NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
96.62 |
95.79 |
-0.83 |
-0.9% |
96.41 |
| High |
96.98 |
97.02 |
0.04 |
0.0% |
97.99 |
| Low |
95.46 |
95.63 |
0.17 |
0.2% |
94.92 |
| Close |
95.72 |
96.46 |
0.74 |
0.8% |
96.71 |
| Range |
1.52 |
1.39 |
-0.13 |
-8.6% |
3.07 |
| ATR |
1.43 |
1.43 |
0.00 |
-0.2% |
0.00 |
| Volume |
93,267 |
122,362 |
29,095 |
31.2% |
371,592 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.54 |
99.89 |
97.22 |
|
| R3 |
99.15 |
98.50 |
96.84 |
|
| R2 |
97.76 |
97.76 |
96.71 |
|
| R1 |
97.11 |
97.11 |
96.59 |
97.44 |
| PP |
96.37 |
96.37 |
96.37 |
96.53 |
| S1 |
95.72 |
95.72 |
96.33 |
96.05 |
| S2 |
94.98 |
94.98 |
96.21 |
|
| S3 |
93.59 |
94.33 |
96.08 |
|
| S4 |
92.20 |
92.94 |
95.70 |
|
|
| 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 |
95.46 |
2.53 |
2.6% |
1.28 |
1.3% |
40% |
False |
False |
88,270 |
| 10 |
97.99 |
94.92 |
3.07 |
3.2% |
1.44 |
1.5% |
50% |
False |
False |
83,597 |
| 20 |
97.99 |
91.48 |
6.51 |
6.7% |
1.42 |
1.5% |
76% |
False |
False |
65,367 |
| 40 |
100.33 |
91.48 |
8.85 |
9.2% |
1.30 |
1.3% |
56% |
False |
False |
45,514 |
| 60 |
100.33 |
91.48 |
8.85 |
9.2% |
1.31 |
1.4% |
56% |
False |
False |
36,940 |
| 80 |
101.00 |
91.48 |
9.52 |
9.9% |
1.31 |
1.4% |
52% |
False |
False |
31,339 |
| 100 |
101.00 |
91.48 |
9.52 |
9.9% |
1.29 |
1.3% |
52% |
False |
False |
26,381 |
| 120 |
103.06 |
91.48 |
11.58 |
12.0% |
1.25 |
1.3% |
43% |
False |
False |
22,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.93 |
|
2.618 |
100.66 |
|
1.618 |
99.27 |
|
1.000 |
98.41 |
|
0.618 |
97.88 |
|
HIGH |
97.02 |
|
0.618 |
96.49 |
|
0.500 |
96.33 |
|
0.382 |
96.16 |
|
LOW |
95.63 |
|
0.618 |
94.77 |
|
1.000 |
94.24 |
|
1.618 |
93.38 |
|
2.618 |
91.99 |
|
4.250 |
89.72 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.42 |
96.54 |
| PP |
96.37 |
96.51 |
| S1 |
96.33 |
96.49 |
|