NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
98.12 |
98.22 |
0.10 |
0.1% |
94.72 |
High |
99.04 |
98.73 |
-0.31 |
-0.3% |
98.01 |
Low |
98.05 |
97.51 |
-0.54 |
-0.6% |
93.73 |
Close |
98.37 |
98.54 |
0.17 |
0.2% |
97.84 |
Range |
0.99 |
1.22 |
0.23 |
23.2% |
4.28 |
ATR |
1.25 |
1.25 |
0.00 |
-0.2% |
0.00 |
Volume |
58,950 |
60,304 |
1,354 |
2.3% |
237,116 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.92 |
101.45 |
99.21 |
|
R3 |
100.70 |
100.23 |
98.88 |
|
R2 |
99.48 |
99.48 |
98.76 |
|
R1 |
99.01 |
99.01 |
98.65 |
99.25 |
PP |
98.26 |
98.26 |
98.26 |
98.38 |
S1 |
97.79 |
97.79 |
98.43 |
98.03 |
S2 |
97.04 |
97.04 |
98.32 |
|
S3 |
95.82 |
96.57 |
98.20 |
|
S4 |
94.60 |
95.35 |
97.87 |
|
|
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 |
95.39 |
3.65 |
3.7% |
1.31 |
1.3% |
86% |
False |
False |
56,078 |
10 |
99.04 |
93.73 |
5.31 |
5.4% |
1.25 |
1.3% |
91% |
False |
False |
51,243 |
20 |
99.04 |
92.57 |
6.47 |
6.6% |
1.21 |
1.2% |
92% |
False |
False |
48,026 |
40 |
99.04 |
90.97 |
8.07 |
8.2% |
1.20 |
1.2% |
94% |
False |
False |
41,726 |
60 |
99.04 |
90.97 |
8.07 |
8.2% |
1.19 |
1.2% |
94% |
False |
False |
39,697 |
80 |
99.04 |
90.97 |
8.07 |
8.2% |
1.19 |
1.2% |
94% |
False |
False |
39,153 |
100 |
99.46 |
90.97 |
8.49 |
8.6% |
1.22 |
1.2% |
89% |
False |
False |
36,277 |
120 |
100.65 |
90.97 |
9.68 |
9.8% |
1.26 |
1.3% |
78% |
False |
False |
33,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.92 |
2.618 |
101.92 |
1.618 |
100.70 |
1.000 |
99.95 |
0.618 |
99.48 |
HIGH |
98.73 |
0.618 |
98.26 |
0.500 |
98.12 |
0.382 |
97.98 |
LOW |
97.51 |
0.618 |
96.76 |
1.000 |
96.29 |
1.618 |
95.54 |
2.618 |
94.32 |
4.250 |
92.33 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.40 |
98.45 |
PP |
98.26 |
98.36 |
S1 |
98.12 |
98.28 |
|