NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 26-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
100.20 |
99.48 |
-0.72 |
-0.7% |
98.42 |
High |
100.20 |
100.09 |
-0.11 |
-0.1% |
100.09 |
Low |
98.69 |
99.10 |
0.41 |
0.4% |
98.05 |
Close |
99.31 |
99.75 |
0.44 |
0.4% |
99.53 |
Range |
1.51 |
0.99 |
-0.52 |
-34.4% |
2.04 |
ATR |
1.14 |
1.13 |
-0.01 |
-0.9% |
0.00 |
Volume |
14,472 |
16,053 |
1,581 |
10.9% |
86,812 |
|
Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.62 |
102.17 |
100.29 |
|
R3 |
101.63 |
101.18 |
100.02 |
|
R2 |
100.64 |
100.64 |
99.93 |
|
R1 |
100.19 |
100.19 |
99.84 |
100.42 |
PP |
99.65 |
99.65 |
99.65 |
99.76 |
S1 |
99.20 |
99.20 |
99.66 |
99.43 |
S2 |
98.66 |
98.66 |
99.57 |
|
S3 |
97.67 |
98.21 |
99.48 |
|
S4 |
96.68 |
97.22 |
99.21 |
|
|
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 |
98.69 |
2.06 |
2.1% |
1.11 |
1.1% |
51% |
False |
False |
19,242 |
10 |
100.75 |
96.76 |
3.99 |
4.0% |
1.09 |
1.1% |
75% |
False |
False |
19,634 |
20 |
100.75 |
92.85 |
7.90 |
7.9% |
1.10 |
1.1% |
87% |
False |
False |
17,075 |
40 |
100.75 |
90.40 |
10.35 |
10.4% |
1.12 |
1.1% |
90% |
False |
False |
14,818 |
60 |
100.75 |
90.40 |
10.35 |
10.4% |
1.00 |
1.0% |
90% |
False |
False |
12,387 |
80 |
100.75 |
90.40 |
10.35 |
10.4% |
0.99 |
1.0% |
90% |
False |
False |
10,859 |
100 |
100.75 |
90.40 |
10.35 |
10.4% |
0.96 |
1.0% |
90% |
False |
False |
9,285 |
120 |
100.75 |
90.40 |
10.35 |
10.4% |
0.92 |
0.9% |
90% |
False |
False |
8,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.30 |
2.618 |
102.68 |
1.618 |
101.69 |
1.000 |
101.08 |
0.618 |
100.70 |
HIGH |
100.09 |
0.618 |
99.71 |
0.500 |
99.60 |
0.382 |
99.48 |
LOW |
99.10 |
0.618 |
98.49 |
1.000 |
98.11 |
1.618 |
97.50 |
2.618 |
96.51 |
4.250 |
94.89 |
|
|
Fisher Pivots for day following 26-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.70 |
99.74 |
PP |
99.65 |
99.73 |
S1 |
99.60 |
99.72 |
|