NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 07-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
94.50 |
95.18 |
0.68 |
0.7% |
93.44 |
High |
95.57 |
97.21 |
1.64 |
1.7% |
97.21 |
Low |
94.50 |
94.67 |
0.17 |
0.2% |
92.85 |
Close |
95.18 |
97.04 |
1.86 |
2.0% |
97.04 |
Range |
1.07 |
2.54 |
1.47 |
137.4% |
4.36 |
ATR |
1.08 |
1.19 |
0.10 |
9.6% |
0.00 |
Volume |
11,207 |
15,476 |
4,269 |
38.1% |
70,442 |
|
Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.93 |
103.02 |
98.44 |
|
R3 |
101.39 |
100.48 |
97.74 |
|
R2 |
98.85 |
98.85 |
97.51 |
|
R1 |
97.94 |
97.94 |
97.27 |
98.40 |
PP |
96.31 |
96.31 |
96.31 |
96.53 |
S1 |
95.40 |
95.40 |
96.81 |
95.86 |
S2 |
93.77 |
93.77 |
96.57 |
|
S3 |
91.23 |
92.86 |
96.34 |
|
S4 |
88.69 |
90.32 |
95.64 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.78 |
107.27 |
99.44 |
|
R3 |
104.42 |
102.91 |
98.24 |
|
R2 |
100.06 |
100.06 |
97.84 |
|
R1 |
98.55 |
98.55 |
97.44 |
99.31 |
PP |
95.70 |
95.70 |
95.70 |
96.08 |
S1 |
94.19 |
94.19 |
96.64 |
94.95 |
S2 |
91.34 |
91.34 |
96.24 |
|
S3 |
86.98 |
89.83 |
95.84 |
|
S4 |
82.62 |
85.47 |
94.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.21 |
92.85 |
4.36 |
4.5% |
1.35 |
1.4% |
96% |
True |
False |
14,088 |
10 |
97.21 |
92.85 |
4.36 |
4.5% |
1.23 |
1.3% |
96% |
True |
False |
12,263 |
20 |
97.21 |
90.49 |
6.72 |
6.9% |
1.13 |
1.2% |
97% |
True |
False |
13,463 |
40 |
97.59 |
90.40 |
7.19 |
7.4% |
1.03 |
1.1% |
92% |
False |
False |
11,099 |
60 |
97.59 |
90.40 |
7.19 |
7.4% |
0.99 |
1.0% |
92% |
False |
False |
9,720 |
80 |
98.67 |
90.40 |
8.27 |
8.5% |
0.96 |
1.0% |
80% |
False |
False |
8,377 |
100 |
98.67 |
90.40 |
8.27 |
8.5% |
0.94 |
1.0% |
80% |
False |
False |
7,081 |
120 |
99.49 |
90.40 |
9.09 |
9.4% |
0.90 |
0.9% |
73% |
False |
False |
6,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.01 |
2.618 |
103.86 |
1.618 |
101.32 |
1.000 |
99.75 |
0.618 |
98.78 |
HIGH |
97.21 |
0.618 |
96.24 |
0.500 |
95.94 |
0.382 |
95.64 |
LOW |
94.67 |
0.618 |
93.10 |
1.000 |
92.13 |
1.618 |
90.56 |
2.618 |
88.02 |
4.250 |
83.88 |
|
|
Fisher Pivots for day following 07-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
96.67 |
96.52 |
PP |
96.31 |
96.00 |
S1 |
95.94 |
95.49 |
|