NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.97 |
100.05 |
2.08 |
2.1% |
97.40 |
High |
100.24 |
100.55 |
0.31 |
0.3% |
100.24 |
Low |
97.13 |
99.11 |
1.98 |
2.0% |
96.26 |
Close |
99.88 |
100.06 |
0.18 |
0.2% |
99.88 |
Range |
3.11 |
1.44 |
-1.67 |
-53.7% |
3.98 |
ATR |
1.64 |
1.63 |
-0.01 |
-0.9% |
0.00 |
Volume |
270,407 |
251,127 |
-19,280 |
-7.1% |
1,239,953 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.23 |
103.58 |
100.85 |
|
R3 |
102.79 |
102.14 |
100.46 |
|
R2 |
101.35 |
101.35 |
100.32 |
|
R1 |
100.70 |
100.70 |
100.19 |
101.03 |
PP |
99.91 |
99.91 |
99.91 |
100.07 |
S1 |
99.26 |
99.26 |
99.93 |
99.59 |
S2 |
98.47 |
98.47 |
99.80 |
|
S3 |
97.03 |
97.82 |
99.66 |
|
S4 |
95.59 |
96.38 |
99.27 |
|
|
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 |
100.55 |
96.37 |
4.18 |
4.2% |
1.81 |
1.8% |
88% |
True |
False |
239,553 |
10 |
100.55 |
95.63 |
4.92 |
4.9% |
1.67 |
1.7% |
90% |
True |
False |
235,093 |
20 |
100.55 |
91.65 |
8.90 |
8.9% |
1.62 |
1.6% |
94% |
True |
False |
218,096 |
40 |
100.79 |
91.47 |
9.32 |
9.3% |
1.46 |
1.5% |
92% |
False |
False |
141,220 |
60 |
100.79 |
91.47 |
9.32 |
9.3% |
1.44 |
1.4% |
92% |
False |
False |
110,283 |
80 |
101.81 |
91.47 |
10.34 |
10.3% |
1.43 |
1.4% |
83% |
False |
False |
92,389 |
100 |
102.29 |
91.47 |
10.82 |
10.8% |
1.44 |
1.4% |
79% |
False |
False |
79,210 |
120 |
104.37 |
91.47 |
12.90 |
12.9% |
1.43 |
1.4% |
67% |
False |
False |
68,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.67 |
2.618 |
104.32 |
1.618 |
102.88 |
1.000 |
101.99 |
0.618 |
101.44 |
HIGH |
100.55 |
0.618 |
100.00 |
0.500 |
99.83 |
0.382 |
99.66 |
LOW |
99.11 |
0.618 |
98.22 |
1.000 |
97.67 |
1.618 |
96.78 |
2.618 |
95.34 |
4.250 |
92.99 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.98 |
99.65 |
PP |
99.91 |
99.25 |
S1 |
99.83 |
98.84 |
|