NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
100.49 |
100.82 |
0.33 |
0.3% |
97.89 |
High |
101.07 |
101.10 |
0.03 |
0.0% |
99.04 |
Low |
100.04 |
100.30 |
0.26 |
0.3% |
97.19 |
Close |
100.80 |
100.89 |
0.09 |
0.1% |
98.73 |
Range |
1.03 |
0.80 |
-0.23 |
-22.3% |
1.85 |
ATR |
1.26 |
1.23 |
-0.03 |
-2.6% |
0.00 |
Volume |
62,462 |
69,234 |
6,772 |
10.8% |
282,920 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.16 |
102.83 |
101.33 |
|
R3 |
102.36 |
102.03 |
101.11 |
|
R2 |
101.56 |
101.56 |
101.04 |
|
R1 |
101.23 |
101.23 |
100.96 |
101.40 |
PP |
100.76 |
100.76 |
100.76 |
100.85 |
S1 |
100.43 |
100.43 |
100.82 |
100.60 |
S2 |
99.96 |
99.96 |
100.74 |
|
S3 |
99.16 |
99.63 |
100.67 |
|
S4 |
98.36 |
98.83 |
100.45 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.87 |
103.15 |
99.75 |
|
R3 |
102.02 |
101.30 |
99.24 |
|
R2 |
100.17 |
100.17 |
99.07 |
|
R1 |
99.45 |
99.45 |
98.90 |
99.81 |
PP |
98.32 |
98.32 |
98.32 |
98.50 |
S1 |
97.60 |
97.60 |
98.56 |
97.96 |
S2 |
96.47 |
96.47 |
98.39 |
|
S3 |
94.62 |
95.75 |
98.22 |
|
S4 |
92.77 |
93.90 |
97.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.10 |
97.51 |
3.59 |
3.6% |
1.19 |
1.2% |
94% |
True |
False |
55,891 |
10 |
101.10 |
95.23 |
5.87 |
5.8% |
1.25 |
1.2% |
96% |
True |
False |
54,126 |
20 |
101.10 |
93.67 |
7.43 |
7.4% |
1.21 |
1.2% |
97% |
True |
False |
51,276 |
40 |
101.10 |
90.97 |
10.13 |
10.0% |
1.23 |
1.2% |
98% |
True |
False |
44,089 |
60 |
101.10 |
90.97 |
10.13 |
10.0% |
1.19 |
1.2% |
98% |
True |
False |
41,683 |
80 |
101.10 |
90.97 |
10.13 |
10.0% |
1.18 |
1.2% |
98% |
True |
False |
39,870 |
100 |
101.10 |
90.97 |
10.13 |
10.0% |
1.22 |
1.2% |
98% |
True |
False |
37,586 |
120 |
101.10 |
90.97 |
10.13 |
10.0% |
1.25 |
1.2% |
98% |
True |
False |
34,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.50 |
2.618 |
103.19 |
1.618 |
102.39 |
1.000 |
101.90 |
0.618 |
101.59 |
HIGH |
101.10 |
0.618 |
100.79 |
0.500 |
100.70 |
0.382 |
100.61 |
LOW |
100.30 |
0.618 |
99.81 |
1.000 |
99.50 |
1.618 |
99.01 |
2.618 |
98.21 |
4.250 |
96.90 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
100.83 |
100.56 |
PP |
100.76 |
100.23 |
S1 |
100.70 |
99.90 |
|