NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
95.79 |
96.90 |
1.11 |
1.2% |
96.41 |
High |
97.02 |
97.43 |
0.41 |
0.4% |
97.99 |
Low |
95.63 |
96.16 |
0.53 |
0.6% |
94.92 |
Close |
96.46 |
96.76 |
0.30 |
0.3% |
96.71 |
Range |
1.39 |
1.27 |
-0.12 |
-8.6% |
3.07 |
ATR |
1.43 |
1.41 |
-0.01 |
-0.8% |
0.00 |
Volume |
122,362 |
83,260 |
-39,102 |
-32.0% |
371,592 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.59 |
99.95 |
97.46 |
|
R3 |
99.32 |
98.68 |
97.11 |
|
R2 |
98.05 |
98.05 |
96.99 |
|
R1 |
97.41 |
97.41 |
96.88 |
97.10 |
PP |
96.78 |
96.78 |
96.78 |
96.63 |
S1 |
96.14 |
96.14 |
96.64 |
95.83 |
S2 |
95.51 |
95.51 |
96.53 |
|
S3 |
94.24 |
94.87 |
96.41 |
|
S4 |
92.97 |
93.60 |
96.06 |
|
|
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% |
1.27 |
1.3% |
51% |
False |
False |
90,445 |
10 |
97.99 |
94.92 |
3.07 |
3.2% |
1.40 |
1.4% |
60% |
False |
False |
86,396 |
20 |
97.99 |
91.48 |
6.51 |
6.7% |
1.45 |
1.5% |
81% |
False |
False |
67,816 |
40 |
100.33 |
91.48 |
8.85 |
9.1% |
1.31 |
1.4% |
60% |
False |
False |
47,002 |
60 |
100.33 |
91.48 |
8.85 |
9.1% |
1.31 |
1.4% |
60% |
False |
False |
38,075 |
80 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
55% |
False |
False |
32,261 |
100 |
101.00 |
91.48 |
9.52 |
9.8% |
1.29 |
1.3% |
55% |
False |
False |
27,176 |
120 |
103.06 |
91.48 |
11.58 |
12.0% |
1.25 |
1.3% |
46% |
False |
False |
23,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.83 |
2.618 |
100.75 |
1.618 |
99.48 |
1.000 |
98.70 |
0.618 |
98.21 |
HIGH |
97.43 |
0.618 |
96.94 |
0.500 |
96.80 |
0.382 |
96.65 |
LOW |
96.16 |
0.618 |
95.38 |
1.000 |
94.89 |
1.618 |
94.11 |
2.618 |
92.84 |
4.250 |
90.76 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
96.80 |
96.66 |
PP |
96.78 |
96.55 |
S1 |
96.77 |
96.45 |
|