NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
98.55 |
98.97 |
0.42 |
0.4% |
95.65 |
High |
99.11 |
99.91 |
0.80 |
0.8% |
98.82 |
Low |
98.31 |
98.84 |
0.53 |
0.5% |
94.62 |
Close |
98.70 |
99.17 |
0.47 |
0.5% |
98.62 |
Range |
0.80 |
1.07 |
0.27 |
33.8% |
4.20 |
ATR |
1.34 |
1.33 |
-0.01 |
-0.7% |
0.00 |
Volume |
70,130 |
53,589 |
-16,541 |
-23.6% |
232,222 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.52 |
101.91 |
99.76 |
|
R3 |
101.45 |
100.84 |
99.46 |
|
R2 |
100.38 |
100.38 |
99.37 |
|
R1 |
99.77 |
99.77 |
99.27 |
100.08 |
PP |
99.31 |
99.31 |
99.31 |
99.46 |
S1 |
98.70 |
98.70 |
99.07 |
99.01 |
S2 |
98.24 |
98.24 |
98.97 |
|
S3 |
97.17 |
97.63 |
98.88 |
|
S4 |
96.10 |
96.56 |
98.58 |
|
|
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 |
99.91 |
95.95 |
3.96 |
4.0% |
1.44 |
1.4% |
81% |
True |
False |
53,172 |
10 |
99.91 |
94.62 |
5.29 |
5.3% |
1.31 |
1.3% |
86% |
True |
False |
47,173 |
20 |
99.91 |
92.13 |
7.78 |
7.8% |
1.34 |
1.4% |
90% |
True |
False |
40,418 |
40 |
99.91 |
91.35 |
8.56 |
8.6% |
1.26 |
1.3% |
91% |
True |
False |
30,004 |
60 |
99.91 |
91.35 |
8.56 |
8.6% |
1.21 |
1.2% |
91% |
True |
False |
25,056 |
80 |
99.91 |
91.35 |
8.56 |
8.6% |
1.17 |
1.2% |
91% |
True |
False |
21,518 |
100 |
100.11 |
91.35 |
8.76 |
8.8% |
1.16 |
1.2% |
89% |
False |
False |
18,339 |
120 |
101.55 |
91.35 |
10.20 |
10.3% |
1.11 |
1.1% |
77% |
False |
False |
15,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.46 |
2.618 |
102.71 |
1.618 |
101.64 |
1.000 |
100.98 |
0.618 |
100.57 |
HIGH |
99.91 |
0.618 |
99.50 |
0.500 |
99.38 |
0.382 |
99.25 |
LOW |
98.84 |
0.618 |
98.18 |
1.000 |
97.77 |
1.618 |
97.11 |
2.618 |
96.04 |
4.250 |
94.29 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.38 |
99.08 |
PP |
99.31 |
98.99 |
S1 |
99.24 |
98.90 |
|