NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
95.18 |
97.04 |
1.86 |
2.0% |
93.44 |
High |
97.21 |
97.31 |
0.10 |
0.1% |
97.21 |
Low |
94.67 |
96.38 |
1.71 |
1.8% |
92.85 |
Close |
97.04 |
96.99 |
-0.05 |
-0.1% |
97.04 |
Range |
2.54 |
0.93 |
-1.61 |
-63.4% |
4.36 |
ATR |
1.19 |
1.17 |
-0.02 |
-1.5% |
0.00 |
Volume |
15,476 |
21,976 |
6,500 |
42.0% |
70,442 |
|
Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.68 |
99.27 |
97.50 |
|
R3 |
98.75 |
98.34 |
97.25 |
|
R2 |
97.82 |
97.82 |
97.16 |
|
R1 |
97.41 |
97.41 |
97.08 |
97.15 |
PP |
96.89 |
96.89 |
96.89 |
96.77 |
S1 |
96.48 |
96.48 |
96.90 |
96.22 |
S2 |
95.96 |
95.96 |
96.82 |
|
S3 |
95.03 |
95.55 |
96.73 |
|
S4 |
94.10 |
94.62 |
96.48 |
|
|
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 |
97.31 |
93.01 |
4.30 |
4.4% |
1.31 |
1.3% |
93% |
True |
False |
15,237 |
10 |
97.31 |
92.85 |
4.46 |
4.6% |
1.19 |
1.2% |
93% |
True |
False |
13,453 |
20 |
97.31 |
90.49 |
6.82 |
7.0% |
1.13 |
1.2% |
95% |
True |
False |
13,628 |
40 |
97.59 |
90.40 |
7.19 |
7.4% |
1.03 |
1.1% |
92% |
False |
False |
11,258 |
60 |
97.59 |
90.40 |
7.19 |
7.4% |
0.98 |
1.0% |
92% |
False |
False |
10,017 |
80 |
98.67 |
90.40 |
8.27 |
8.5% |
0.96 |
1.0% |
80% |
False |
False |
8,622 |
100 |
98.67 |
90.40 |
8.27 |
8.5% |
0.95 |
1.0% |
80% |
False |
False |
7,289 |
120 |
99.49 |
90.40 |
9.09 |
9.4% |
0.90 |
0.9% |
72% |
False |
False |
6,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.26 |
2.618 |
99.74 |
1.618 |
98.81 |
1.000 |
98.24 |
0.618 |
97.88 |
HIGH |
97.31 |
0.618 |
96.95 |
0.500 |
96.85 |
0.382 |
96.74 |
LOW |
96.38 |
0.618 |
95.81 |
1.000 |
95.45 |
1.618 |
94.88 |
2.618 |
93.95 |
4.250 |
92.43 |
|
|
Fisher Pivots for day following 10-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
96.94 |
96.63 |
PP |
96.89 |
96.27 |
S1 |
96.85 |
95.91 |
|