NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.25 |
97.97 |
0.72 |
0.7% |
97.40 |
High |
98.83 |
100.24 |
1.41 |
1.4% |
100.24 |
Low |
97.25 |
97.13 |
-0.12 |
-0.1% |
96.26 |
Close |
97.84 |
99.88 |
2.04 |
2.1% |
99.88 |
Range |
1.58 |
3.11 |
1.53 |
96.8% |
3.98 |
ATR |
1.53 |
1.64 |
0.11 |
7.4% |
0.00 |
Volume |
234,281 |
270,407 |
36,126 |
15.4% |
1,239,953 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.41 |
107.26 |
101.59 |
|
R3 |
105.30 |
104.15 |
100.74 |
|
R2 |
102.19 |
102.19 |
100.45 |
|
R1 |
101.04 |
101.04 |
100.17 |
101.62 |
PP |
99.08 |
99.08 |
99.08 |
99.37 |
S1 |
97.93 |
97.93 |
99.59 |
98.51 |
S2 |
95.97 |
95.97 |
99.31 |
|
S3 |
92.86 |
94.82 |
99.02 |
|
S4 |
89.75 |
91.71 |
98.17 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.73 |
109.29 |
102.07 |
|
R3 |
106.75 |
105.31 |
100.97 |
|
R2 |
102.77 |
102.77 |
100.61 |
|
R1 |
101.33 |
101.33 |
100.24 |
102.05 |
PP |
98.79 |
98.79 |
98.79 |
99.16 |
S1 |
97.35 |
97.35 |
99.52 |
98.07 |
S2 |
94.81 |
94.81 |
99.15 |
|
S3 |
90.83 |
93.37 |
98.79 |
|
S4 |
86.85 |
89.39 |
97.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.24 |
96.26 |
3.98 |
4.0% |
1.86 |
1.9% |
91% |
True |
False |
247,990 |
10 |
100.24 |
95.21 |
5.03 |
5.0% |
1.73 |
1.7% |
93% |
True |
False |
233,491 |
20 |
100.24 |
91.65 |
8.59 |
8.6% |
1.61 |
1.6% |
96% |
True |
False |
212,112 |
40 |
100.79 |
91.47 |
9.32 |
9.3% |
1.46 |
1.5% |
90% |
False |
False |
136,648 |
60 |
100.79 |
91.47 |
9.32 |
9.3% |
1.45 |
1.4% |
90% |
False |
False |
106,582 |
80 |
101.81 |
91.47 |
10.34 |
10.4% |
1.42 |
1.4% |
81% |
False |
False |
89,533 |
100 |
102.29 |
91.47 |
10.82 |
10.8% |
1.44 |
1.4% |
78% |
False |
False |
76,898 |
120 |
104.37 |
91.47 |
12.90 |
12.9% |
1.43 |
1.4% |
65% |
False |
False |
66,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.46 |
2.618 |
108.38 |
1.618 |
105.27 |
1.000 |
103.35 |
0.618 |
102.16 |
HIGH |
100.24 |
0.618 |
99.05 |
0.500 |
98.69 |
0.382 |
98.32 |
LOW |
97.13 |
0.618 |
95.21 |
1.000 |
94.02 |
1.618 |
92.10 |
2.618 |
88.99 |
4.250 |
83.91 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.48 |
99.43 |
PP |
99.08 |
98.97 |
S1 |
98.69 |
98.52 |
|