NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
97.79 |
98.42 |
0.63 |
0.6% |
97.04 |
| High |
98.07 |
99.65 |
1.58 |
1.6% |
98.12 |
| Low |
97.17 |
98.05 |
0.88 |
0.9% |
96.38 |
| Close |
97.95 |
99.40 |
1.45 |
1.5% |
97.95 |
| Range |
0.90 |
1.60 |
0.70 |
77.8% |
1.74 |
| ATR |
1.10 |
1.15 |
0.04 |
3.9% |
0.00 |
| Volume |
21,311 |
14,800 |
-6,511 |
-30.6% |
107,327 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.83 |
103.22 |
100.28 |
|
| R3 |
102.23 |
101.62 |
99.84 |
|
| R2 |
100.63 |
100.63 |
99.69 |
|
| R1 |
100.02 |
100.02 |
99.55 |
100.33 |
| PP |
99.03 |
99.03 |
99.03 |
99.19 |
| S1 |
98.42 |
98.42 |
99.25 |
98.73 |
| S2 |
97.43 |
97.43 |
99.11 |
|
| S3 |
95.83 |
96.82 |
98.96 |
|
| S4 |
94.23 |
95.22 |
98.52 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.70 |
102.07 |
98.91 |
|
| R3 |
100.96 |
100.33 |
98.43 |
|
| R2 |
99.22 |
99.22 |
98.27 |
|
| R1 |
98.59 |
98.59 |
98.11 |
98.91 |
| PP |
97.48 |
97.48 |
97.48 |
97.64 |
| S1 |
96.85 |
96.85 |
97.79 |
97.17 |
| S2 |
95.74 |
95.74 |
97.63 |
|
| S3 |
94.00 |
95.11 |
97.47 |
|
| S4 |
92.26 |
93.37 |
96.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.65 |
96.72 |
2.93 |
2.9% |
1.02 |
1.0% |
91% |
True |
False |
20,030 |
| 10 |
99.65 |
93.01 |
6.64 |
6.7% |
1.16 |
1.2% |
96% |
True |
False |
17,633 |
| 20 |
99.65 |
92.12 |
7.53 |
7.6% |
1.13 |
1.1% |
97% |
True |
False |
14,873 |
| 40 |
99.65 |
90.40 |
9.25 |
9.3% |
1.06 |
1.1% |
97% |
True |
False |
12,962 |
| 60 |
99.65 |
90.40 |
9.25 |
9.3% |
1.00 |
1.0% |
97% |
True |
False |
11,012 |
| 80 |
99.65 |
90.40 |
9.25 |
9.3% |
0.98 |
1.0% |
97% |
True |
False |
9,671 |
| 100 |
99.65 |
90.40 |
9.25 |
9.3% |
0.95 |
1.0% |
97% |
True |
False |
8,205 |
| 120 |
99.65 |
90.40 |
9.25 |
9.3% |
0.92 |
0.9% |
97% |
True |
False |
7,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.45 |
|
2.618 |
103.84 |
|
1.618 |
102.24 |
|
1.000 |
101.25 |
|
0.618 |
100.64 |
|
HIGH |
99.65 |
|
0.618 |
99.04 |
|
0.500 |
98.85 |
|
0.382 |
98.66 |
|
LOW |
98.05 |
|
0.618 |
97.06 |
|
1.000 |
96.45 |
|
1.618 |
95.46 |
|
2.618 |
93.86 |
|
4.250 |
91.25 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.22 |
99.00 |
| PP |
99.03 |
98.60 |
| S1 |
98.85 |
98.21 |
|