NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
101.31 |
101.75 |
0.44 |
0.4% |
99.40 |
High |
102.11 |
102.17 |
0.06 |
0.1% |
102.15 |
Low |
100.87 |
100.99 |
0.12 |
0.1% |
99.40 |
Close |
101.77 |
101.62 |
-0.15 |
-0.1% |
101.37 |
Range |
1.24 |
1.18 |
-0.06 |
-4.8% |
2.75 |
ATR |
1.32 |
1.31 |
-0.01 |
-0.8% |
0.00 |
Volume |
55,033 |
71,153 |
16,120 |
29.3% |
240,134 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.13 |
104.56 |
102.27 |
|
R3 |
103.95 |
103.38 |
101.94 |
|
R2 |
102.77 |
102.77 |
101.84 |
|
R1 |
102.20 |
102.20 |
101.73 |
101.90 |
PP |
101.59 |
101.59 |
101.59 |
101.44 |
S1 |
101.02 |
101.02 |
101.51 |
100.72 |
S2 |
100.41 |
100.41 |
101.40 |
|
S3 |
99.23 |
99.84 |
101.30 |
|
S4 |
98.05 |
98.66 |
100.97 |
|
|
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% |
1.32 |
1.3% |
54% |
False |
False |
55,514 |
10 |
102.68 |
98.24 |
4.44 |
4.4% |
1.29 |
1.3% |
76% |
False |
False |
59,109 |
20 |
102.68 |
94.62 |
8.06 |
7.9% |
1.30 |
1.3% |
87% |
False |
False |
53,141 |
40 |
102.68 |
91.35 |
11.33 |
11.1% |
1.36 |
1.3% |
91% |
False |
False |
41,371 |
60 |
102.68 |
91.35 |
11.33 |
11.1% |
1.23 |
1.2% |
91% |
False |
False |
33,065 |
80 |
102.68 |
91.35 |
11.33 |
11.1% |
1.22 |
1.2% |
91% |
False |
False |
27,690 |
100 |
102.68 |
91.35 |
11.33 |
11.1% |
1.18 |
1.2% |
91% |
False |
False |
23,883 |
120 |
102.68 |
91.35 |
11.33 |
11.1% |
1.16 |
1.1% |
91% |
False |
False |
20,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.19 |
2.618 |
105.26 |
1.618 |
104.08 |
1.000 |
103.35 |
0.618 |
102.90 |
HIGH |
102.17 |
0.618 |
101.72 |
0.500 |
101.58 |
0.382 |
101.44 |
LOW |
100.99 |
0.618 |
100.26 |
1.000 |
99.81 |
1.618 |
99.08 |
2.618 |
97.90 |
4.250 |
95.98 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
101.61 |
101.51 |
PP |
101.59 |
101.40 |
S1 |
101.58 |
101.29 |
|