NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.97 |
100.46 |
0.49 |
0.5% |
97.40 |
High |
100.60 |
101.38 |
0.78 |
0.8% |
100.24 |
Low |
99.60 |
100.04 |
0.44 |
0.4% |
96.26 |
Close |
99.94 |
100.37 |
0.43 |
0.4% |
99.88 |
Range |
1.00 |
1.34 |
0.34 |
34.0% |
3.98 |
ATR |
1.58 |
1.57 |
-0.01 |
-0.6% |
0.00 |
Volume |
233,933 |
318,686 |
84,753 |
36.2% |
1,239,953 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.62 |
103.83 |
101.11 |
|
R3 |
103.28 |
102.49 |
100.74 |
|
R2 |
101.94 |
101.94 |
100.62 |
|
R1 |
101.15 |
101.15 |
100.49 |
100.88 |
PP |
100.60 |
100.60 |
100.60 |
100.46 |
S1 |
99.81 |
99.81 |
100.25 |
99.54 |
S2 |
99.26 |
99.26 |
100.12 |
|
S3 |
97.92 |
98.47 |
100.00 |
|
S4 |
96.58 |
97.13 |
99.63 |
|
|
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 |
101.38 |
97.13 |
4.25 |
4.2% |
1.69 |
1.7% |
76% |
True |
False |
261,686 |
10 |
101.38 |
96.26 |
5.12 |
5.1% |
1.56 |
1.6% |
80% |
True |
False |
249,657 |
20 |
101.38 |
92.63 |
8.75 |
8.7% |
1.59 |
1.6% |
88% |
True |
False |
233,196 |
40 |
101.38 |
91.47 |
9.91 |
9.9% |
1.47 |
1.5% |
90% |
True |
False |
151,396 |
60 |
101.38 |
91.47 |
9.91 |
9.9% |
1.42 |
1.4% |
90% |
True |
False |
117,426 |
80 |
101.38 |
91.47 |
9.91 |
9.9% |
1.41 |
1.4% |
90% |
True |
False |
98,385 |
100 |
101.81 |
91.47 |
10.34 |
10.3% |
1.41 |
1.4% |
86% |
False |
False |
84,293 |
120 |
104.37 |
91.47 |
12.90 |
12.9% |
1.43 |
1.4% |
69% |
False |
False |
72,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.08 |
2.618 |
104.89 |
1.618 |
103.55 |
1.000 |
102.72 |
0.618 |
102.21 |
HIGH |
101.38 |
0.618 |
100.87 |
0.500 |
100.71 |
0.382 |
100.55 |
LOW |
100.04 |
0.618 |
99.21 |
1.000 |
98.70 |
1.618 |
97.87 |
2.618 |
96.53 |
4.250 |
94.35 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
100.71 |
100.33 |
PP |
100.60 |
100.29 |
S1 |
100.48 |
100.25 |
|