NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
100.01 |
100.12 |
0.11 |
0.1% |
99.59 |
| High |
100.26 |
102.66 |
2.40 |
2.4% |
100.79 |
| Low |
99.27 |
100.05 |
0.78 |
0.8% |
98.59 |
| Close |
100.13 |
102.10 |
1.97 |
2.0% |
100.13 |
| Range |
0.99 |
2.61 |
1.62 |
163.6% |
2.20 |
| ATR |
1.42 |
1.51 |
0.08 |
6.0% |
0.00 |
| Volume |
158,099 |
190,438 |
32,339 |
20.5% |
705,250 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.43 |
108.38 |
103.54 |
|
| R3 |
106.82 |
105.77 |
102.82 |
|
| R2 |
104.21 |
104.21 |
102.58 |
|
| R1 |
103.16 |
103.16 |
102.34 |
103.69 |
| PP |
101.60 |
101.60 |
101.60 |
101.87 |
| S1 |
100.55 |
100.55 |
101.86 |
101.08 |
| S2 |
98.99 |
98.99 |
101.62 |
|
| S3 |
96.38 |
97.94 |
101.38 |
|
| S4 |
93.77 |
95.33 |
100.66 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.44 |
105.48 |
101.34 |
|
| R3 |
104.24 |
103.28 |
100.74 |
|
| R2 |
102.04 |
102.04 |
100.53 |
|
| R1 |
101.08 |
101.08 |
100.33 |
101.56 |
| PP |
99.84 |
99.84 |
99.84 |
100.08 |
| S1 |
98.88 |
98.88 |
99.93 |
99.36 |
| S2 |
97.64 |
97.64 |
99.73 |
|
| S3 |
95.44 |
96.68 |
99.53 |
|
| S4 |
93.24 |
94.48 |
98.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.66 |
98.96 |
3.70 |
3.6% |
1.41 |
1.4% |
85% |
True |
False |
156,081 |
| 10 |
102.66 |
95.63 |
7.03 |
6.9% |
1.55 |
1.5% |
92% |
True |
False |
131,313 |
| 20 |
102.66 |
93.54 |
9.12 |
8.9% |
1.51 |
1.5% |
94% |
True |
False |
103,561 |
| 40 |
102.66 |
91.48 |
11.18 |
11.0% |
1.42 |
1.4% |
95% |
True |
False |
69,629 |
| 60 |
102.66 |
91.48 |
11.18 |
11.0% |
1.37 |
1.3% |
95% |
True |
False |
53,682 |
| 80 |
102.66 |
91.48 |
11.18 |
11.0% |
1.32 |
1.3% |
95% |
True |
False |
44,736 |
| 100 |
102.66 |
91.48 |
11.18 |
11.0% |
1.32 |
1.3% |
95% |
True |
False |
37,760 |
| 120 |
103.06 |
91.48 |
11.58 |
11.3% |
1.31 |
1.3% |
92% |
False |
False |
32,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.75 |
|
2.618 |
109.49 |
|
1.618 |
106.88 |
|
1.000 |
105.27 |
|
0.618 |
104.27 |
|
HIGH |
102.66 |
|
0.618 |
101.66 |
|
0.500 |
101.36 |
|
0.382 |
101.05 |
|
LOW |
100.05 |
|
0.618 |
98.44 |
|
1.000 |
97.44 |
|
1.618 |
95.83 |
|
2.618 |
93.22 |
|
4.250 |
88.96 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.85 |
101.67 |
| PP |
101.60 |
101.24 |
| S1 |
101.36 |
100.81 |
|