NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.97 |
97.40 |
-0.57 |
-0.6% |
96.90 |
High |
98.39 |
97.94 |
-0.45 |
-0.5% |
98.59 |
Low |
97.10 |
96.26 |
-0.84 |
-0.9% |
95.21 |
Close |
97.49 |
96.43 |
-1.06 |
-1.1% |
97.49 |
Range |
1.29 |
1.68 |
0.39 |
30.2% |
3.38 |
ATR |
1.52 |
1.54 |
0.01 |
0.7% |
0.00 |
Volume |
253,457 |
293,312 |
39,855 |
15.7% |
1,094,963 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.92 |
100.85 |
97.35 |
|
R3 |
100.24 |
99.17 |
96.89 |
|
R2 |
98.56 |
98.56 |
96.74 |
|
R1 |
97.49 |
97.49 |
96.58 |
97.19 |
PP |
96.88 |
96.88 |
96.88 |
96.72 |
S1 |
95.81 |
95.81 |
96.28 |
95.51 |
S2 |
95.20 |
95.20 |
96.12 |
|
S3 |
93.52 |
94.13 |
95.97 |
|
S4 |
91.84 |
92.45 |
95.51 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.24 |
105.74 |
99.35 |
|
R3 |
103.86 |
102.36 |
98.42 |
|
R2 |
100.48 |
100.48 |
98.11 |
|
R1 |
98.98 |
98.98 |
97.80 |
99.73 |
PP |
97.10 |
97.10 |
97.10 |
97.47 |
S1 |
95.60 |
95.60 |
97.18 |
96.35 |
S2 |
93.72 |
93.72 |
96.87 |
|
S3 |
90.34 |
92.22 |
96.56 |
|
S4 |
86.96 |
88.84 |
95.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.59 |
95.63 |
2.96 |
3.1% |
1.54 |
1.6% |
27% |
False |
False |
230,633 |
10 |
98.59 |
93.65 |
4.94 |
5.1% |
1.62 |
1.7% |
56% |
False |
False |
239,923 |
20 |
98.59 |
91.47 |
7.12 |
7.4% |
1.52 |
1.6% |
70% |
False |
False |
184,964 |
40 |
100.79 |
91.47 |
9.32 |
9.7% |
1.37 |
1.4% |
53% |
False |
False |
119,104 |
60 |
100.79 |
91.47 |
9.32 |
9.7% |
1.40 |
1.5% |
53% |
False |
False |
93,160 |
80 |
101.81 |
91.47 |
10.34 |
10.7% |
1.42 |
1.5% |
48% |
False |
False |
79,720 |
100 |
102.29 |
91.47 |
10.82 |
11.2% |
1.41 |
1.5% |
46% |
False |
False |
68,077 |
120 |
104.37 |
91.47 |
12.90 |
13.4% |
1.40 |
1.4% |
38% |
False |
False |
59,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.08 |
2.618 |
102.34 |
1.618 |
100.66 |
1.000 |
99.62 |
0.618 |
98.98 |
HIGH |
97.94 |
0.618 |
97.30 |
0.500 |
97.10 |
0.382 |
96.90 |
LOW |
96.26 |
0.618 |
95.22 |
1.000 |
94.58 |
1.618 |
93.54 |
2.618 |
91.86 |
4.250 |
89.12 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
97.10 |
97.43 |
PP |
96.88 |
97.09 |
S1 |
96.65 |
96.76 |
|