NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.40 |
96.53 |
-0.87 |
-0.9% |
96.90 |
High |
97.94 |
97.82 |
-0.12 |
-0.1% |
98.59 |
Low |
96.26 |
96.37 |
0.11 |
0.1% |
95.21 |
Close |
96.43 |
97.19 |
0.76 |
0.8% |
97.49 |
Range |
1.68 |
1.45 |
-0.23 |
-13.7% |
3.38 |
ATR |
1.54 |
1.53 |
-0.01 |
-0.4% |
0.00 |
Volume |
293,312 |
204,282 |
-89,030 |
-30.4% |
1,094,963 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.48 |
100.78 |
97.99 |
|
R3 |
100.03 |
99.33 |
97.59 |
|
R2 |
98.58 |
98.58 |
97.46 |
|
R1 |
97.88 |
97.88 |
97.32 |
98.23 |
PP |
97.13 |
97.13 |
97.13 |
97.30 |
S1 |
96.43 |
96.43 |
97.06 |
96.78 |
S2 |
95.68 |
95.68 |
96.92 |
|
S3 |
94.23 |
94.98 |
96.79 |
|
S4 |
92.78 |
93.53 |
96.39 |
|
|
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 |
96.26 |
2.33 |
2.4% |
1.42 |
1.5% |
40% |
False |
False |
230,191 |
10 |
98.59 |
95.12 |
3.47 |
3.6% |
1.59 |
1.6% |
60% |
False |
False |
235,865 |
20 |
98.59 |
91.47 |
7.12 |
7.3% |
1.52 |
1.6% |
80% |
False |
False |
191,022 |
40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.39 |
1.4% |
61% |
False |
False |
121,918 |
60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.40 |
1.4% |
61% |
False |
False |
95,993 |
80 |
101.81 |
91.47 |
10.34 |
10.6% |
1.41 |
1.4% |
55% |
False |
False |
81,878 |
100 |
102.29 |
91.47 |
10.82 |
11.1% |
1.41 |
1.5% |
53% |
False |
False |
69,943 |
120 |
104.37 |
91.47 |
12.90 |
13.3% |
1.40 |
1.4% |
44% |
False |
False |
60,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.98 |
2.618 |
101.62 |
1.618 |
100.17 |
1.000 |
99.27 |
0.618 |
98.72 |
HIGH |
97.82 |
0.618 |
97.27 |
0.500 |
97.10 |
0.382 |
96.92 |
LOW |
96.37 |
0.618 |
95.47 |
1.000 |
94.92 |
1.618 |
94.02 |
2.618 |
92.57 |
4.250 |
90.21 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
97.16 |
97.33 |
PP |
97.13 |
97.28 |
S1 |
97.10 |
97.24 |
|