NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
94.17 |
94.50 |
0.33 |
0.4% |
94.04 |
High |
94.67 |
95.57 |
0.90 |
1.0% |
95.31 |
Low |
93.76 |
94.50 |
0.74 |
0.8% |
92.93 |
Close |
94.40 |
95.18 |
0.78 |
0.8% |
93.87 |
Range |
0.91 |
1.07 |
0.16 |
17.6% |
2.38 |
ATR |
1.08 |
1.08 |
0.01 |
0.6% |
0.00 |
Volume |
10,511 |
11,207 |
696 |
6.6% |
52,194 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.29 |
97.81 |
95.77 |
|
R3 |
97.22 |
96.74 |
95.47 |
|
R2 |
96.15 |
96.15 |
95.38 |
|
R1 |
95.67 |
95.67 |
95.28 |
95.91 |
PP |
95.08 |
95.08 |
95.08 |
95.21 |
S1 |
94.60 |
94.60 |
95.08 |
94.84 |
S2 |
94.01 |
94.01 |
94.98 |
|
S3 |
92.94 |
93.53 |
94.89 |
|
S4 |
91.87 |
92.46 |
94.59 |
|
|
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 |
95.57 |
92.85 |
2.72 |
2.9% |
1.05 |
1.1% |
86% |
True |
False |
12,927 |
10 |
95.57 |
92.85 |
2.72 |
2.9% |
1.07 |
1.1% |
86% |
True |
False |
12,785 |
20 |
95.57 |
90.40 |
5.17 |
5.4% |
1.07 |
1.1% |
92% |
True |
False |
13,698 |
40 |
97.59 |
90.40 |
7.19 |
7.6% |
0.99 |
1.0% |
66% |
False |
False |
10,927 |
60 |
97.59 |
90.40 |
7.19 |
7.6% |
0.96 |
1.0% |
66% |
False |
False |
9,575 |
80 |
98.67 |
90.40 |
8.27 |
8.7% |
0.94 |
1.0% |
58% |
False |
False |
8,226 |
100 |
98.67 |
90.40 |
8.27 |
8.7% |
0.92 |
1.0% |
58% |
False |
False |
6,934 |
120 |
99.49 |
90.40 |
9.09 |
9.6% |
0.88 |
0.9% |
53% |
False |
False |
6,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.12 |
2.618 |
98.37 |
1.618 |
97.30 |
1.000 |
96.64 |
0.618 |
96.23 |
HIGH |
95.57 |
0.618 |
95.16 |
0.500 |
95.04 |
0.382 |
94.91 |
LOW |
94.50 |
0.618 |
93.84 |
1.000 |
93.43 |
1.618 |
92.77 |
2.618 |
91.70 |
4.250 |
89.95 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
95.13 |
94.88 |
PP |
95.08 |
94.59 |
S1 |
95.04 |
94.29 |
|