NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.38 |
96.62 |
-0.76 |
-0.8% |
96.41 |
High |
97.61 |
96.98 |
-0.63 |
-0.6% |
97.99 |
Low |
96.56 |
95.46 |
-1.10 |
-1.1% |
94.92 |
Close |
96.71 |
95.72 |
-0.99 |
-1.0% |
96.71 |
Range |
1.05 |
1.52 |
0.47 |
44.8% |
3.07 |
ATR |
1.42 |
1.43 |
0.01 |
0.5% |
0.00 |
Volume |
85,069 |
93,267 |
8,198 |
9.6% |
371,592 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.61 |
99.69 |
96.56 |
|
R3 |
99.09 |
98.17 |
96.14 |
|
R2 |
97.57 |
97.57 |
96.00 |
|
R1 |
96.65 |
96.65 |
95.86 |
96.35 |
PP |
96.05 |
96.05 |
96.05 |
95.91 |
S1 |
95.13 |
95.13 |
95.58 |
94.83 |
S2 |
94.53 |
94.53 |
95.44 |
|
S3 |
93.01 |
93.61 |
95.30 |
|
S4 |
91.49 |
92.09 |
94.88 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.75 |
104.30 |
98.40 |
|
R3 |
102.68 |
101.23 |
97.55 |
|
R2 |
99.61 |
99.61 |
97.27 |
|
R1 |
98.16 |
98.16 |
96.99 |
98.89 |
PP |
96.54 |
96.54 |
96.54 |
96.90 |
S1 |
95.09 |
95.09 |
96.43 |
95.82 |
S2 |
93.47 |
93.47 |
96.15 |
|
S3 |
90.40 |
92.02 |
95.87 |
|
S4 |
87.33 |
88.95 |
95.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.99 |
95.25 |
2.74 |
2.9% |
1.39 |
1.5% |
17% |
False |
False |
77,609 |
10 |
97.99 |
93.54 |
4.45 |
4.6% |
1.48 |
1.5% |
49% |
False |
False |
75,808 |
20 |
97.99 |
91.48 |
6.51 |
6.8% |
1.42 |
1.5% |
65% |
False |
False |
61,373 |
40 |
100.33 |
91.48 |
8.85 |
9.2% |
1.28 |
1.3% |
48% |
False |
False |
43,338 |
60 |
100.33 |
91.48 |
8.85 |
9.2% |
1.31 |
1.4% |
48% |
False |
False |
35,151 |
80 |
101.00 |
91.48 |
9.52 |
9.9% |
1.31 |
1.4% |
45% |
False |
False |
29,916 |
100 |
101.00 |
91.48 |
9.52 |
9.9% |
1.29 |
1.3% |
45% |
False |
False |
25,211 |
120 |
103.06 |
91.48 |
11.58 |
12.1% |
1.24 |
1.3% |
37% |
False |
False |
21,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.44 |
2.618 |
100.96 |
1.618 |
99.44 |
1.000 |
98.50 |
0.618 |
97.92 |
HIGH |
96.98 |
0.618 |
96.40 |
0.500 |
96.22 |
0.382 |
96.04 |
LOW |
95.46 |
0.618 |
94.52 |
1.000 |
93.94 |
1.618 |
93.00 |
2.618 |
91.48 |
4.250 |
89.00 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
96.22 |
96.73 |
PP |
96.05 |
96.39 |
S1 |
95.89 |
96.06 |
|