NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.56 |
98.12 |
0.56 |
0.6% |
94.72 |
High |
98.20 |
99.04 |
0.84 |
0.9% |
98.01 |
Low |
97.51 |
98.05 |
0.54 |
0.6% |
93.73 |
Close |
97.91 |
98.37 |
0.46 |
0.5% |
97.84 |
Range |
0.69 |
0.99 |
0.30 |
43.5% |
4.28 |
ATR |
1.26 |
1.25 |
-0.01 |
-0.7% |
0.00 |
Volume |
59,542 |
58,950 |
-592 |
-1.0% |
237,116 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.46 |
100.90 |
98.91 |
|
R3 |
100.47 |
99.91 |
98.64 |
|
R2 |
99.48 |
99.48 |
98.55 |
|
R1 |
98.92 |
98.92 |
98.46 |
99.20 |
PP |
98.49 |
98.49 |
98.49 |
98.63 |
S1 |
97.93 |
97.93 |
98.28 |
98.21 |
S2 |
97.50 |
97.50 |
98.19 |
|
S3 |
96.51 |
96.94 |
98.10 |
|
S4 |
95.52 |
95.95 |
97.83 |
|
|
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 |
99.04 |
95.23 |
3.81 |
3.9% |
1.31 |
1.3% |
82% |
True |
False |
52,362 |
10 |
99.04 |
93.73 |
5.31 |
5.4% |
1.22 |
1.2% |
87% |
True |
False |
49,326 |
20 |
99.04 |
91.60 |
7.44 |
7.6% |
1.25 |
1.3% |
91% |
True |
False |
47,840 |
40 |
99.04 |
90.97 |
8.07 |
8.2% |
1.20 |
1.2% |
92% |
True |
False |
41,036 |
60 |
99.04 |
90.97 |
8.07 |
8.2% |
1.18 |
1.2% |
92% |
True |
False |
39,758 |
80 |
99.04 |
90.97 |
8.07 |
8.2% |
1.19 |
1.2% |
92% |
True |
False |
38,944 |
100 |
99.46 |
90.97 |
8.49 |
8.6% |
1.22 |
1.2% |
87% |
False |
False |
35,898 |
120 |
100.65 |
90.97 |
9.68 |
9.8% |
1.25 |
1.3% |
76% |
False |
False |
33,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.25 |
2.618 |
101.63 |
1.618 |
100.64 |
1.000 |
100.03 |
0.618 |
99.65 |
HIGH |
99.04 |
0.618 |
98.66 |
0.500 |
98.55 |
0.382 |
98.43 |
LOW |
98.05 |
0.618 |
97.44 |
1.000 |
97.06 |
1.618 |
96.45 |
2.618 |
95.46 |
4.250 |
93.84 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.55 |
98.29 |
PP |
98.49 |
98.20 |
S1 |
98.43 |
98.12 |
|