NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
100.42 |
100.62 |
0.20 |
0.2% |
98.70 |
High |
101.13 |
101.08 |
-0.05 |
0.0% |
101.10 |
Low |
100.01 |
100.04 |
0.03 |
0.0% |
98.70 |
Close |
100.77 |
100.63 |
-0.14 |
-0.1% |
100.48 |
Range |
1.12 |
1.04 |
-0.08 |
-7.1% |
2.40 |
ATR |
1.25 |
1.24 |
-0.02 |
-1.2% |
0.00 |
Volume |
40,297 |
48,952 |
8,655 |
21.5% |
211,893 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.70 |
103.21 |
101.20 |
|
R3 |
102.66 |
102.17 |
100.92 |
|
R2 |
101.62 |
101.62 |
100.82 |
|
R1 |
101.13 |
101.13 |
100.73 |
101.38 |
PP |
100.58 |
100.58 |
100.58 |
100.71 |
S1 |
100.09 |
100.09 |
100.53 |
100.34 |
S2 |
99.54 |
99.54 |
100.44 |
|
S3 |
98.50 |
99.05 |
100.34 |
|
S4 |
97.46 |
98.01 |
100.06 |
|
|
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 |
99.59 |
2.18 |
2.2% |
1.23 |
1.2% |
48% |
False |
False |
41,639 |
10 |
101.77 |
97.51 |
4.26 |
4.2% |
1.21 |
1.2% |
73% |
False |
False |
48,765 |
20 |
101.77 |
93.73 |
8.04 |
8.0% |
1.22 |
1.2% |
86% |
False |
False |
49,045 |
40 |
101.77 |
90.97 |
10.80 |
10.7% |
1.29 |
1.3% |
89% |
False |
False |
46,807 |
60 |
101.77 |
90.97 |
10.80 |
10.7% |
1.18 |
1.2% |
89% |
False |
False |
42,394 |
80 |
101.77 |
90.97 |
10.80 |
10.7% |
1.20 |
1.2% |
89% |
False |
False |
40,393 |
100 |
101.77 |
90.97 |
10.80 |
10.7% |
1.21 |
1.2% |
89% |
False |
False |
38,655 |
120 |
101.77 |
90.97 |
10.80 |
10.7% |
1.24 |
1.2% |
89% |
False |
False |
35,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.50 |
2.618 |
103.80 |
1.618 |
102.76 |
1.000 |
102.12 |
0.618 |
101.72 |
HIGH |
101.08 |
0.618 |
100.68 |
0.500 |
100.56 |
0.382 |
100.44 |
LOW |
100.04 |
0.618 |
99.40 |
1.000 |
99.00 |
1.618 |
98.36 |
2.618 |
97.32 |
4.250 |
95.62 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
100.61 |
100.54 |
PP |
100.58 |
100.45 |
S1 |
100.56 |
100.36 |
|