NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
96.53 |
95.65 |
-0.88 |
-0.9% |
95.88 |
High |
96.79 |
95.97 |
-0.82 |
-0.8% |
97.19 |
Low |
95.65 |
94.62 |
-1.03 |
-1.1% |
94.36 |
Close |
95.80 |
94.90 |
-0.90 |
-0.9% |
95.80 |
Range |
1.14 |
1.35 |
0.21 |
18.4% |
2.83 |
ATR |
1.28 |
1.29 |
0.00 |
0.4% |
0.00 |
Volume |
36,059 |
54,377 |
18,318 |
50.8% |
167,592 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.21 |
98.41 |
95.64 |
|
R3 |
97.86 |
97.06 |
95.27 |
|
R2 |
96.51 |
96.51 |
95.15 |
|
R1 |
95.71 |
95.71 |
95.02 |
95.44 |
PP |
95.16 |
95.16 |
95.16 |
95.03 |
S1 |
94.36 |
94.36 |
94.78 |
94.09 |
S2 |
93.81 |
93.81 |
94.65 |
|
S3 |
92.46 |
93.01 |
94.53 |
|
S4 |
91.11 |
91.66 |
94.16 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.27 |
102.87 |
97.36 |
|
R3 |
101.44 |
100.04 |
96.58 |
|
R2 |
98.61 |
98.61 |
96.32 |
|
R1 |
97.21 |
97.21 |
96.06 |
96.50 |
PP |
95.78 |
95.78 |
95.78 |
95.43 |
S1 |
94.38 |
94.38 |
95.54 |
93.67 |
S2 |
92.95 |
92.95 |
95.28 |
|
S3 |
90.12 |
91.55 |
95.02 |
|
S4 |
87.29 |
88.72 |
94.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.19 |
94.62 |
2.57 |
2.7% |
1.27 |
1.3% |
11% |
False |
True |
37,204 |
10 |
97.19 |
93.13 |
4.06 |
4.3% |
1.33 |
1.4% |
44% |
False |
False |
36,036 |
20 |
97.19 |
91.35 |
5.84 |
6.2% |
1.29 |
1.4% |
61% |
False |
False |
32,765 |
40 |
99.53 |
91.35 |
8.18 |
8.6% |
1.17 |
1.2% |
43% |
False |
False |
24,774 |
60 |
99.53 |
91.35 |
8.18 |
8.6% |
1.19 |
1.2% |
43% |
False |
False |
20,549 |
80 |
100.11 |
91.35 |
8.76 |
9.2% |
1.17 |
1.2% |
41% |
False |
False |
17,889 |
100 |
100.11 |
91.35 |
8.76 |
9.2% |
1.14 |
1.2% |
41% |
False |
False |
15,090 |
120 |
101.55 |
91.35 |
10.20 |
10.7% |
1.06 |
1.1% |
35% |
False |
False |
13,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.71 |
2.618 |
99.50 |
1.618 |
98.15 |
1.000 |
97.32 |
0.618 |
96.80 |
HIGH |
95.97 |
0.618 |
95.45 |
0.500 |
95.30 |
0.382 |
95.14 |
LOW |
94.62 |
0.618 |
93.79 |
1.000 |
93.27 |
1.618 |
92.44 |
2.618 |
91.09 |
4.250 |
88.88 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
95.30 |
95.91 |
PP |
95.16 |
95.57 |
S1 |
95.03 |
95.24 |
|