
97.60 |
98.86 |
|
| S4 |
96.09 |
96.66 |
98.60 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.61 |
108.68 |
101.22 |
|
| R3 |
106.80 |
104.87 |
100.17 |
|
| R2 |
102.99 |
102.99 |
99.82 |
|
| R1 |
101.06 |
101.06 |
99.47 |
100.12 |
| PP |
99.18 |
99.18 |
99.18 |
98.72 |
| S1 |
97.25 |
97.25 |
98.77 |
96.31 |
| S2 |
95.37 |
95.37 |
98.42 |
|
| S3 |
91.56 |
93.44 |
98.07 |
|
| S4 |
87.75 |
89.63 |
97.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.12 |
97.31 |
3.81 |
3.8% |
1.42 |
1.4% |
48% |
False |
False |
17,922 |
| 10 |
101.12 |
97.31 |
3.81 |
3.8% |
1.16 |
1.2% |
48% |
False |
False |
13,504 |
| 20 |
101.12 |
93.99 |
7.13 |
7.2% |
1.08 |
1.1% |
72% |
False |
False |
11,447 |
| 40 |
101.12 |
89.73 |
11.39 |
11.5% |
1.00 |
1.0% |
82% |
False |
False |
9,413 |
| 60 |
101.12 |
89.73 |
11.39 |
11.5% |
0.93 |
0.9% |
82% |
False |
False |
7,792 |
| 80 |
101.12 |
89.73 |
11.39 |
11.5% |
0.91 |
0.9% |
82% |
False |
False |
7,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.27 |
|
2.618 |
101.73 |
|
1.618 |
100.79 |
|
1.000 |
100.21 |
|
0.618 |
99.85 |
|
HIGH |
99.27 |
|
0.618 |
98.91 |
|
0.500 |
98.80 |
|
0.382 |
98.69 |
|
LOW |
98.33 |
|
0.618 |
97.75 |
|
1.000 |
97.39 |
|
1.618 |
96.81 |
|
2.618 |
95.87 |
|
4.250 |
94.34 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.01 |
98.90 |
| PP |
98.91 |
98.68 |
| S1 |
98.80 |
98.46 |
|