NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
99.54 |
99.33 |
-0.21 |
-0.2% |
99.65 |
High |
100.00 |
100.15 |
0.15 |
0.2% |
100.75 |
Low |
99.11 |
99.22 |
0.11 |
0.1% |
98.69 |
Close |
99.61 |
99.96 |
0.35 |
0.4% |
99.96 |
Range |
0.89 |
0.93 |
0.04 |
4.5% |
2.06 |
ATR |
1.11 |
1.10 |
-0.01 |
-1.2% |
0.00 |
Volume |
20,648 |
21,884 |
1,236 |
6.0% |
88,155 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.57 |
102.19 |
100.47 |
|
R3 |
101.64 |
101.26 |
100.22 |
|
R2 |
100.71 |
100.71 |
100.13 |
|
R1 |
100.33 |
100.33 |
100.05 |
100.52 |
PP |
99.78 |
99.78 |
99.78 |
99.87 |
S1 |
99.40 |
99.40 |
99.87 |
99.59 |
S2 |
98.85 |
98.85 |
99.79 |
|
S3 |
97.92 |
98.47 |
99.70 |
|
S4 |
96.99 |
97.54 |
99.45 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.98 |
105.03 |
101.09 |
|
R3 |
103.92 |
102.97 |
100.53 |
|
R2 |
101.86 |
101.86 |
100.34 |
|
R1 |
100.91 |
100.91 |
100.15 |
101.39 |
PP |
99.80 |
99.80 |
99.80 |
100.04 |
S1 |
98.85 |
98.85 |
99.77 |
99.33 |
S2 |
97.74 |
97.74 |
99.58 |
|
S3 |
95.68 |
96.79 |
99.39 |
|
S4 |
93.62 |
94.73 |
98.83 |
|
|
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% |
1.14 |
1.1% |
62% |
False |
False |
17,631 |
10 |
100.75 |
97.17 |
3.58 |
3.6% |
1.07 |
1.1% |
78% |
False |
False |
19,627 |
20 |
100.75 |
92.85 |
7.90 |
7.9% |
1.10 |
1.1% |
90% |
False |
False |
18,120 |
40 |
100.75 |
90.40 |
10.35 |
10.4% |
1.14 |
1.1% |
92% |
False |
False |
15,496 |
60 |
100.75 |
90.40 |
10.35 |
10.4% |
1.00 |
1.0% |
92% |
False |
False |
12,969 |
80 |
100.75 |
90.40 |
10.35 |
10.4% |
0.99 |
1.0% |
92% |
False |
False |
11,214 |
100 |
100.75 |
90.40 |
10.35 |
10.4% |
0.97 |
1.0% |
92% |
False |
False |
9,668 |
120 |
100.75 |
90.40 |
10.35 |
10.4% |
0.93 |
0.9% |
92% |
False |
False |
8,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.10 |
2.618 |
102.58 |
1.618 |
101.65 |
1.000 |
101.08 |
0.618 |
100.72 |
HIGH |
100.15 |
0.618 |
99.79 |
0.500 |
99.69 |
0.382 |
99.58 |
LOW |
99.22 |
0.618 |
98.65 |
1.000 |
98.29 |
1.618 |
97.72 |
2.618 |
96.79 |
4.250 |
95.27 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
99.87 |
99.85 |
PP |
99.78 |
99.74 |
S1 |
99.69 |
99.63 |
|