NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.59 |
99.30 |
-0.29 |
-0.3% |
96.62 |
High |
99.89 |
100.00 |
0.11 |
0.1% |
99.65 |
Low |
98.59 |
99.04 |
0.45 |
0.5% |
95.46 |
Close |
99.44 |
99.44 |
0.00 |
0.0% |
99.35 |
Range |
1.30 |
0.96 |
-0.34 |
-26.2% |
4.19 |
ATR |
1.52 |
1.48 |
-0.04 |
-2.6% |
0.00 |
Volume |
115,282 |
117,229 |
1,947 |
1.7% |
510,718 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.37 |
101.87 |
99.97 |
|
R3 |
101.41 |
100.91 |
99.70 |
|
R2 |
100.45 |
100.45 |
99.62 |
|
R1 |
99.95 |
99.95 |
99.53 |
100.20 |
PP |
99.49 |
99.49 |
99.49 |
99.62 |
S1 |
98.99 |
98.99 |
99.35 |
99.24 |
S2 |
98.53 |
98.53 |
99.26 |
|
S3 |
97.57 |
98.03 |
99.18 |
|
S4 |
96.61 |
97.07 |
98.91 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.72 |
109.23 |
101.65 |
|
R3 |
106.53 |
105.04 |
100.50 |
|
R2 |
102.34 |
102.34 |
100.12 |
|
R1 |
100.85 |
100.85 |
99.73 |
101.60 |
PP |
98.15 |
98.15 |
98.15 |
98.53 |
S1 |
96.66 |
96.66 |
98.97 |
97.41 |
S2 |
93.96 |
93.96 |
98.58 |
|
S3 |
89.77 |
92.47 |
98.20 |
|
S4 |
85.58 |
88.28 |
97.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.00 |
96.16 |
3.84 |
3.9% |
1.61 |
1.6% |
85% |
True |
False |
105,520 |
10 |
100.00 |
95.46 |
4.54 |
4.6% |
1.44 |
1.5% |
88% |
True |
False |
96,895 |
20 |
100.00 |
91.67 |
8.33 |
8.4% |
1.48 |
1.5% |
93% |
True |
False |
79,917 |
40 |
100.33 |
91.48 |
8.85 |
8.9% |
1.37 |
1.4% |
90% |
False |
False |
55,163 |
60 |
100.33 |
91.48 |
8.85 |
8.9% |
1.33 |
1.3% |
90% |
False |
False |
44,277 |
80 |
100.40 |
91.48 |
8.92 |
9.0% |
1.32 |
1.3% |
89% |
False |
False |
37,226 |
100 |
101.00 |
91.48 |
9.52 |
9.6% |
1.31 |
1.3% |
84% |
False |
False |
31,371 |
120 |
103.06 |
91.48 |
11.58 |
11.6% |
1.29 |
1.3% |
69% |
False |
False |
26,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.08 |
2.618 |
102.51 |
1.618 |
101.55 |
1.000 |
100.96 |
0.618 |
100.59 |
HIGH |
100.00 |
0.618 |
99.63 |
0.500 |
99.52 |
0.382 |
99.41 |
LOW |
99.04 |
0.618 |
98.45 |
1.000 |
98.08 |
1.618 |
97.49 |
2.618 |
96.53 |
4.250 |
94.96 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.52 |
99.08 |
PP |
99.49 |
98.71 |
S1 |
99.47 |
98.35 |
|