NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
93.44 |
93.17 |
-0.27 |
-0.3% |
94.04 |
High |
94.00 |
94.09 |
0.09 |
0.1% |
95.31 |
Low |
92.85 |
93.01 |
0.16 |
0.2% |
92.93 |
Close |
93.13 |
93.85 |
0.72 |
0.8% |
93.87 |
Range |
1.15 |
1.08 |
-0.07 |
-6.1% |
2.38 |
ATR |
1.09 |
1.09 |
0.00 |
-0.1% |
0.00 |
Volume |
16,231 |
17,017 |
786 |
4.8% |
52,194 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.89 |
96.45 |
94.44 |
|
R3 |
95.81 |
95.37 |
94.15 |
|
R2 |
94.73 |
94.73 |
94.05 |
|
R1 |
94.29 |
94.29 |
93.95 |
94.51 |
PP |
93.65 |
93.65 |
93.65 |
93.76 |
S1 |
93.21 |
93.21 |
93.75 |
93.43 |
S2 |
92.57 |
92.57 |
93.65 |
|
S3 |
91.49 |
92.13 |
93.55 |
|
S4 |
90.41 |
91.05 |
93.26 |
|
|
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% |
0.99 |
1.1% |
41% |
False |
False |
12,912 |
10 |
95.31 |
92.85 |
2.46 |
2.6% |
1.05 |
1.1% |
41% |
False |
False |
13,150 |
20 |
95.31 |
90.40 |
4.91 |
5.2% |
1.07 |
1.1% |
70% |
False |
False |
13,947 |
40 |
97.59 |
90.40 |
7.19 |
7.7% |
0.96 |
1.0% |
48% |
False |
False |
10,769 |
60 |
97.59 |
90.40 |
7.19 |
7.7% |
0.95 |
1.0% |
48% |
False |
False |
9,395 |
80 |
98.67 |
90.40 |
8.27 |
8.8% |
0.94 |
1.0% |
42% |
False |
False |
8,030 |
100 |
98.67 |
90.40 |
8.27 |
8.8% |
0.91 |
1.0% |
42% |
False |
False |
6,737 |
120 |
99.49 |
90.40 |
9.09 |
9.7% |
0.87 |
0.9% |
38% |
False |
False |
5,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.68 |
2.618 |
96.92 |
1.618 |
95.84 |
1.000 |
95.17 |
0.618 |
94.76 |
HIGH |
94.09 |
0.618 |
93.68 |
0.500 |
93.55 |
0.382 |
93.42 |
LOW |
93.01 |
0.618 |
92.34 |
1.000 |
91.93 |
1.618 |
91.26 |
2.618 |
90.18 |
4.250 |
88.42 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
93.75 |
93.85 |
PP |
93.65 |
93.85 |
S1 |
93.55 |
93.85 |
|