NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
96.42 |
95.13 |
-1.29 |
-1.3% |
97.48 |
| High |
96.44 |
95.13 |
-1.31 |
-1.4% |
98.71 |
| Low |
95.68 |
93.94 |
-1.74 |
-1.8% |
95.70 |
| Close |
95.73 |
94.36 |
-1.37 |
-1.4% |
97.15 |
| Range |
0.76 |
1.19 |
0.43 |
56.6% |
3.01 |
| ATR |
0.96 |
1.02 |
0.06 |
6.2% |
0.00 |
| Volume |
5,815 |
4,985 |
-830 |
-14.3% |
41,390 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.05 |
97.39 |
95.01 |
|
| R3 |
96.86 |
96.20 |
94.69 |
|
| R2 |
95.67 |
95.67 |
94.58 |
|
| R1 |
95.01 |
95.01 |
94.47 |
94.75 |
| PP |
94.48 |
94.48 |
94.48 |
94.34 |
| S1 |
93.82 |
93.82 |
94.25 |
93.56 |
| S2 |
93.29 |
93.29 |
94.14 |
|
| S3 |
92.10 |
92.63 |
94.03 |
|
| S4 |
90.91 |
91.44 |
93.71 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.22 |
104.69 |
98.81 |
|
| R3 |
103.21 |
101.68 |
97.98 |
|
| R2 |
100.20 |
100.20 |
97.70 |
|
| R1 |
98.67 |
98.67 |
97.43 |
97.93 |
| PP |
97.19 |
97.19 |
97.19 |
96.82 |
| S1 |
95.66 |
95.66 |
96.87 |
94.92 |
| S2 |
94.18 |
94.18 |
96.60 |
|
| S3 |
91.17 |
92.65 |
96.32 |
|
| S4 |
88.16 |
89.64 |
95.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.19 |
|
2.618 |
98.25 |
|
1.618 |
97.06 |
|
1.000 |
96.32 |
|
0.618 |
95.87 |
|
HIGH |
95.13 |
|
0.618 |
94.68 |
|
0.500 |
94.54 |
|
0.382 |
94.39 |
|
LOW |
93.94 |
|
0.618 |
93.20 |
|
1.000 |
92.75 |
|
1.618 |
92.01 |
|
2.618 |
90.82 |
|
4.250 |
88.88 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.54 |
95.25 |
| PP |
94.48 |
94.95 |
| S1 |
94.42 |
94.66 |
|