NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
94.53 |
95.00 |
0.47 |
0.5% |
98.04 |
| High |
95.40 |
95.32 |
-0.08 |
-0.1% |
98.06 |
| Low |
94.43 |
94.60 |
0.17 |
0.2% |
94.58 |
| Close |
95.33 |
95.10 |
-0.23 |
-0.2% |
95.86 |
| Range |
0.97 |
0.72 |
-0.25 |
-25.8% |
3.48 |
| ATR |
1.18 |
1.14 |
-0.03 |
-2.7% |
0.00 |
| Volume |
14,902 |
27,425 |
12,523 |
84.0% |
106,864 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.17 |
96.85 |
95.50 |
|
| R3 |
96.45 |
96.13 |
95.30 |
|
| R2 |
95.73 |
95.73 |
95.23 |
|
| R1 |
95.41 |
95.41 |
95.17 |
95.57 |
| PP |
95.01 |
95.01 |
95.01 |
95.09 |
| S1 |
94.69 |
94.69 |
95.03 |
94.85 |
| S2 |
94.29 |
94.29 |
94.97 |
|
| S3 |
93.57 |
93.97 |
94.90 |
|
| S4 |
92.85 |
93.25 |
94.70 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.61 |
104.71 |
97.77 |
|
| R3 |
103.13 |
101.23 |
96.82 |
|
| R2 |
99.65 |
99.65 |
96.50 |
|
| R1 |
97.75 |
97.75 |
96.18 |
96.96 |
| PP |
96.17 |
96.17 |
96.17 |
95.77 |
| S1 |
94.27 |
94.27 |
95.54 |
93.48 |
| S2 |
92.69 |
92.69 |
95.22 |
|
| S3 |
89.21 |
90.79 |
94.90 |
|
| S4 |
85.73 |
87.31 |
93.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.03 |
94.34 |
1.69 |
1.8% |
0.96 |
1.0% |
45% |
False |
False |
22,709 |
| 10 |
98.27 |
94.34 |
3.93 |
4.1% |
1.11 |
1.2% |
19% |
False |
False |
21,331 |
| 20 |
99.93 |
94.34 |
5.59 |
5.9% |
1.09 |
1.1% |
14% |
False |
False |
18,397 |
| 40 |
99.93 |
91.15 |
8.78 |
9.2% |
1.02 |
1.1% |
45% |
False |
False |
15,221 |
| 60 |
99.93 |
89.09 |
10.84 |
11.4% |
1.00 |
1.1% |
55% |
False |
False |
13,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.38 |
|
2.618 |
97.20 |
|
1.618 |
96.48 |
|
1.000 |
96.04 |
|
0.618 |
95.76 |
|
HIGH |
95.32 |
|
0.618 |
95.04 |
|
0.500 |
94.96 |
|
0.382 |
94.88 |
|
LOW |
94.60 |
|
0.618 |
94.16 |
|
1.000 |
93.88 |
|
1.618 |
93.44 |
|
2.618 |
92.72 |
|
4.250 |
91.54 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.05 |
95.09 |
| PP |
95.01 |
95.08 |
| S1 |
94.96 |
95.07 |
|