NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 18-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.32 |
99.40 |
0.08 |
0.1% |
98.76 |
High |
99.58 |
101.64 |
2.06 |
2.1% |
99.91 |
Low |
98.62 |
99.40 |
0.78 |
0.8% |
97.89 |
Close |
99.47 |
101.21 |
1.74 |
1.7% |
99.47 |
Range |
0.96 |
2.24 |
1.28 |
133.3% |
2.02 |
ATR |
1.30 |
1.36 |
0.07 |
5.2% |
0.00 |
Volume |
53,510 |
53,719 |
209 |
0.4% |
296,139 |
|
Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.47 |
106.58 |
102.44 |
|
R3 |
105.23 |
104.34 |
101.83 |
|
R2 |
102.99 |
102.99 |
101.62 |
|
R1 |
102.10 |
102.10 |
101.42 |
102.55 |
PP |
100.75 |
100.75 |
100.75 |
100.97 |
S1 |
99.86 |
99.86 |
101.00 |
100.31 |
S2 |
98.51 |
98.51 |
100.80 |
|
S3 |
96.27 |
97.62 |
100.59 |
|
S4 |
94.03 |
95.38 |
99.98 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.15 |
104.33 |
100.58 |
|
R3 |
103.13 |
102.31 |
100.03 |
|
R2 |
101.11 |
101.11 |
99.84 |
|
R1 |
100.29 |
100.29 |
99.66 |
100.70 |
PP |
99.09 |
99.09 |
99.09 |
99.30 |
S1 |
98.27 |
98.27 |
99.28 |
98.68 |
S2 |
97.07 |
97.07 |
99.10 |
|
S3 |
95.05 |
96.25 |
98.91 |
|
S4 |
93.03 |
94.23 |
98.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.64 |
98.24 |
3.40 |
3.4% |
1.27 |
1.3% |
87% |
True |
False |
59,659 |
10 |
101.64 |
94.76 |
6.88 |
6.8% |
1.41 |
1.4% |
94% |
True |
False |
52,770 |
20 |
101.64 |
93.13 |
8.51 |
8.4% |
1.37 |
1.4% |
95% |
True |
False |
44,403 |
40 |
101.64 |
91.35 |
10.29 |
10.2% |
1.30 |
1.3% |
96% |
True |
False |
33,537 |
60 |
101.64 |
91.35 |
10.29 |
10.2% |
1.24 |
1.2% |
96% |
True |
False |
27,214 |
80 |
101.64 |
91.35 |
10.29 |
10.2% |
1.19 |
1.2% |
96% |
True |
False |
23,350 |
100 |
101.64 |
91.35 |
10.29 |
10.2% |
1.18 |
1.2% |
96% |
True |
False |
19,975 |
120 |
101.64 |
91.35 |
10.29 |
10.2% |
1.13 |
1.1% |
96% |
True |
False |
17,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.16 |
2.618 |
107.50 |
1.618 |
105.26 |
1.000 |
103.88 |
0.618 |
103.02 |
HIGH |
101.64 |
0.618 |
100.78 |
0.500 |
100.52 |
0.382 |
100.26 |
LOW |
99.40 |
0.618 |
98.02 |
1.000 |
97.16 |
1.618 |
95.78 |
2.618 |
93.54 |
4.250 |
89.88 |
|
|
Fisher Pivots for day following 18-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
100.98 |
100.79 |
PP |
100.75 |
100.36 |
S1 |
100.52 |
99.94 |
|