NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
98.42 |
99.26 |
0.84 |
0.9% |
97.04 |
High |
99.65 |
99.94 |
0.29 |
0.3% |
98.12 |
Low |
98.05 |
99.09 |
1.04 |
1.1% |
96.38 |
Close |
99.40 |
99.77 |
0.37 |
0.4% |
97.95 |
Range |
1.60 |
0.85 |
-0.75 |
-46.9% |
1.74 |
ATR |
1.15 |
1.12 |
-0.02 |
-1.8% |
0.00 |
Volume |
14,800 |
21,423 |
6,623 |
44.8% |
107,327 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.15 |
101.81 |
100.24 |
|
R3 |
101.30 |
100.96 |
100.00 |
|
R2 |
100.45 |
100.45 |
99.93 |
|
R1 |
100.11 |
100.11 |
99.85 |
100.28 |
PP |
99.60 |
99.60 |
99.60 |
99.69 |
S1 |
99.26 |
99.26 |
99.69 |
99.43 |
S2 |
98.75 |
98.75 |
99.61 |
|
S3 |
97.90 |
98.41 |
99.54 |
|
S4 |
97.05 |
97.56 |
99.30 |
|
|
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 |
99.94 |
96.76 |
3.18 |
3.2% |
1.06 |
1.1% |
95% |
True |
False |
20,027 |
10 |
99.94 |
93.76 |
6.18 |
6.2% |
1.14 |
1.1% |
97% |
True |
False |
18,074 |
20 |
99.94 |
92.85 |
7.09 |
7.1% |
1.10 |
1.1% |
98% |
True |
False |
15,612 |
40 |
99.94 |
90.40 |
9.54 |
9.6% |
1.06 |
1.1% |
98% |
True |
False |
13,276 |
60 |
99.94 |
90.40 |
9.54 |
9.6% |
1.00 |
1.0% |
98% |
True |
False |
11,308 |
80 |
99.94 |
90.40 |
9.54 |
9.6% |
0.96 |
1.0% |
98% |
True |
False |
9,871 |
100 |
99.94 |
90.40 |
9.54 |
9.6% |
0.95 |
1.0% |
98% |
True |
False |
8,401 |
120 |
99.94 |
90.40 |
9.54 |
9.6% |
0.92 |
0.9% |
98% |
True |
False |
7,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.55 |
2.618 |
102.17 |
1.618 |
101.32 |
1.000 |
100.79 |
0.618 |
100.47 |
HIGH |
99.94 |
0.618 |
99.62 |
0.500 |
99.52 |
0.382 |
99.41 |
LOW |
99.09 |
0.618 |
98.56 |
1.000 |
98.24 |
1.618 |
97.71 |
2.618 |
96.86 |
4.250 |
95.48 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.69 |
99.37 |
PP |
99.60 |
98.96 |
S1 |
99.52 |
98.56 |
|