NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.89 |
97.56 |
-0.33 |
-0.3% |
94.72 |
High |
98.21 |
98.20 |
-0.01 |
0.0% |
98.01 |
Low |
97.19 |
97.51 |
0.32 |
0.3% |
93.73 |
Close |
97.81 |
97.91 |
0.10 |
0.1% |
97.84 |
Range |
1.02 |
0.69 |
-0.33 |
-32.4% |
4.28 |
ATR |
1.30 |
1.26 |
-0.04 |
-3.4% |
0.00 |
Volume |
58,255 |
59,542 |
1,287 |
2.2% |
237,116 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.94 |
99.62 |
98.29 |
|
R3 |
99.25 |
98.93 |
98.10 |
|
R2 |
98.56 |
98.56 |
98.04 |
|
R1 |
98.24 |
98.24 |
97.97 |
98.40 |
PP |
97.87 |
97.87 |
97.87 |
97.96 |
S1 |
97.55 |
97.55 |
97.85 |
97.71 |
S2 |
97.18 |
97.18 |
97.78 |
|
S3 |
96.49 |
96.86 |
97.72 |
|
S4 |
95.80 |
96.17 |
97.53 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.37 |
107.88 |
100.19 |
|
R3 |
105.09 |
103.60 |
99.02 |
|
R2 |
100.81 |
100.81 |
98.62 |
|
R1 |
99.32 |
99.32 |
98.23 |
100.07 |
PP |
96.53 |
96.53 |
96.53 |
96.90 |
S1 |
95.04 |
95.04 |
97.45 |
95.79 |
S2 |
92.25 |
92.25 |
97.06 |
|
S3 |
87.97 |
90.76 |
96.66 |
|
S4 |
83.69 |
86.48 |
95.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.21 |
94.55 |
3.66 |
3.7% |
1.32 |
1.4% |
92% |
False |
False |
48,771 |
10 |
98.21 |
93.73 |
4.48 |
4.6% |
1.23 |
1.3% |
93% |
False |
False |
47,760 |
20 |
98.21 |
91.17 |
7.04 |
7.2% |
1.26 |
1.3% |
96% |
False |
False |
47,035 |
40 |
98.60 |
90.97 |
7.63 |
7.8% |
1.20 |
1.2% |
91% |
False |
False |
40,225 |
60 |
98.60 |
90.97 |
7.63 |
7.8% |
1.19 |
1.2% |
91% |
False |
False |
39,504 |
80 |
98.82 |
90.97 |
7.85 |
8.0% |
1.20 |
1.2% |
88% |
False |
False |
38,743 |
100 |
99.46 |
90.97 |
8.49 |
8.7% |
1.23 |
1.3% |
82% |
False |
False |
35,653 |
120 |
100.65 |
90.97 |
9.68 |
9.9% |
1.25 |
1.3% |
72% |
False |
False |
33,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.13 |
2.618 |
100.01 |
1.618 |
99.32 |
1.000 |
98.89 |
0.618 |
98.63 |
HIGH |
98.20 |
0.618 |
97.94 |
0.500 |
97.86 |
0.382 |
97.77 |
LOW |
97.51 |
0.618 |
97.08 |
1.000 |
96.82 |
1.618 |
96.39 |
2.618 |
95.70 |
4.250 |
94.58 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
97.89 |
97.54 |
PP |
97.87 |
97.17 |
S1 |
97.86 |
96.80 |
|