NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
98.20 |
99.00 |
0.80 |
0.8% |
97.73 |
| High |
99.93 |
99.03 |
-0.90 |
-0.9% |
98.63 |
| Low |
98.20 |
98.11 |
-0.09 |
-0.1% |
96.79 |
| Close |
99.69 |
98.40 |
-1.29 |
-1.3% |
97.91 |
| Range |
1.73 |
0.92 |
-0.81 |
-46.8% |
1.84 |
| ATR |
1.04 |
1.08 |
0.04 |
3.7% |
0.00 |
| Volume |
8,944 |
32,492 |
23,548 |
263.3% |
62,521 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
100.76 |
98.91 |
|
| R3 |
100.35 |
99.84 |
98.65 |
|
| R2 |
99.43 |
99.43 |
98.57 |
|
| R1 |
98.92 |
98.92 |
98.48 |
98.72 |
| PP |
98.51 |
98.51 |
98.51 |
98.41 |
| S1 |
98.00 |
98.00 |
98.32 |
97.80 |
| S2 |
97.59 |
97.59 |
98.23 |
|
| S3 |
96.67 |
97.08 |
98.15 |
|
| S4 |
95.75 |
96.16 |
97.89 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.30 |
102.44 |
98.92 |
|
| R3 |
101.46 |
100.60 |
98.42 |
|
| R2 |
99.62 |
99.62 |
98.25 |
|
| R1 |
98.76 |
98.76 |
98.08 |
99.19 |
| PP |
97.78 |
97.78 |
97.78 |
97.99 |
| S1 |
96.92 |
96.92 |
97.74 |
97.35 |
| S2 |
95.94 |
95.94 |
97.57 |
|
| S3 |
94.10 |
95.08 |
97.40 |
|
| S4 |
92.26 |
93.24 |
96.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.93 |
97.12 |
2.81 |
2.9% |
1.01 |
1.0% |
46% |
False |
False |
15,034 |
| 10 |
99.93 |
96.79 |
3.14 |
3.2% |
0.96 |
1.0% |
51% |
False |
False |
15,682 |
| 20 |
99.93 |
91.49 |
8.44 |
8.6% |
0.99 |
1.0% |
82% |
False |
False |
13,650 |
| 40 |
99.93 |
89.09 |
10.84 |
11.0% |
0.97 |
1.0% |
86% |
False |
False |
12,700 |
| 60 |
99.93 |
89.09 |
10.84 |
11.0% |
0.92 |
0.9% |
86% |
False |
False |
11,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.94 |
|
2.618 |
101.44 |
|
1.618 |
100.52 |
|
1.000 |
99.95 |
|
0.618 |
99.60 |
|
HIGH |
99.03 |
|
0.618 |
98.68 |
|
0.500 |
98.57 |
|
0.382 |
98.46 |
|
LOW |
98.11 |
|
0.618 |
97.54 |
|
1.000 |
97.19 |
|
1.618 |
96.62 |
|
2.618 |
95.70 |
|
4.250 |
94.20 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.57 |
98.58 |
| PP |
98.51 |
98.52 |
| S1 |
98.46 |
98.46 |
|