NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
100.32 |
103.14 |
2.82 |
2.8% |
100.05 |
High |
103.25 |
103.80 |
0.55 |
0.5% |
101.38 |
Low |
100.23 |
102.40 |
2.17 |
2.2% |
99.11 |
Close |
102.43 |
103.31 |
0.88 |
0.9% |
100.30 |
Range |
3.02 |
1.40 |
-1.62 |
-53.6% |
2.27 |
ATR |
1.62 |
1.61 |
-0.02 |
-1.0% |
0.00 |
Volume |
177,371 |
116,164 |
-61,207 |
-34.5% |
1,255,252 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.37 |
106.74 |
104.08 |
|
R3 |
105.97 |
105.34 |
103.70 |
|
R2 |
104.57 |
104.57 |
103.57 |
|
R1 |
103.94 |
103.94 |
103.44 |
104.26 |
PP |
103.17 |
103.17 |
103.17 |
103.33 |
S1 |
102.54 |
102.54 |
103.18 |
102.86 |
S2 |
101.77 |
101.77 |
103.05 |
|
S3 |
100.37 |
101.14 |
102.93 |
|
S4 |
98.97 |
99.74 |
102.54 |
|
|
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 |
103.80 |
99.40 |
4.40 |
4.3% |
1.61 |
1.6% |
89% |
True |
False |
212,745 |
10 |
103.80 |
96.80 |
7.00 |
6.8% |
1.67 |
1.6% |
93% |
True |
False |
229,114 |
20 |
103.80 |
95.12 |
8.68 |
8.4% |
1.63 |
1.6% |
94% |
True |
False |
232,490 |
40 |
103.80 |
91.47 |
12.33 |
11.9% |
1.52 |
1.5% |
96% |
True |
False |
165,307 |
60 |
103.80 |
91.47 |
12.33 |
11.9% |
1.47 |
1.4% |
96% |
True |
False |
127,302 |
80 |
103.80 |
91.47 |
12.33 |
11.9% |
1.41 |
1.4% |
96% |
True |
False |
105,545 |
100 |
103.80 |
91.47 |
12.33 |
11.9% |
1.43 |
1.4% |
96% |
True |
False |
90,906 |
120 |
104.37 |
91.47 |
12.90 |
12.5% |
1.45 |
1.4% |
92% |
False |
False |
78,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.75 |
2.618 |
107.47 |
1.618 |
106.07 |
1.000 |
105.20 |
0.618 |
104.67 |
HIGH |
103.80 |
0.618 |
103.27 |
0.500 |
103.10 |
0.382 |
102.93 |
LOW |
102.40 |
0.618 |
101.53 |
1.000 |
101.00 |
1.618 |
100.13 |
2.618 |
98.73 |
4.250 |
96.45 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
103.24 |
102.75 |
PP |
103.17 |
102.18 |
S1 |
103.10 |
101.62 |
|