NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.91 |
99.65 |
-0.26 |
-0.3% |
98.42 |
High |
99.91 |
100.75 |
0.84 |
0.8% |
100.09 |
Low |
99.04 |
99.38 |
0.34 |
0.3% |
98.05 |
Close |
99.53 |
100.21 |
0.68 |
0.7% |
99.53 |
Range |
0.87 |
1.37 |
0.50 |
57.5% |
2.04 |
ATR |
1.09 |
1.11 |
0.02 |
1.9% |
0.00 |
Volume |
18,455 |
15,098 |
-3,357 |
-18.2% |
86,812 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.22 |
103.59 |
100.96 |
|
R3 |
102.85 |
102.22 |
100.59 |
|
R2 |
101.48 |
101.48 |
100.46 |
|
R1 |
100.85 |
100.85 |
100.34 |
101.17 |
PP |
100.11 |
100.11 |
100.11 |
100.27 |
S1 |
99.48 |
99.48 |
100.08 |
99.80 |
S2 |
98.74 |
98.74 |
99.96 |
|
S3 |
97.37 |
98.11 |
99.83 |
|
S4 |
96.00 |
96.74 |
99.46 |
|
|
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 |
100.75 |
98.05 |
2.70 |
2.7% |
1.10 |
1.1% |
80% |
True |
False |
20,382 |
10 |
100.75 |
96.38 |
4.37 |
4.4% |
1.00 |
1.0% |
88% |
True |
False |
20,923 |
20 |
100.75 |
92.85 |
7.90 |
7.9% |
1.11 |
1.1% |
93% |
True |
False |
16,593 |
40 |
100.75 |
90.40 |
10.35 |
10.3% |
1.10 |
1.1% |
95% |
True |
False |
14,265 |
60 |
100.75 |
90.40 |
10.35 |
10.3% |
1.00 |
1.0% |
95% |
True |
False |
12,095 |
80 |
100.75 |
90.40 |
10.35 |
10.3% |
0.97 |
1.0% |
95% |
True |
False |
10,550 |
100 |
100.75 |
90.40 |
10.35 |
10.3% |
0.96 |
1.0% |
95% |
True |
False |
9,020 |
120 |
100.75 |
90.40 |
10.35 |
10.3% |
0.92 |
0.9% |
95% |
True |
False |
7,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.57 |
2.618 |
104.34 |
1.618 |
102.97 |
1.000 |
102.12 |
0.618 |
101.60 |
HIGH |
100.75 |
0.618 |
100.23 |
0.500 |
100.07 |
0.382 |
99.90 |
LOW |
99.38 |
0.618 |
98.53 |
1.000 |
98.01 |
1.618 |
97.16 |
2.618 |
95.79 |
4.250 |
93.56 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
100.16 |
100.11 |
PP |
100.11 |
100.00 |
S1 |
100.07 |
99.90 |
|