NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
100.62 |
100.38 |
-0.24 |
-0.2% |
100.61 |
High |
101.08 |
101.19 |
0.11 |
0.1% |
101.77 |
Low |
100.04 |
100.15 |
0.11 |
0.1% |
99.59 |
Close |
100.63 |
100.95 |
0.32 |
0.3% |
100.95 |
Range |
1.04 |
1.04 |
0.00 |
0.0% |
2.18 |
ATR |
1.24 |
1.22 |
-0.01 |
-1.1% |
0.00 |
Volume |
48,952 |
55,564 |
6,612 |
13.5% |
225,151 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.88 |
103.46 |
101.52 |
|
R3 |
102.84 |
102.42 |
101.24 |
|
R2 |
101.80 |
101.80 |
101.14 |
|
R1 |
101.38 |
101.38 |
101.05 |
101.59 |
PP |
100.76 |
100.76 |
100.76 |
100.87 |
S1 |
100.34 |
100.34 |
100.85 |
100.55 |
S2 |
99.72 |
99.72 |
100.76 |
|
S3 |
98.68 |
99.30 |
100.66 |
|
S4 |
97.64 |
98.26 |
100.38 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.31 |
106.31 |
102.15 |
|
R3 |
105.13 |
104.13 |
101.55 |
|
R2 |
102.95 |
102.95 |
101.35 |
|
R1 |
101.95 |
101.95 |
101.15 |
102.45 |
PP |
100.77 |
100.77 |
100.77 |
101.02 |
S1 |
99.77 |
99.77 |
100.75 |
100.27 |
S2 |
98.59 |
98.59 |
100.55 |
|
S3 |
96.41 |
97.59 |
100.35 |
|
S4 |
94.23 |
95.41 |
99.75 |
|
|
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% |
1.22 |
1.2% |
62% |
False |
False |
45,030 |
10 |
101.77 |
97.87 |
3.90 |
3.9% |
1.19 |
1.2% |
79% |
False |
False |
48,291 |
20 |
101.77 |
93.73 |
8.04 |
8.0% |
1.22 |
1.2% |
90% |
False |
False |
49,767 |
40 |
101.77 |
90.97 |
10.80 |
10.7% |
1.29 |
1.3% |
92% |
False |
False |
47,574 |
60 |
101.77 |
90.97 |
10.80 |
10.7% |
1.18 |
1.2% |
92% |
False |
False |
43,109 |
80 |
101.77 |
90.97 |
10.80 |
10.7% |
1.19 |
1.2% |
92% |
False |
False |
40,502 |
100 |
101.77 |
90.97 |
10.80 |
10.7% |
1.22 |
1.2% |
92% |
False |
False |
39,006 |
120 |
101.77 |
90.97 |
10.80 |
10.7% |
1.24 |
1.2% |
92% |
False |
False |
36,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.61 |
2.618 |
103.91 |
1.618 |
102.87 |
1.000 |
102.23 |
0.618 |
101.83 |
HIGH |
101.19 |
0.618 |
100.79 |
0.500 |
100.67 |
0.382 |
100.55 |
LOW |
100.15 |
0.618 |
99.51 |
1.000 |
99.11 |
1.618 |
98.47 |
2.618 |
97.43 |
4.250 |
95.73 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
100.86 |
100.83 |
PP |
100.76 |
100.72 |
S1 |
100.67 |
100.60 |
|