NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
101.87 |
101.95 |
0.08 |
0.1% |
99.40 |
High |
102.04 |
101.95 |
-0.09 |
-0.1% |
102.15 |
Low |
101.30 |
100.86 |
-0.44 |
-0.4% |
99.40 |
Close |
101.85 |
101.37 |
-0.48 |
-0.5% |
101.37 |
Range |
0.74 |
1.09 |
0.35 |
47.3% |
2.75 |
ATR |
1.30 |
1.29 |
-0.02 |
-1.2% |
0.00 |
Volume |
77,610 |
47,475 |
-30,135 |
-38.8% |
240,134 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.66 |
104.11 |
101.97 |
|
R3 |
103.57 |
103.02 |
101.67 |
|
R2 |
102.48 |
102.48 |
101.57 |
|
R1 |
101.93 |
101.93 |
101.47 |
101.66 |
PP |
101.39 |
101.39 |
101.39 |
101.26 |
S1 |
100.84 |
100.84 |
101.27 |
100.57 |
S2 |
100.30 |
100.30 |
101.17 |
|
S3 |
99.21 |
99.75 |
101.07 |
|
S4 |
98.12 |
98.66 |
100.77 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.22 |
108.05 |
102.88 |
|
R3 |
106.47 |
105.30 |
102.13 |
|
R2 |
103.72 |
103.72 |
101.87 |
|
R1 |
102.55 |
102.55 |
101.62 |
103.14 |
PP |
100.97 |
100.97 |
100.97 |
101.27 |
S1 |
99.80 |
99.80 |
101.12 |
100.39 |
S2 |
98.22 |
98.22 |
100.87 |
|
S3 |
95.47 |
97.05 |
100.61 |
|
S4 |
92.72 |
94.30 |
99.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.15 |
98.62 |
3.53 |
3.5% |
1.23 |
1.2% |
78% |
False |
False |
58,728 |
10 |
102.15 |
96.08 |
6.07 |
6.0% |
1.32 |
1.3% |
87% |
False |
False |
58,330 |
20 |
102.15 |
94.36 |
7.79 |
7.7% |
1.31 |
1.3% |
90% |
False |
False |
49,476 |
40 |
102.15 |
91.35 |
10.80 |
10.7% |
1.31 |
1.3% |
93% |
False |
False |
36,704 |
60 |
102.15 |
91.35 |
10.80 |
10.7% |
1.23 |
1.2% |
93% |
False |
False |
29,861 |
80 |
102.15 |
91.35 |
10.80 |
10.7% |
1.18 |
1.2% |
93% |
False |
False |
25,217 |
100 |
102.15 |
91.35 |
10.80 |
10.7% |
1.18 |
1.2% |
93% |
False |
False |
21,739 |
120 |
102.15 |
91.35 |
10.80 |
10.7% |
1.13 |
1.1% |
93% |
False |
False |
18,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.58 |
2.618 |
104.80 |
1.618 |
103.71 |
1.000 |
103.04 |
0.618 |
102.62 |
HIGH |
101.95 |
0.618 |
101.53 |
0.500 |
101.41 |
0.382 |
101.28 |
LOW |
100.86 |
0.618 |
100.19 |
1.000 |
99.77 |
1.618 |
99.10 |
2.618 |
98.01 |
4.250 |
96.23 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
101.41 |
101.51 |
PP |
101.39 |
101.46 |
S1 |
101.38 |
101.42 |
|