NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
93.17 |
94.17 |
1.00 |
1.1% |
94.04 |
High |
94.09 |
94.67 |
0.58 |
0.6% |
95.31 |
Low |
93.01 |
93.76 |
0.75 |
0.8% |
92.93 |
Close |
93.85 |
94.40 |
0.55 |
0.6% |
93.87 |
Range |
1.08 |
0.91 |
-0.17 |
-15.7% |
2.38 |
ATR |
1.09 |
1.08 |
-0.01 |
-1.2% |
0.00 |
Volume |
17,017 |
10,511 |
-6,506 |
-38.2% |
52,194 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.01 |
96.61 |
94.90 |
|
R3 |
96.10 |
95.70 |
94.65 |
|
R2 |
95.19 |
95.19 |
94.57 |
|
R1 |
94.79 |
94.79 |
94.48 |
94.99 |
PP |
94.28 |
94.28 |
94.28 |
94.38 |
S1 |
93.88 |
93.88 |
94.32 |
94.08 |
S2 |
93.37 |
93.37 |
94.23 |
|
S3 |
92.46 |
92.97 |
94.15 |
|
S4 |
91.55 |
92.06 |
93.90 |
|
|
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% |
1.00 |
1.1% |
63% |
False |
False |
13,180 |
10 |
95.31 |
92.85 |
2.46 |
2.6% |
1.03 |
1.1% |
63% |
False |
False |
13,496 |
20 |
95.31 |
90.40 |
4.91 |
5.2% |
1.09 |
1.1% |
81% |
False |
False |
13,728 |
40 |
97.59 |
90.40 |
7.19 |
7.6% |
0.98 |
1.0% |
56% |
False |
False |
10,816 |
60 |
97.59 |
90.40 |
7.19 |
7.6% |
0.95 |
1.0% |
56% |
False |
False |
9,480 |
80 |
98.67 |
90.40 |
8.27 |
8.8% |
0.94 |
1.0% |
48% |
False |
False |
8,133 |
100 |
98.67 |
90.40 |
8.27 |
8.8% |
0.91 |
1.0% |
48% |
False |
False |
6,834 |
120 |
99.49 |
90.40 |
9.09 |
9.6% |
0.88 |
0.9% |
44% |
False |
False |
6,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.54 |
2.618 |
97.05 |
1.618 |
96.14 |
1.000 |
95.58 |
0.618 |
95.23 |
HIGH |
94.67 |
0.618 |
94.32 |
0.500 |
94.22 |
0.382 |
94.11 |
LOW |
93.76 |
0.618 |
93.20 |
1.000 |
92.85 |
1.618 |
92.29 |
2.618 |
91.38 |
4.250 |
89.89 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
94.34 |
94.19 |
PP |
94.28 |
93.97 |
S1 |
94.22 |
93.76 |
|