NYMEX Light Sweet Crude Oil Future May 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 |
96.04 |
95.95 |
-0.09 |
-0.1% |
95.88 |
| High |
96.54 |
97.35 |
0.81 |
0.8% |
97.19 |
| Low |
95.39 |
95.95 |
0.56 |
0.6% |
94.36 |
| Close |
96.02 |
96.66 |
0.64 |
0.7% |
95.80 |
| Range |
1.15 |
1.40 |
0.25 |
21.7% |
2.83 |
| ATR |
1.28 |
1.29 |
0.01 |
0.7% |
0.00 |
| Volume |
36,964 |
43,559 |
6,595 |
17.8% |
167,592 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.85 |
100.16 |
97.43 |
|
| R3 |
99.45 |
98.76 |
97.05 |
|
| R2 |
98.05 |
98.05 |
96.92 |
|
| R1 |
97.36 |
97.36 |
96.79 |
97.71 |
| PP |
96.65 |
96.65 |
96.65 |
96.83 |
| S1 |
95.96 |
95.96 |
96.53 |
96.31 |
| S2 |
95.25 |
95.25 |
96.40 |
|
| S3 |
93.85 |
94.56 |
96.28 |
|
| S4 |
92.45 |
93.16 |
95.89 |
|
|
| 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 |
97.35 |
94.62 |
2.73 |
2.8% |
1.27 |
1.3% |
75% |
True |
False |
44,250 |
| 10 |
97.35 |
94.36 |
2.99 |
3.1% |
1.30 |
1.3% |
77% |
True |
False |
40,623 |
| 20 |
97.35 |
91.35 |
6.00 |
6.2% |
1.31 |
1.4% |
89% |
True |
False |
35,596 |
| 40 |
99.53 |
91.35 |
8.18 |
8.5% |
1.22 |
1.3% |
65% |
False |
False |
26,486 |
| 60 |
99.53 |
91.35 |
8.18 |
8.5% |
1.20 |
1.2% |
65% |
False |
False |
22,165 |
| 80 |
100.11 |
91.35 |
8.76 |
9.1% |
1.16 |
1.2% |
61% |
False |
False |
19,284 |
| 100 |
100.11 |
91.35 |
8.76 |
9.1% |
1.16 |
1.2% |
61% |
False |
False |
16,284 |
| 120 |
101.55 |
91.35 |
10.20 |
10.6% |
1.08 |
1.1% |
52% |
False |
False |
14,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.30 |
|
2.618 |
101.02 |
|
1.618 |
99.62 |
|
1.000 |
98.75 |
|
0.618 |
98.22 |
|
HIGH |
97.35 |
|
0.618 |
96.82 |
|
0.500 |
96.65 |
|
0.382 |
96.48 |
|
LOW |
95.95 |
|
0.618 |
95.08 |
|
1.000 |
94.55 |
|
1.618 |
93.68 |
|
2.618 |
92.28 |
|
4.250 |
90.00 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.66 |
96.46 |
| PP |
96.65 |
96.26 |
| S1 |
96.65 |
96.06 |
|