NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
94.23 |
95.05 |
0.82 |
0.9% |
94.96 |
| High |
95.15 |
95.58 |
0.43 |
0.5% |
96.29 |
| Low |
93.86 |
94.55 |
0.69 |
0.7% |
93.67 |
| Close |
94.75 |
95.22 |
0.47 |
0.5% |
94.85 |
| Range |
1.29 |
1.03 |
-0.26 |
-20.2% |
2.62 |
| ATR |
1.24 |
1.22 |
-0.01 |
-1.2% |
0.00 |
| Volume |
52,408 |
40,994 |
-11,414 |
-21.8% |
207,825 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.21 |
97.74 |
95.79 |
|
| R3 |
97.18 |
96.71 |
95.50 |
|
| R2 |
96.15 |
96.15 |
95.41 |
|
| R1 |
95.68 |
95.68 |
95.31 |
95.92 |
| PP |
95.12 |
95.12 |
95.12 |
95.23 |
| S1 |
94.65 |
94.65 |
95.13 |
94.89 |
| S2 |
94.09 |
94.09 |
95.03 |
|
| S3 |
93.06 |
93.62 |
94.94 |
|
| S4 |
92.03 |
92.59 |
94.65 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.80 |
101.44 |
96.29 |
|
| R3 |
100.18 |
98.82 |
95.57 |
|
| R2 |
97.56 |
97.56 |
95.33 |
|
| R1 |
96.20 |
96.20 |
95.09 |
95.57 |
| PP |
94.94 |
94.94 |
94.94 |
94.62 |
| S1 |
93.58 |
93.58 |
94.61 |
92.95 |
| S2 |
92.32 |
92.32 |
94.37 |
|
| S3 |
89.70 |
90.96 |
94.13 |
|
| S4 |
87.08 |
88.34 |
93.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.29 |
93.73 |
2.56 |
2.7% |
1.13 |
1.2% |
58% |
False |
False |
46,290 |
| 10 |
96.29 |
93.67 |
2.62 |
2.8% |
1.17 |
1.2% |
59% |
False |
False |
48,426 |
| 20 |
96.29 |
90.97 |
5.32 |
5.6% |
1.25 |
1.3% |
80% |
False |
False |
47,762 |
| 40 |
98.60 |
90.97 |
7.63 |
8.0% |
1.16 |
1.2% |
56% |
False |
False |
39,021 |
| 60 |
98.60 |
90.97 |
7.63 |
8.0% |
1.18 |
1.2% |
56% |
False |
False |
38,272 |
| 80 |
99.46 |
90.97 |
8.49 |
8.9% |
1.20 |
1.3% |
50% |
False |
False |
37,598 |
| 100 |
99.46 |
90.97 |
8.49 |
8.9% |
1.23 |
1.3% |
50% |
False |
False |
34,341 |
| 120 |
100.65 |
90.97 |
9.68 |
10.2% |
1.24 |
1.3% |
44% |
False |
False |
32,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.96 |
|
2.618 |
98.28 |
|
1.618 |
97.25 |
|
1.000 |
96.61 |
|
0.618 |
96.22 |
|
HIGH |
95.58 |
|
0.618 |
95.19 |
|
0.500 |
95.07 |
|
0.382 |
94.94 |
|
LOW |
94.55 |
|
0.618 |
93.91 |
|
1.000 |
93.52 |
|
1.618 |
92.88 |
|
2.618 |
91.85 |
|
4.250 |
90.17 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.17 |
95.03 |
| PP |
95.12 |
94.84 |
| S1 |
95.07 |
94.66 |
|