NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
96.90 |
96.61 |
-0.29 |
-0.3% |
96.41 |
High |
97.43 |
98.16 |
0.73 |
0.7% |
97.99 |
Low |
96.16 |
96.61 |
0.45 |
0.5% |
94.92 |
Close |
96.76 |
97.32 |
0.56 |
0.6% |
96.71 |
Range |
1.27 |
1.55 |
0.28 |
22.0% |
3.07 |
ATR |
1.41 |
1.42 |
0.01 |
0.7% |
0.00 |
Volume |
83,260 |
101,966 |
18,706 |
22.5% |
371,592 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.01 |
101.22 |
98.17 |
|
R3 |
100.46 |
99.67 |
97.75 |
|
R2 |
98.91 |
98.91 |
97.60 |
|
R1 |
98.12 |
98.12 |
97.46 |
98.52 |
PP |
97.36 |
97.36 |
97.36 |
97.56 |
S1 |
96.57 |
96.57 |
97.18 |
96.97 |
S2 |
95.81 |
95.81 |
97.04 |
|
S3 |
94.26 |
95.02 |
96.89 |
|
S4 |
92.71 |
93.47 |
96.47 |
|
|
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 |
98.16 |
95.46 |
2.70 |
2.8% |
1.36 |
1.4% |
69% |
True |
False |
97,184 |
10 |
98.16 |
94.92 |
3.24 |
3.3% |
1.44 |
1.5% |
74% |
True |
False |
88,280 |
20 |
98.16 |
91.48 |
6.68 |
6.9% |
1.44 |
1.5% |
87% |
True |
False |
70,812 |
40 |
100.33 |
91.48 |
8.85 |
9.1% |
1.33 |
1.4% |
66% |
False |
False |
49,002 |
60 |
100.33 |
91.48 |
8.85 |
9.1% |
1.32 |
1.4% |
66% |
False |
False |
39,466 |
80 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
61% |
False |
False |
33,403 |
100 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
61% |
False |
False |
28,132 |
120 |
103.06 |
91.48 |
11.58 |
11.9% |
1.26 |
1.3% |
50% |
False |
False |
24,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.75 |
2.618 |
102.22 |
1.618 |
100.67 |
1.000 |
99.71 |
0.618 |
99.12 |
HIGH |
98.16 |
0.618 |
97.57 |
0.500 |
97.39 |
0.382 |
97.20 |
LOW |
96.61 |
0.618 |
95.65 |
1.000 |
95.06 |
1.618 |
94.10 |
2.618 |
92.55 |
4.250 |
90.02 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
97.39 |
97.18 |
PP |
97.36 |
97.04 |
S1 |
97.34 |
96.90 |
|