NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.26 |
99.63 |
0.37 |
0.4% |
97.04 |
High |
99.94 |
100.09 |
0.15 |
0.2% |
98.12 |
Low |
99.09 |
99.27 |
0.18 |
0.2% |
96.38 |
Close |
99.77 |
99.89 |
0.12 |
0.1% |
97.95 |
Range |
0.85 |
0.82 |
-0.03 |
-3.5% |
1.74 |
ATR |
1.12 |
1.10 |
-0.02 |
-1.9% |
0.00 |
Volume |
21,423 |
32,134 |
10,711 |
50.0% |
107,327 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.21 |
101.87 |
100.34 |
|
R3 |
101.39 |
101.05 |
100.12 |
|
R2 |
100.57 |
100.57 |
100.04 |
|
R1 |
100.23 |
100.23 |
99.97 |
100.40 |
PP |
99.75 |
99.75 |
99.75 |
99.84 |
S1 |
99.41 |
99.41 |
99.81 |
99.58 |
S2 |
98.93 |
98.93 |
99.74 |
|
S3 |
98.11 |
98.59 |
99.66 |
|
S4 |
97.29 |
97.77 |
99.44 |
|
|
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 |
100.09 |
96.76 |
3.33 |
3.3% |
1.05 |
1.1% |
94% |
True |
False |
22,236 |
10 |
100.09 |
94.50 |
5.59 |
5.6% |
1.13 |
1.1% |
96% |
True |
False |
20,236 |
20 |
100.09 |
92.85 |
7.24 |
7.2% |
1.08 |
1.1% |
97% |
True |
False |
16,866 |
40 |
100.09 |
90.40 |
9.69 |
9.7% |
1.06 |
1.1% |
98% |
True |
False |
13,798 |
60 |
100.09 |
90.40 |
9.69 |
9.7% |
0.99 |
1.0% |
98% |
True |
False |
11,740 |
80 |
100.09 |
90.40 |
9.69 |
9.7% |
0.96 |
1.0% |
98% |
True |
False |
10,215 |
100 |
100.09 |
90.40 |
9.69 |
9.7% |
0.96 |
1.0% |
98% |
True |
False |
8,709 |
120 |
100.09 |
90.40 |
9.69 |
9.7% |
0.91 |
0.9% |
98% |
True |
False |
7,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.58 |
2.618 |
102.24 |
1.618 |
101.42 |
1.000 |
100.91 |
0.618 |
100.60 |
HIGH |
100.09 |
0.618 |
99.78 |
0.500 |
99.68 |
0.382 |
99.58 |
LOW |
99.27 |
0.618 |
98.76 |
1.000 |
98.45 |
1.618 |
97.94 |
2.618 |
97.12 |
4.250 |
95.79 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.82 |
99.62 |
PP |
99.75 |
99.34 |
S1 |
99.68 |
99.07 |
|