NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
94.55 |
93.44 |
-1.11 |
-1.2% |
94.04 |
High |
94.84 |
94.00 |
-0.84 |
-0.9% |
95.31 |
Low |
93.79 |
92.85 |
-0.94 |
-1.0% |
92.93 |
Close |
93.87 |
93.13 |
-0.74 |
-0.8% |
93.87 |
Range |
1.05 |
1.15 |
0.10 |
9.5% |
2.38 |
ATR |
1.08 |
1.09 |
0.00 |
0.4% |
0.00 |
Volume |
9,669 |
16,231 |
6,562 |
67.9% |
52,194 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.78 |
96.10 |
93.76 |
|
R3 |
95.63 |
94.95 |
93.45 |
|
R2 |
94.48 |
94.48 |
93.34 |
|
R1 |
93.80 |
93.80 |
93.24 |
93.57 |
PP |
93.33 |
93.33 |
93.33 |
93.21 |
S1 |
92.65 |
92.65 |
93.02 |
92.42 |
S2 |
92.18 |
92.18 |
92.92 |
|
S3 |
91.03 |
91.50 |
92.81 |
|
S4 |
89.88 |
90.35 |
92.50 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.18 |
99.90 |
95.18 |
|
R3 |
98.80 |
97.52 |
94.52 |
|
R2 |
96.42 |
96.42 |
94.31 |
|
R1 |
95.14 |
95.14 |
94.09 |
94.59 |
PP |
94.04 |
94.04 |
94.04 |
93.76 |
S1 |
92.76 |
92.76 |
93.65 |
92.21 |
S2 |
91.66 |
91.66 |
93.43 |
|
S3 |
89.28 |
90.38 |
93.22 |
|
S4 |
86.90 |
88.00 |
92.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.31 |
92.85 |
2.46 |
2.6% |
1.07 |
1.1% |
11% |
False |
True |
11,668 |
10 |
95.31 |
92.12 |
3.19 |
3.4% |
1.09 |
1.2% |
32% |
False |
False |
12,114 |
20 |
95.31 |
90.40 |
4.91 |
5.3% |
1.06 |
1.1% |
56% |
False |
False |
13,588 |
40 |
97.59 |
90.40 |
7.19 |
7.7% |
0.95 |
1.0% |
38% |
False |
False |
10,650 |
60 |
97.59 |
90.40 |
7.19 |
7.7% |
0.95 |
1.0% |
38% |
False |
False |
9,178 |
80 |
98.67 |
90.40 |
8.27 |
8.9% |
0.95 |
1.0% |
33% |
False |
False |
7,838 |
100 |
98.67 |
90.40 |
8.27 |
8.9% |
0.90 |
1.0% |
33% |
False |
False |
6,581 |
120 |
99.49 |
90.40 |
9.09 |
9.8% |
0.87 |
0.9% |
30% |
False |
False |
5,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.89 |
2.618 |
97.01 |
1.618 |
95.86 |
1.000 |
95.15 |
0.618 |
94.71 |
HIGH |
94.00 |
0.618 |
93.56 |
0.500 |
93.43 |
0.382 |
93.29 |
LOW |
92.85 |
0.618 |
92.14 |
1.000 |
91.70 |
1.618 |
90.99 |
2.618 |
89.84 |
4.250 |
87.96 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
93.43 |
94.08 |
PP |
93.33 |
93.76 |
S1 |
93.23 |
93.45 |
|