NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
102.00 |
101.31 |
-0.69 |
-0.7% |
99.40 |
High |
102.00 |
102.11 |
0.11 |
0.1% |
102.15 |
Low |
100.40 |
100.87 |
0.47 |
0.5% |
99.40 |
Close |
101.12 |
101.77 |
0.65 |
0.6% |
101.37 |
Range |
1.60 |
1.24 |
-0.36 |
-22.5% |
2.75 |
ATR |
1.33 |
1.32 |
-0.01 |
-0.5% |
0.00 |
Volume |
51,260 |
55,033 |
3,773 |
7.4% |
240,134 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.30 |
104.78 |
102.45 |
|
R3 |
104.06 |
103.54 |
102.11 |
|
R2 |
102.82 |
102.82 |
102.00 |
|
R1 |
102.30 |
102.30 |
101.88 |
102.56 |
PP |
101.58 |
101.58 |
101.58 |
101.72 |
S1 |
101.06 |
101.06 |
101.66 |
101.32 |
S2 |
100.34 |
100.34 |
101.54 |
|
S3 |
99.10 |
99.82 |
101.43 |
|
S4 |
97.86 |
98.58 |
101.09 |
|
|
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 |
100.40 |
2.28 |
2.2% |
1.23 |
1.2% |
60% |
False |
False |
56,806 |
10 |
102.68 |
98.24 |
4.44 |
4.4% |
1.28 |
1.3% |
80% |
False |
False |
57,352 |
20 |
102.68 |
94.62 |
8.06 |
7.9% |
1.30 |
1.3% |
89% |
False |
False |
51,250 |
40 |
102.68 |
91.35 |
11.33 |
11.1% |
1.36 |
1.3% |
92% |
False |
False |
39,996 |
60 |
102.68 |
91.35 |
11.33 |
11.1% |
1.23 |
1.2% |
92% |
False |
False |
32,025 |
80 |
102.68 |
91.35 |
11.33 |
11.1% |
1.21 |
1.2% |
92% |
False |
False |
26,999 |
100 |
102.68 |
91.35 |
11.33 |
11.1% |
1.18 |
1.2% |
92% |
False |
False |
23,227 |
120 |
102.68 |
91.35 |
11.33 |
11.1% |
1.15 |
1.1% |
92% |
False |
False |
19,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.38 |
2.618 |
105.36 |
1.618 |
104.12 |
1.000 |
103.35 |
0.618 |
102.88 |
HIGH |
102.11 |
0.618 |
101.64 |
0.500 |
101.49 |
0.382 |
101.34 |
LOW |
100.87 |
0.618 |
100.10 |
1.000 |
99.63 |
1.618 |
98.86 |
2.618 |
97.62 |
4.250 |
95.60 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
101.68 |
101.69 |
PP |
101.58 |
101.62 |
S1 |
101.49 |
101.54 |
|