NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
98.97 |
99.01 |
0.04 |
0.0% |
95.65 |
High |
99.91 |
99.50 |
-0.41 |
-0.4% |
98.82 |
Low |
98.84 |
98.24 |
-0.60 |
-0.6% |
94.62 |
Close |
99.17 |
99.31 |
0.14 |
0.1% |
98.62 |
Range |
1.07 |
1.26 |
0.19 |
17.8% |
4.20 |
ATR |
1.33 |
1.32 |
0.00 |
-0.4% |
0.00 |
Volume |
53,589 |
67,351 |
13,762 |
25.7% |
232,222 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.80 |
102.31 |
100.00 |
|
R3 |
101.54 |
101.05 |
99.66 |
|
R2 |
100.28 |
100.28 |
99.54 |
|
R1 |
99.79 |
99.79 |
99.43 |
100.04 |
PP |
99.02 |
99.02 |
99.02 |
99.14 |
S1 |
98.53 |
98.53 |
99.19 |
98.78 |
S2 |
97.76 |
97.76 |
99.08 |
|
S3 |
96.50 |
97.27 |
98.96 |
|
S4 |
95.24 |
96.01 |
98.62 |
|
|
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 |
96.08 |
3.83 |
3.9% |
1.41 |
1.4% |
84% |
False |
False |
57,931 |
10 |
99.91 |
94.62 |
5.29 |
5.3% |
1.34 |
1.4% |
89% |
False |
False |
51,091 |
20 |
99.91 |
93.13 |
6.78 |
6.8% |
1.30 |
1.3% |
91% |
False |
False |
41,656 |
40 |
99.91 |
91.35 |
8.56 |
8.6% |
1.26 |
1.3% |
93% |
False |
False |
31,353 |
60 |
99.91 |
91.35 |
8.56 |
8.6% |
1.22 |
1.2% |
93% |
False |
False |
25,719 |
80 |
99.91 |
91.35 |
8.56 |
8.6% |
1.18 |
1.2% |
93% |
False |
False |
22,187 |
100 |
100.11 |
91.35 |
8.76 |
8.8% |
1.17 |
1.2% |
91% |
False |
False |
18,974 |
120 |
101.55 |
91.35 |
10.20 |
10.3% |
1.12 |
1.1% |
78% |
False |
False |
16,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.86 |
2.618 |
102.80 |
1.618 |
101.54 |
1.000 |
100.76 |
0.618 |
100.28 |
HIGH |
99.50 |
0.618 |
99.02 |
0.500 |
98.87 |
0.382 |
98.72 |
LOW |
98.24 |
0.618 |
97.46 |
1.000 |
96.98 |
1.618 |
96.20 |
2.618 |
94.94 |
4.250 |
92.89 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.16 |
99.23 |
PP |
99.02 |
99.15 |
S1 |
98.87 |
99.08 |
|