NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
95.85 |
96.67 |
0.82 |
0.9% |
99.15 |
| High |
96.81 |
96.67 |
-0.14 |
-0.1% |
99.15 |
| Low |
95.78 |
95.06 |
-0.72 |
-0.8% |
95.28 |
| Close |
96.60 |
95.45 |
-1.15 |
-1.2% |
96.60 |
| Range |
1.03 |
1.61 |
0.58 |
56.3% |
3.87 |
| ATR |
1.23 |
1.25 |
0.03 |
2.2% |
0.00 |
| Volume |
23,191 |
12,264 |
-10,927 |
-47.1% |
128,794 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.56 |
99.61 |
96.34 |
|
| R3 |
98.95 |
98.00 |
95.89 |
|
| R2 |
97.34 |
97.34 |
95.75 |
|
| R1 |
96.39 |
96.39 |
95.60 |
96.06 |
| PP |
95.73 |
95.73 |
95.73 |
95.56 |
| S1 |
94.78 |
94.78 |
95.30 |
94.45 |
| S2 |
94.12 |
94.12 |
95.15 |
|
| S3 |
92.51 |
93.17 |
95.01 |
|
| S4 |
90.90 |
91.56 |
94.56 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.62 |
106.48 |
98.73 |
|
| R3 |
104.75 |
102.61 |
97.66 |
|
| R2 |
100.88 |
100.88 |
97.31 |
|
| R1 |
98.74 |
98.74 |
96.95 |
97.88 |
| PP |
97.01 |
97.01 |
97.01 |
96.58 |
| S1 |
94.87 |
94.87 |
96.25 |
94.01 |
| S2 |
93.14 |
93.14 |
95.89 |
|
| S3 |
89.27 |
91.00 |
95.54 |
|
| S4 |
85.40 |
87.13 |
94.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.26 |
95.06 |
3.20 |
3.4% |
1.29 |
1.3% |
12% |
False |
True |
24,814 |
| 10 |
100.09 |
95.06 |
5.03 |
5.3% |
1.32 |
1.4% |
8% |
False |
True |
22,351 |
| 20 |
101.12 |
95.06 |
6.06 |
6.3% |
1.17 |
1.2% |
6% |
False |
True |
15,832 |
| 40 |
101.12 |
91.21 |
9.91 |
10.4% |
1.07 |
1.1% |
43% |
False |
False |
11,439 |
| 60 |
101.12 |
89.73 |
11.39 |
11.9% |
0.99 |
1.0% |
50% |
False |
False |
9,594 |
| 80 |
101.12 |
89.73 |
11.39 |
11.9% |
0.94 |
1.0% |
50% |
False |
False |
8,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.51 |
|
2.618 |
100.88 |
|
1.618 |
99.27 |
|
1.000 |
98.28 |
|
0.618 |
97.66 |
|
HIGH |
96.67 |
|
0.618 |
96.05 |
|
0.500 |
95.87 |
|
0.382 |
95.68 |
|
LOW |
95.06 |
|
0.618 |
94.07 |
|
1.000 |
93.45 |
|
1.618 |
92.46 |
|
2.618 |
90.85 |
|
4.250 |
88.22 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.87 |
95.94 |
| PP |
95.73 |
95.77 |
| S1 |
95.59 |
95.61 |
|