NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
100.05 |
99.97 |
-0.08 |
-0.1% |
97.40 |
High |
100.55 |
100.60 |
0.05 |
0.0% |
100.24 |
Low |
99.11 |
99.60 |
0.49 |
0.5% |
96.26 |
Close |
100.06 |
99.94 |
-0.12 |
-0.1% |
99.88 |
Range |
1.44 |
1.00 |
-0.44 |
-30.6% |
3.98 |
ATR |
1.63 |
1.58 |
-0.04 |
-2.8% |
0.00 |
Volume |
251,127 |
233,933 |
-17,194 |
-6.8% |
1,239,953 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.05 |
102.49 |
100.49 |
|
R3 |
102.05 |
101.49 |
100.22 |
|
R2 |
101.05 |
101.05 |
100.12 |
|
R1 |
100.49 |
100.49 |
100.03 |
100.27 |
PP |
100.05 |
100.05 |
100.05 |
99.94 |
S1 |
99.49 |
99.49 |
99.85 |
99.27 |
S2 |
99.05 |
99.05 |
99.76 |
|
S3 |
98.05 |
98.49 |
99.67 |
|
S4 |
97.05 |
97.49 |
99.39 |
|
|
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 |
100.60 |
96.80 |
3.80 |
3.8% |
1.72 |
1.7% |
83% |
True |
False |
245,483 |
10 |
100.60 |
96.26 |
4.34 |
4.3% |
1.57 |
1.6% |
85% |
True |
False |
237,837 |
20 |
100.60 |
91.73 |
8.87 |
8.9% |
1.59 |
1.6% |
93% |
True |
False |
224,821 |
40 |
100.79 |
91.47 |
9.32 |
9.3% |
1.47 |
1.5% |
91% |
False |
False |
144,867 |
60 |
100.79 |
91.47 |
9.32 |
9.3% |
1.43 |
1.4% |
91% |
False |
False |
113,262 |
80 |
101.21 |
91.47 |
9.74 |
9.7% |
1.42 |
1.4% |
87% |
False |
False |
94,987 |
100 |
102.29 |
91.47 |
10.82 |
10.8% |
1.42 |
1.4% |
78% |
False |
False |
81,367 |
120 |
104.37 |
91.47 |
12.90 |
12.9% |
1.43 |
1.4% |
66% |
False |
False |
70,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.85 |
2.618 |
103.22 |
1.618 |
102.22 |
1.000 |
101.60 |
0.618 |
101.22 |
HIGH |
100.60 |
0.618 |
100.22 |
0.500 |
100.10 |
0.382 |
99.98 |
LOW |
99.60 |
0.618 |
98.98 |
1.000 |
98.60 |
1.618 |
97.98 |
2.618 |
96.98 |
4.250 |
95.35 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
100.10 |
99.58 |
PP |
100.05 |
99.22 |
S1 |
99.99 |
98.87 |
|