NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
97.04 |
96.83 |
-0.21 |
-0.2% |
93.44 |
High |
97.31 |
97.37 |
0.06 |
0.1% |
97.21 |
Low |
96.38 |
96.72 |
0.34 |
0.4% |
92.85 |
Close |
96.99 |
97.15 |
0.16 |
0.2% |
97.04 |
Range |
0.93 |
0.65 |
-0.28 |
-30.1% |
4.36 |
ATR |
1.17 |
1.13 |
-0.04 |
-3.2% |
0.00 |
Volume |
21,976 |
21,437 |
-539 |
-2.5% |
70,442 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.03 |
98.74 |
97.51 |
|
R3 |
98.38 |
98.09 |
97.33 |
|
R2 |
97.73 |
97.73 |
97.27 |
|
R1 |
97.44 |
97.44 |
97.21 |
97.59 |
PP |
97.08 |
97.08 |
97.08 |
97.15 |
S1 |
96.79 |
96.79 |
97.09 |
96.94 |
S2 |
96.43 |
96.43 |
97.03 |
|
S3 |
95.78 |
96.14 |
96.97 |
|
S4 |
95.13 |
95.49 |
96.79 |
|
|
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 |
97.37 |
93.76 |
3.61 |
3.7% |
1.22 |
1.3% |
94% |
True |
False |
16,121 |
10 |
97.37 |
92.85 |
4.52 |
4.7% |
1.11 |
1.1% |
95% |
True |
False |
14,516 |
20 |
97.37 |
90.62 |
6.75 |
6.9% |
1.11 |
1.1% |
97% |
True |
False |
13,908 |
40 |
97.59 |
90.40 |
7.19 |
7.4% |
1.03 |
1.1% |
94% |
False |
False |
11,544 |
60 |
97.59 |
90.40 |
7.19 |
7.4% |
0.98 |
1.0% |
94% |
False |
False |
10,265 |
80 |
97.78 |
90.40 |
7.38 |
7.6% |
0.96 |
1.0% |
91% |
False |
False |
8,853 |
100 |
98.67 |
90.40 |
8.27 |
8.5% |
0.93 |
1.0% |
82% |
False |
False |
7,488 |
120 |
99.49 |
90.40 |
9.09 |
9.4% |
0.90 |
0.9% |
74% |
False |
False |
6,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.13 |
2.618 |
99.07 |
1.618 |
98.42 |
1.000 |
98.02 |
0.618 |
97.77 |
HIGH |
97.37 |
0.618 |
97.12 |
0.500 |
97.05 |
0.382 |
96.97 |
LOW |
96.72 |
0.618 |
96.32 |
1.000 |
96.07 |
1.618 |
95.67 |
2.618 |
95.02 |
4.250 |
93.96 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
97.12 |
96.77 |
PP |
97.08 |
96.40 |
S1 |
97.05 |
96.02 |
|