NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.63 |
99.91 |
0.28 |
0.3% |
98.42 |
High |
100.09 |
99.91 |
-0.18 |
-0.2% |
100.09 |
Low |
99.27 |
99.04 |
-0.23 |
-0.2% |
98.05 |
Close |
99.89 |
99.53 |
-0.36 |
-0.4% |
99.53 |
Range |
0.82 |
0.87 |
0.05 |
6.1% |
2.04 |
ATR |
1.10 |
1.09 |
-0.02 |
-1.5% |
0.00 |
Volume |
32,134 |
18,455 |
-13,679 |
-42.6% |
86,812 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.10 |
101.69 |
100.01 |
|
R3 |
101.23 |
100.82 |
99.77 |
|
R2 |
100.36 |
100.36 |
99.69 |
|
R1 |
99.95 |
99.95 |
99.61 |
99.72 |
PP |
99.49 |
99.49 |
99.49 |
99.38 |
S1 |
99.08 |
99.08 |
99.45 |
98.85 |
S2 |
98.62 |
98.62 |
99.37 |
|
S3 |
97.75 |
98.21 |
99.29 |
|
S4 |
96.88 |
97.34 |
99.05 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.34 |
104.48 |
100.65 |
|
R3 |
103.30 |
102.44 |
100.09 |
|
R2 |
101.26 |
101.26 |
99.90 |
|
R1 |
100.40 |
100.40 |
99.72 |
100.83 |
PP |
99.22 |
99.22 |
99.22 |
99.44 |
S1 |
98.36 |
98.36 |
99.34 |
98.79 |
S2 |
97.18 |
97.18 |
99.16 |
|
S3 |
95.14 |
96.32 |
98.97 |
|
S4 |
93.10 |
94.28 |
98.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.09 |
97.17 |
2.92 |
2.9% |
1.01 |
1.0% |
81% |
False |
False |
21,624 |
10 |
100.09 |
94.67 |
5.42 |
5.4% |
1.11 |
1.1% |
90% |
False |
False |
20,961 |
20 |
100.09 |
92.85 |
7.24 |
7.3% |
1.09 |
1.1% |
92% |
False |
False |
16,873 |
40 |
100.09 |
90.40 |
9.69 |
9.7% |
1.07 |
1.1% |
94% |
False |
False |
14,046 |
60 |
100.09 |
90.40 |
9.69 |
9.7% |
0.99 |
1.0% |
94% |
False |
False |
11,927 |
80 |
100.09 |
90.40 |
9.69 |
9.7% |
0.96 |
1.0% |
94% |
False |
False |
10,397 |
100 |
100.09 |
90.40 |
9.69 |
9.7% |
0.96 |
1.0% |
94% |
False |
False |
8,884 |
120 |
100.09 |
90.40 |
9.69 |
9.7% |
0.91 |
0.9% |
94% |
False |
False |
7,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.61 |
2.618 |
102.19 |
1.618 |
101.32 |
1.000 |
100.78 |
0.618 |
100.45 |
HIGH |
99.91 |
0.618 |
99.58 |
0.500 |
99.48 |
0.382 |
99.37 |
LOW |
99.04 |
0.618 |
98.50 |
1.000 |
98.17 |
1.618 |
97.63 |
2.618 |
96.76 |
4.250 |
95.34 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.51 |
99.57 |
PP |
99.49 |
99.55 |
S1 |
99.48 |
99.54 |
|