NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
98.76 |
98.55 |
-0.21 |
-0.2% |
95.65 |
High |
99.06 |
99.11 |
0.05 |
0.1% |
98.82 |
Low |
97.89 |
98.31 |
0.42 |
0.4% |
94.62 |
Close |
98.65 |
98.70 |
0.05 |
0.1% |
98.62 |
Range |
1.17 |
0.80 |
-0.37 |
-31.6% |
4.20 |
ATR |
1.38 |
1.34 |
-0.04 |
-3.0% |
0.00 |
Volume |
51,559 |
70,130 |
18,571 |
36.0% |
232,222 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.11 |
100.70 |
99.14 |
|
R3 |
100.31 |
99.90 |
98.92 |
|
R2 |
99.51 |
99.51 |
98.85 |
|
R1 |
99.10 |
99.10 |
98.77 |
99.31 |
PP |
98.71 |
98.71 |
98.71 |
98.81 |
S1 |
98.30 |
98.30 |
98.63 |
98.51 |
S2 |
97.91 |
97.91 |
98.55 |
|
S3 |
97.11 |
97.50 |
98.48 |
|
S4 |
96.31 |
96.70 |
98.26 |
|
|
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 |
99.11 |
95.39 |
3.72 |
3.8% |
1.45 |
1.5% |
89% |
True |
False |
49,847 |
10 |
99.11 |
94.62 |
4.49 |
4.5% |
1.33 |
1.3% |
91% |
True |
False |
45,147 |
20 |
99.11 |
91.54 |
7.57 |
7.7% |
1.34 |
1.4% |
95% |
True |
False |
39,138 |
40 |
99.53 |
91.35 |
8.18 |
8.3% |
1.26 |
1.3% |
90% |
False |
False |
29,139 |
60 |
99.53 |
91.35 |
8.18 |
8.3% |
1.22 |
1.2% |
90% |
False |
False |
24,419 |
80 |
99.53 |
91.35 |
8.18 |
8.3% |
1.18 |
1.2% |
90% |
False |
False |
21,051 |
100 |
100.11 |
91.35 |
8.76 |
8.9% |
1.16 |
1.2% |
84% |
False |
False |
17,856 |
120 |
101.55 |
91.35 |
10.20 |
10.3% |
1.11 |
1.1% |
72% |
False |
False |
15,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.51 |
2.618 |
101.20 |
1.618 |
100.40 |
1.000 |
99.91 |
0.618 |
99.60 |
HIGH |
99.11 |
0.618 |
98.80 |
0.500 |
98.71 |
0.382 |
98.62 |
LOW |
98.31 |
0.618 |
97.82 |
1.000 |
97.51 |
1.618 |
97.02 |
2.618 |
96.22 |
4.250 |
94.91 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.71 |
98.33 |
PP |
98.71 |
97.96 |
S1 |
98.70 |
97.60 |
|