NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
101.07 |
100.61 |
-0.46 |
-0.5% |
98.70 |
High |
101.07 |
101.77 |
0.70 |
0.7% |
101.10 |
Low |
99.96 |
100.30 |
0.34 |
0.3% |
98.70 |
Close |
100.48 |
101.17 |
0.69 |
0.7% |
100.48 |
Range |
1.11 |
1.47 |
0.36 |
32.4% |
2.40 |
ATR |
1.22 |
1.24 |
0.02 |
1.5% |
0.00 |
Volume |
38,609 |
44,234 |
5,625 |
14.6% |
211,893 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.49 |
104.80 |
101.98 |
|
R3 |
104.02 |
103.33 |
101.57 |
|
R2 |
102.55 |
102.55 |
101.44 |
|
R1 |
101.86 |
101.86 |
101.30 |
102.21 |
PP |
101.08 |
101.08 |
101.08 |
101.25 |
S1 |
100.39 |
100.39 |
101.04 |
100.74 |
S2 |
99.61 |
99.61 |
100.90 |
|
S3 |
98.14 |
98.92 |
100.77 |
|
S4 |
96.67 |
97.45 |
100.36 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.29 |
106.29 |
101.80 |
|
R3 |
104.89 |
103.89 |
101.14 |
|
R2 |
102.49 |
102.49 |
100.92 |
|
R1 |
101.49 |
101.49 |
100.70 |
101.99 |
PP |
100.09 |
100.09 |
100.09 |
100.35 |
S1 |
99.09 |
99.09 |
100.26 |
99.59 |
S2 |
97.69 |
97.69 |
100.04 |
|
S3 |
95.29 |
96.69 |
99.82 |
|
S4 |
92.89 |
94.29 |
99.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.77 |
98.70 |
3.07 |
3.0% |
1.27 |
1.3% |
80% |
True |
False |
51,225 |
10 |
101.77 |
97.19 |
4.58 |
4.5% |
1.13 |
1.1% |
87% |
True |
False |
53,904 |
20 |
101.77 |
93.67 |
8.10 |
8.0% |
1.25 |
1.2% |
93% |
True |
False |
49,199 |
40 |
101.77 |
90.97 |
10.80 |
10.7% |
1.26 |
1.2% |
94% |
True |
False |
44,876 |
60 |
101.77 |
90.97 |
10.80 |
10.7% |
1.19 |
1.2% |
94% |
True |
False |
41,788 |
80 |
101.77 |
90.97 |
10.80 |
10.7% |
1.18 |
1.2% |
94% |
True |
False |
40,122 |
100 |
101.77 |
90.97 |
10.80 |
10.7% |
1.22 |
1.2% |
94% |
True |
False |
38,053 |
120 |
101.77 |
90.97 |
10.80 |
10.7% |
1.24 |
1.2% |
94% |
True |
False |
35,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.02 |
2.618 |
105.62 |
1.618 |
104.15 |
1.000 |
103.24 |
0.618 |
102.68 |
HIGH |
101.77 |
0.618 |
101.21 |
0.500 |
101.04 |
0.382 |
100.86 |
LOW |
100.30 |
0.618 |
99.39 |
1.000 |
98.83 |
1.618 |
97.92 |
2.618 |
96.45 |
4.250 |
94.05 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
101.13 |
101.07 |
PP |
101.08 |
100.97 |
S1 |
101.04 |
100.87 |
|