NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
92.41 |
93.24 |
0.83 |
0.9% |
93.18 |
High |
93.15 |
93.69 |
0.54 |
0.6% |
94.30 |
Low |
92.15 |
92.97 |
0.82 |
0.9% |
92.08 |
Close |
92.97 |
93.56 |
0.59 |
0.6% |
92.90 |
Range |
1.00 |
0.72 |
-0.28 |
-28.0% |
2.22 |
ATR |
0.98 |
0.96 |
-0.02 |
-1.9% |
0.00 |
Volume |
7,866 |
5,652 |
-2,214 |
-28.1% |
26,054 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.57 |
95.28 |
93.96 |
|
R3 |
94.85 |
94.56 |
93.76 |
|
R2 |
94.13 |
94.13 |
93.69 |
|
R1 |
93.84 |
93.84 |
93.63 |
93.99 |
PP |
93.41 |
93.41 |
93.41 |
93.48 |
S1 |
93.12 |
93.12 |
93.49 |
93.27 |
S2 |
92.69 |
92.69 |
93.43 |
|
S3 |
91.97 |
92.40 |
93.36 |
|
S4 |
91.25 |
91.68 |
93.16 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.75 |
98.55 |
94.12 |
|
R3 |
97.53 |
96.33 |
93.51 |
|
R2 |
95.31 |
95.31 |
93.31 |
|
R1 |
94.11 |
94.11 |
93.10 |
93.60 |
PP |
93.09 |
93.09 |
93.09 |
92.84 |
S1 |
91.89 |
91.89 |
92.70 |
91.38 |
S2 |
90.87 |
90.87 |
92.49 |
|
S3 |
88.65 |
89.67 |
92.29 |
|
S4 |
86.43 |
87.45 |
91.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.30 |
92.02 |
2.28 |
2.4% |
0.86 |
0.9% |
68% |
False |
False |
6,472 |
10 |
94.30 |
92.02 |
2.28 |
2.4% |
0.88 |
0.9% |
68% |
False |
False |
6,852 |
20 |
94.30 |
89.73 |
4.57 |
4.9% |
0.94 |
1.0% |
84% |
False |
False |
7,341 |
40 |
96.63 |
89.73 |
6.90 |
7.4% |
0.83 |
0.9% |
56% |
False |
False |
5,927 |
60 |
96.63 |
89.73 |
6.90 |
7.4% |
0.84 |
0.9% |
56% |
False |
False |
5,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.75 |
2.618 |
95.57 |
1.618 |
94.85 |
1.000 |
94.41 |
0.618 |
94.13 |
HIGH |
93.69 |
0.618 |
93.41 |
0.500 |
93.33 |
0.382 |
93.25 |
LOW |
92.97 |
0.618 |
92.53 |
1.000 |
92.25 |
1.618 |
91.81 |
2.618 |
91.09 |
4.250 |
89.91 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
93.48 |
93.33 |
PP |
93.41 |
93.09 |
S1 |
93.33 |
92.86 |
|