NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
101.75 |
101.43 |
-0.32 |
-0.3% |
101.51 |
High |
102.17 |
102.21 |
0.04 |
0.0% |
102.68 |
Low |
100.99 |
101.10 |
0.11 |
0.1% |
100.40 |
Close |
101.62 |
101.89 |
0.27 |
0.3% |
101.89 |
Range |
1.18 |
1.11 |
-0.07 |
-5.9% |
2.28 |
ATR |
1.31 |
1.30 |
-0.01 |
-1.1% |
0.00 |
Volume |
71,153 |
69,196 |
-1,957 |
-2.8% |
299,294 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.06 |
104.59 |
102.50 |
|
R3 |
103.95 |
103.48 |
102.20 |
|
R2 |
102.84 |
102.84 |
102.09 |
|
R1 |
102.37 |
102.37 |
101.99 |
102.61 |
PP |
101.73 |
101.73 |
101.73 |
101.85 |
S1 |
101.26 |
101.26 |
101.79 |
101.50 |
S2 |
100.62 |
100.62 |
101.69 |
|
S3 |
99.51 |
100.15 |
101.58 |
|
S4 |
98.40 |
99.04 |
101.28 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.50 |
107.47 |
103.14 |
|
R3 |
106.22 |
105.19 |
102.52 |
|
R2 |
103.94 |
103.94 |
102.31 |
|
R1 |
102.91 |
102.91 |
102.10 |
103.43 |
PP |
101.66 |
101.66 |
101.66 |
101.91 |
S1 |
100.63 |
100.63 |
101.68 |
101.15 |
S2 |
99.38 |
99.38 |
101.47 |
|
S3 |
97.10 |
98.35 |
101.26 |
|
S4 |
94.82 |
96.07 |
100.64 |
|
|
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% |
65% |
False |
False |
59,858 |
10 |
102.68 |
98.62 |
4.06 |
4.0% |
1.28 |
1.3% |
81% |
False |
False |
59,293 |
20 |
102.68 |
94.62 |
8.06 |
7.9% |
1.31 |
1.3% |
90% |
False |
False |
55,192 |
40 |
102.68 |
91.35 |
11.33 |
11.1% |
1.36 |
1.3% |
93% |
False |
False |
42,705 |
60 |
102.68 |
91.35 |
11.33 |
11.1% |
1.22 |
1.2% |
93% |
False |
False |
34,155 |
80 |
102.68 |
91.35 |
11.33 |
11.1% |
1.21 |
1.2% |
93% |
False |
False |
28,385 |
100 |
102.68 |
91.35 |
11.33 |
11.1% |
1.19 |
1.2% |
93% |
False |
False |
24,536 |
120 |
102.68 |
91.35 |
11.33 |
11.1% |
1.16 |
1.1% |
93% |
False |
False |
21,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.93 |
2.618 |
105.12 |
1.618 |
104.01 |
1.000 |
103.32 |
0.618 |
102.90 |
HIGH |
102.21 |
0.618 |
101.79 |
0.500 |
101.66 |
0.382 |
101.52 |
LOW |
101.10 |
0.618 |
100.41 |
1.000 |
99.99 |
1.618 |
99.30 |
2.618 |
98.19 |
4.250 |
96.38 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
101.81 |
101.77 |
PP |
101.73 |
101.66 |
S1 |
101.66 |
101.54 |
|