NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
95.95 |
96.87 |
0.92 |
1.0% |
95.65 |
High |
97.35 |
98.82 |
1.47 |
1.5% |
98.82 |
Low |
95.95 |
96.08 |
0.13 |
0.1% |
94.62 |
Close |
96.66 |
98.62 |
1.96 |
2.0% |
98.62 |
Range |
1.40 |
2.74 |
1.34 |
95.7% |
4.20 |
ATR |
1.29 |
1.39 |
0.10 |
8.0% |
0.00 |
Volume |
43,559 |
47,027 |
3,468 |
8.0% |
232,222 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.06 |
105.08 |
100.13 |
|
R3 |
103.32 |
102.34 |
99.37 |
|
R2 |
100.58 |
100.58 |
99.12 |
|
R1 |
99.60 |
99.60 |
98.87 |
100.09 |
PP |
97.84 |
97.84 |
97.84 |
98.09 |
S1 |
96.86 |
96.86 |
98.37 |
97.35 |
S2 |
95.10 |
95.10 |
98.12 |
|
S3 |
92.36 |
94.12 |
97.87 |
|
S4 |
89.62 |
91.38 |
97.11 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.95 |
108.49 |
100.93 |
|
R3 |
105.75 |
104.29 |
99.78 |
|
R2 |
101.55 |
101.55 |
99.39 |
|
R1 |
100.09 |
100.09 |
99.01 |
100.82 |
PP |
97.35 |
97.35 |
97.35 |
97.72 |
S1 |
95.89 |
95.89 |
98.24 |
96.62 |
S2 |
93.15 |
93.15 |
97.85 |
|
S3 |
88.95 |
91.69 |
97.47 |
|
S4 |
84.75 |
87.49 |
96.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.82 |
94.62 |
4.20 |
4.3% |
1.59 |
1.6% |
95% |
True |
False |
46,444 |
10 |
98.82 |
94.36 |
4.46 |
4.5% |
1.46 |
1.5% |
96% |
True |
False |
39,981 |
20 |
98.82 |
91.39 |
7.43 |
7.5% |
1.38 |
1.4% |
97% |
True |
False |
36,332 |
40 |
99.53 |
91.35 |
8.18 |
8.3% |
1.26 |
1.3% |
89% |
False |
False |
27,195 |
60 |
99.53 |
91.35 |
8.18 |
8.3% |
1.23 |
1.2% |
89% |
False |
False |
22,778 |
80 |
100.11 |
91.35 |
8.76 |
8.9% |
1.18 |
1.2% |
83% |
False |
False |
19,735 |
100 |
100.11 |
91.35 |
8.76 |
8.9% |
1.18 |
1.2% |
83% |
False |
False |
16,731 |
120 |
101.55 |
91.35 |
10.20 |
10.3% |
1.10 |
1.1% |
71% |
False |
False |
14,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.47 |
2.618 |
105.99 |
1.618 |
103.25 |
1.000 |
101.56 |
0.618 |
100.51 |
HIGH |
98.82 |
0.618 |
97.77 |
0.500 |
97.45 |
0.382 |
97.13 |
LOW |
96.08 |
0.618 |
94.39 |
1.000 |
93.34 |
1.618 |
91.65 |
2.618 |
88.91 |
4.250 |
84.44 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.23 |
98.12 |
PP |
97.84 |
97.61 |
S1 |
97.45 |
97.11 |
|