NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
99.40 |
101.55 |
2.15 |
2.2% |
98.76 |
| High |
101.64 |
102.15 |
0.51 |
0.5% |
99.91 |
| Low |
99.40 |
101.01 |
1.61 |
1.6% |
97.89 |
| Close |
101.21 |
101.81 |
0.60 |
0.6% |
99.47 |
| Range |
2.24 |
1.14 |
-1.10 |
-49.1% |
2.02 |
| ATR |
1.36 |
1.35 |
-0.02 |
-1.2% |
0.00 |
| Volume |
53,719 |
61,330 |
7,611 |
14.2% |
296,139 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.08 |
104.58 |
102.44 |
|
| R3 |
103.94 |
103.44 |
102.12 |
|
| R2 |
102.80 |
102.80 |
102.02 |
|
| R1 |
102.30 |
102.30 |
101.91 |
102.55 |
| PP |
101.66 |
101.66 |
101.66 |
101.78 |
| S1 |
101.16 |
101.16 |
101.71 |
101.41 |
| S2 |
100.52 |
100.52 |
101.60 |
|
| S3 |
99.38 |
100.02 |
101.50 |
|
| S4 |
98.24 |
98.88 |
101.18 |
|
|
| 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 |
102.15 |
98.24 |
3.91 |
3.8% |
1.33 |
1.3% |
91% |
True |
False |
57,899 |
| 10 |
102.15 |
95.39 |
6.76 |
6.6% |
1.39 |
1.4% |
95% |
True |
False |
53,873 |
| 20 |
102.15 |
94.36 |
7.79 |
7.7% |
1.34 |
1.3% |
96% |
True |
False |
46,376 |
| 40 |
102.15 |
91.35 |
10.80 |
10.6% |
1.29 |
1.3% |
97% |
True |
False |
34,603 |
| 60 |
102.15 |
91.35 |
10.80 |
10.6% |
1.24 |
1.2% |
97% |
True |
False |
28,101 |
| 80 |
102.15 |
91.35 |
10.80 |
10.6% |
1.18 |
1.2% |
97% |
True |
False |
23,940 |
| 100 |
102.15 |
91.35 |
10.80 |
10.6% |
1.18 |
1.2% |
97% |
True |
False |
20,553 |
| 120 |
102.15 |
91.35 |
10.80 |
10.6% |
1.14 |
1.1% |
97% |
True |
False |
17,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.00 |
|
2.618 |
105.13 |
|
1.618 |
103.99 |
|
1.000 |
103.29 |
|
0.618 |
102.85 |
|
HIGH |
102.15 |
|
0.618 |
101.71 |
|
0.500 |
101.58 |
|
0.382 |
101.45 |
|
LOW |
101.01 |
|
0.618 |
100.31 |
|
1.000 |
99.87 |
|
1.618 |
99.17 |
|
2.618 |
98.03 |
|
4.250 |
96.17 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.73 |
101.34 |
| PP |
101.66 |
100.86 |
| S1 |
101.58 |
100.39 |
|