NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.48 |
99.54 |
0.06 |
0.1% |
98.42 |
High |
100.09 |
100.00 |
-0.09 |
-0.1% |
100.09 |
Low |
99.10 |
99.11 |
0.01 |
0.0% |
98.05 |
Close |
99.75 |
99.61 |
-0.14 |
-0.1% |
99.53 |
Range |
0.99 |
0.89 |
-0.10 |
-10.1% |
2.04 |
ATR |
1.13 |
1.11 |
-0.02 |
-1.5% |
0.00 |
Volume |
16,053 |
20,648 |
4,595 |
28.6% |
86,812 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.24 |
101.82 |
100.10 |
|
R3 |
101.35 |
100.93 |
99.85 |
|
R2 |
100.46 |
100.46 |
99.77 |
|
R1 |
100.04 |
100.04 |
99.69 |
100.25 |
PP |
99.57 |
99.57 |
99.57 |
99.68 |
S1 |
99.15 |
99.15 |
99.53 |
99.36 |
S2 |
98.68 |
98.68 |
99.45 |
|
S3 |
97.79 |
98.26 |
99.37 |
|
S4 |
96.90 |
97.37 |
99.12 |
|
|
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% |
1.13 |
1.1% |
45% |
False |
False |
16,945 |
10 |
100.75 |
96.76 |
3.99 |
4.0% |
1.09 |
1.1% |
71% |
False |
False |
19,591 |
20 |
100.75 |
92.85 |
7.90 |
7.9% |
1.10 |
1.1% |
86% |
False |
False |
17,649 |
40 |
100.75 |
90.40 |
10.35 |
10.4% |
1.13 |
1.1% |
89% |
False |
False |
15,102 |
60 |
100.75 |
90.40 |
10.35 |
10.4% |
1.00 |
1.0% |
89% |
False |
False |
12,638 |
80 |
100.75 |
90.40 |
10.35 |
10.4% |
0.99 |
1.0% |
89% |
False |
False |
11,022 |
100 |
100.75 |
90.40 |
10.35 |
10.4% |
0.97 |
1.0% |
89% |
False |
False |
9,461 |
120 |
100.75 |
90.40 |
10.35 |
10.4% |
0.93 |
0.9% |
89% |
False |
False |
8,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.78 |
2.618 |
102.33 |
1.618 |
101.44 |
1.000 |
100.89 |
0.618 |
100.55 |
HIGH |
100.00 |
0.618 |
99.66 |
0.500 |
99.56 |
0.382 |
99.45 |
LOW |
99.11 |
0.618 |
98.56 |
1.000 |
98.22 |
1.618 |
97.67 |
2.618 |
96.78 |
4.250 |
95.33 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.59 |
99.56 |
PP |
99.57 |
99.50 |
S1 |
99.56 |
99.45 |
|