NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
102.87 |
102.29 |
-0.58 |
-0.6% |
100.12 |
High |
102.92 |
103.45 |
0.53 |
0.5% |
103.29 |
Low |
101.69 |
101.97 |
0.28 |
0.3% |
100.05 |
Close |
102.20 |
102.82 |
0.62 |
0.6% |
102.20 |
Range |
1.23 |
1.48 |
0.25 |
20.3% |
3.24 |
ATR |
1.43 |
1.43 |
0.00 |
0.3% |
0.00 |
Volume |
173,260 |
177,861 |
4,601 |
2.7% |
804,512 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.19 |
106.48 |
103.63 |
|
R3 |
105.71 |
105.00 |
103.23 |
|
R2 |
104.23 |
104.23 |
103.09 |
|
R1 |
103.52 |
103.52 |
102.96 |
103.88 |
PP |
102.75 |
102.75 |
102.75 |
102.92 |
S1 |
102.04 |
102.04 |
102.68 |
102.40 |
S2 |
101.27 |
101.27 |
102.55 |
|
S3 |
99.79 |
100.56 |
102.41 |
|
S4 |
98.31 |
99.08 |
102.01 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.57 |
110.12 |
103.98 |
|
R3 |
108.33 |
106.88 |
103.09 |
|
R2 |
105.09 |
105.09 |
102.79 |
|
R1 |
103.64 |
103.64 |
102.50 |
104.37 |
PP |
101.85 |
101.85 |
101.85 |
102.21 |
S1 |
100.40 |
100.40 |
101.90 |
101.13 |
S2 |
98.61 |
98.61 |
101.61 |
|
S3 |
95.37 |
97.16 |
101.31 |
|
S4 |
92.13 |
93.92 |
100.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.45 |
100.05 |
3.40 |
3.3% |
1.48 |
1.4% |
81% |
True |
False |
196,474 |
10 |
103.45 |
98.59 |
4.86 |
4.7% |
1.31 |
1.3% |
87% |
True |
False |
168,762 |
20 |
103.45 |
94.92 |
8.53 |
8.3% |
1.45 |
1.4% |
93% |
True |
False |
128,496 |
40 |
103.45 |
91.48 |
11.97 |
11.6% |
1.45 |
1.4% |
95% |
True |
False |
86,852 |
60 |
103.45 |
91.48 |
11.97 |
11.6% |
1.35 |
1.3% |
95% |
True |
False |
65,808 |
80 |
103.45 |
91.48 |
11.97 |
11.6% |
1.31 |
1.3% |
95% |
True |
False |
53,812 |
100 |
103.45 |
91.48 |
11.97 |
11.6% |
1.32 |
1.3% |
95% |
True |
False |
45,464 |
120 |
103.45 |
91.48 |
11.97 |
11.6% |
1.30 |
1.3% |
95% |
True |
False |
38,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.74 |
2.618 |
107.32 |
1.618 |
105.84 |
1.000 |
104.93 |
0.618 |
104.36 |
HIGH |
103.45 |
0.618 |
102.88 |
0.500 |
102.71 |
0.382 |
102.54 |
LOW |
101.97 |
0.618 |
101.06 |
1.000 |
100.49 |
1.618 |
99.58 |
2.618 |
98.10 |
4.250 |
95.68 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
102.78 |
102.74 |
PP |
102.75 |
102.65 |
S1 |
102.71 |
102.57 |
|