NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
100.34 |
100.32 |
-0.02 |
0.0% |
100.05 |
| High |
100.47 |
103.25 |
2.78 |
2.8% |
101.38 |
| Low |
99.43 |
100.23 |
0.80 |
0.8% |
99.11 |
| Close |
100.30 |
102.43 |
2.13 |
2.1% |
100.30 |
| Range |
1.04 |
3.02 |
1.98 |
190.4% |
2.27 |
| ATR |
1.51 |
1.62 |
0.11 |
7.1% |
0.00 |
| Volume |
229,784 |
177,371 |
-52,413 |
-22.8% |
1,255,252 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.03 |
109.75 |
104.09 |
|
| R3 |
108.01 |
106.73 |
103.26 |
|
| R2 |
104.99 |
104.99 |
102.98 |
|
| R1 |
103.71 |
103.71 |
102.71 |
104.35 |
| PP |
101.97 |
101.97 |
101.97 |
102.29 |
| S1 |
100.69 |
100.69 |
102.15 |
101.33 |
| S2 |
98.95 |
98.95 |
101.88 |
|
| S3 |
95.93 |
97.67 |
101.60 |
|
| S4 |
92.91 |
94.65 |
100.77 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.07 |
105.96 |
101.55 |
|
| R3 |
104.80 |
103.69 |
100.92 |
|
| R2 |
102.53 |
102.53 |
100.72 |
|
| R1 |
101.42 |
101.42 |
100.51 |
101.98 |
| PP |
100.26 |
100.26 |
100.26 |
100.54 |
| S1 |
99.15 |
99.15 |
100.09 |
99.71 |
| S2 |
97.99 |
97.99 |
99.88 |
|
| S3 |
95.72 |
96.88 |
99.68 |
|
| S4 |
93.45 |
94.61 |
99.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.25 |
99.40 |
3.85 |
3.8% |
1.53 |
1.5% |
79% |
True |
False |
236,299 |
| 10 |
103.25 |
96.37 |
6.88 |
6.7% |
1.67 |
1.6% |
88% |
True |
False |
237,926 |
| 20 |
103.25 |
93.65 |
9.60 |
9.4% |
1.65 |
1.6% |
91% |
True |
False |
238,925 |
| 40 |
103.25 |
91.47 |
11.78 |
11.5% |
1.52 |
1.5% |
93% |
True |
False |
163,856 |
| 60 |
103.25 |
91.47 |
11.78 |
11.5% |
1.46 |
1.4% |
93% |
True |
False |
125,919 |
| 80 |
103.25 |
91.47 |
11.78 |
11.5% |
1.42 |
1.4% |
93% |
True |
False |
104,776 |
| 100 |
103.25 |
91.47 |
11.78 |
11.5% |
1.43 |
1.4% |
93% |
True |
False |
89,983 |
| 120 |
104.37 |
91.47 |
12.90 |
12.6% |
1.45 |
1.4% |
85% |
False |
False |
77,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.09 |
|
2.618 |
111.16 |
|
1.618 |
108.14 |
|
1.000 |
106.27 |
|
0.618 |
105.12 |
|
HIGH |
103.25 |
|
0.618 |
102.10 |
|
0.500 |
101.74 |
|
0.382 |
101.38 |
|
LOW |
100.23 |
|
0.618 |
98.36 |
|
1.000 |
97.21 |
|
1.618 |
95.34 |
|
2.618 |
92.32 |
|
4.250 |
87.40 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.20 |
102.06 |
| PP |
101.97 |
101.69 |
| S1 |
101.74 |
101.33 |
|