NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
96.83 |
97.34 |
0.51 |
0.5% |
93.44 |
High |
97.37 |
98.12 |
0.75 |
0.8% |
97.21 |
Low |
96.72 |
97.26 |
0.54 |
0.6% |
92.85 |
Close |
97.15 |
97.59 |
0.44 |
0.5% |
97.04 |
Range |
0.65 |
0.86 |
0.21 |
32.3% |
4.36 |
ATR |
1.13 |
1.12 |
-0.01 |
-1.0% |
0.00 |
Volume |
21,437 |
21,087 |
-350 |
-1.6% |
70,442 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.24 |
99.77 |
98.06 |
|
R3 |
99.38 |
98.91 |
97.83 |
|
R2 |
98.52 |
98.52 |
97.75 |
|
R1 |
98.05 |
98.05 |
97.67 |
98.29 |
PP |
97.66 |
97.66 |
97.66 |
97.77 |
S1 |
97.19 |
97.19 |
97.51 |
97.43 |
S2 |
96.80 |
96.80 |
97.43 |
|
S3 |
95.94 |
96.33 |
97.35 |
|
S4 |
95.08 |
95.47 |
97.12 |
|
|
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 |
98.12 |
94.50 |
3.62 |
3.7% |
1.21 |
1.2% |
85% |
True |
False |
18,236 |
10 |
98.12 |
92.85 |
5.27 |
5.4% |
1.11 |
1.1% |
90% |
True |
False |
15,708 |
20 |
98.12 |
91.00 |
7.12 |
7.3% |
1.11 |
1.1% |
93% |
True |
False |
14,285 |
40 |
98.12 |
90.40 |
7.72 |
7.9% |
1.03 |
1.1% |
93% |
True |
False |
11,929 |
60 |
98.12 |
90.40 |
7.72 |
7.9% |
0.97 |
1.0% |
93% |
True |
False |
10,480 |
80 |
98.12 |
90.40 |
7.72 |
7.9% |
0.96 |
1.0% |
93% |
True |
False |
9,072 |
100 |
98.67 |
90.40 |
8.27 |
8.5% |
0.93 |
1.0% |
87% |
False |
False |
7,675 |
120 |
99.49 |
90.40 |
9.09 |
9.3% |
0.90 |
0.9% |
79% |
False |
False |
6,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.78 |
2.618 |
100.37 |
1.618 |
99.51 |
1.000 |
98.98 |
0.618 |
98.65 |
HIGH |
98.12 |
0.618 |
97.79 |
0.500 |
97.69 |
0.382 |
97.59 |
LOW |
97.26 |
0.618 |
96.73 |
1.000 |
96.40 |
1.618 |
95.87 |
2.618 |
95.01 |
4.250 |
93.61 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
97.69 |
97.48 |
PP |
97.66 |
97.36 |
S1 |
97.62 |
97.25 |
|