NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
101.95 |
101.51 |
-0.44 |
-0.4% |
99.40 |
High |
101.95 |
102.68 |
0.73 |
0.7% |
102.15 |
Low |
100.86 |
101.20 |
0.34 |
0.3% |
99.40 |
Close |
101.37 |
102.06 |
0.69 |
0.7% |
101.37 |
Range |
1.09 |
1.48 |
0.39 |
35.8% |
2.75 |
ATR |
1.29 |
1.30 |
0.01 |
1.1% |
0.00 |
Volume |
47,475 |
52,652 |
5,177 |
10.9% |
240,134 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.42 |
105.72 |
102.87 |
|
R3 |
104.94 |
104.24 |
102.47 |
|
R2 |
103.46 |
103.46 |
102.33 |
|
R1 |
102.76 |
102.76 |
102.20 |
103.11 |
PP |
101.98 |
101.98 |
101.98 |
102.16 |
S1 |
101.28 |
101.28 |
101.92 |
101.63 |
S2 |
100.50 |
100.50 |
101.79 |
|
S3 |
99.02 |
99.80 |
101.65 |
|
S4 |
97.54 |
98.32 |
101.25 |
|
|
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 |
102.68 |
99.40 |
3.28 |
3.2% |
1.34 |
1.3% |
81% |
True |
False |
58,557 |
10 |
102.68 |
97.89 |
4.79 |
4.7% |
1.20 |
1.2% |
87% |
True |
False |
58,892 |
20 |
102.68 |
94.36 |
8.32 |
8.2% |
1.33 |
1.3% |
93% |
True |
False |
49,436 |
40 |
102.68 |
91.35 |
11.33 |
11.1% |
1.32 |
1.3% |
95% |
True |
False |
37,687 |
60 |
102.68 |
91.35 |
11.33 |
11.1% |
1.23 |
1.2% |
95% |
True |
False |
30,573 |
80 |
102.68 |
91.35 |
11.33 |
11.1% |
1.19 |
1.2% |
95% |
True |
False |
25,806 |
100 |
102.68 |
91.35 |
11.33 |
11.1% |
1.18 |
1.2% |
95% |
True |
False |
22,228 |
120 |
102.68 |
91.35 |
11.33 |
11.1% |
1.14 |
1.1% |
95% |
True |
False |
19,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.97 |
2.618 |
106.55 |
1.618 |
105.07 |
1.000 |
104.16 |
0.618 |
103.59 |
HIGH |
102.68 |
0.618 |
102.11 |
0.500 |
101.94 |
0.382 |
101.77 |
LOW |
101.20 |
0.618 |
100.29 |
1.000 |
99.72 |
1.618 |
98.81 |
2.618 |
97.33 |
4.250 |
94.91 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
102.02 |
101.96 |
PP |
101.98 |
101.87 |
S1 |
101.94 |
101.77 |
|