NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
96.87 |
98.76 |
1.89 |
2.0% |
95.65 |
High |
98.82 |
99.06 |
0.24 |
0.2% |
98.82 |
Low |
96.08 |
97.89 |
1.81 |
1.9% |
94.62 |
Close |
98.62 |
98.65 |
0.03 |
0.0% |
98.62 |
Range |
2.74 |
1.17 |
-1.57 |
-57.3% |
4.20 |
ATR |
1.39 |
1.38 |
-0.02 |
-1.1% |
0.00 |
Volume |
47,027 |
51,559 |
4,532 |
9.6% |
232,222 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.04 |
101.52 |
99.29 |
|
R3 |
100.87 |
100.35 |
98.97 |
|
R2 |
99.70 |
99.70 |
98.86 |
|
R1 |
99.18 |
99.18 |
98.76 |
98.86 |
PP |
98.53 |
98.53 |
98.53 |
98.37 |
S1 |
98.01 |
98.01 |
98.54 |
97.69 |
S2 |
97.36 |
97.36 |
98.44 |
|
S3 |
96.19 |
96.84 |
98.33 |
|
S4 |
95.02 |
95.67 |
98.01 |
|
|
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 |
99.06 |
94.76 |
4.30 |
4.4% |
1.56 |
1.6% |
90% |
True |
False |
45,880 |
10 |
99.06 |
94.62 |
4.44 |
4.5% |
1.41 |
1.4% |
91% |
True |
False |
41,542 |
20 |
99.06 |
91.39 |
7.67 |
7.8% |
1.37 |
1.4% |
95% |
True |
False |
37,173 |
40 |
99.53 |
91.35 |
8.18 |
8.3% |
1.26 |
1.3% |
89% |
False |
False |
27,928 |
60 |
99.53 |
91.35 |
8.18 |
8.3% |
1.22 |
1.2% |
89% |
False |
False |
23,487 |
80 |
100.11 |
91.35 |
8.76 |
8.9% |
1.19 |
1.2% |
83% |
False |
False |
20,298 |
100 |
100.11 |
91.35 |
8.76 |
8.9% |
1.18 |
1.2% |
83% |
False |
False |
17,196 |
120 |
101.55 |
91.35 |
10.20 |
10.3% |
1.10 |
1.1% |
72% |
False |
False |
14,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.03 |
2.618 |
102.12 |
1.618 |
100.95 |
1.000 |
100.23 |
0.618 |
99.78 |
HIGH |
99.06 |
0.618 |
98.61 |
0.500 |
98.48 |
0.382 |
98.34 |
LOW |
97.89 |
0.618 |
97.17 |
1.000 |
96.72 |
1.618 |
96.00 |
2.618 |
94.83 |
4.250 |
92.92 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.59 |
98.27 |
PP |
98.53 |
97.89 |
S1 |
98.48 |
97.51 |
|