NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
93.68 |
94.39 |
0.71 |
0.8% |
92.72 |
| High |
94.67 |
96.16 |
1.49 |
1.6% |
96.16 |
| Low |
93.68 |
93.99 |
0.31 |
0.3% |
92.02 |
| Close |
94.37 |
96.16 |
1.79 |
1.9% |
96.16 |
| Range |
0.99 |
2.17 |
1.18 |
119.2% |
4.14 |
| ATR |
0.97 |
1.06 |
0.09 |
8.8% |
0.00 |
| Volume |
6,031 |
7,979 |
1,948 |
32.3% |
34,819 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.95 |
101.22 |
97.35 |
|
| R3 |
99.78 |
99.05 |
96.76 |
|
| R2 |
97.61 |
97.61 |
96.56 |
|
| R1 |
96.88 |
96.88 |
96.36 |
97.25 |
| PP |
95.44 |
95.44 |
95.44 |
95.62 |
| S1 |
94.71 |
94.71 |
95.96 |
95.08 |
| S2 |
93.27 |
93.27 |
95.76 |
|
| S3 |
91.10 |
92.54 |
95.56 |
|
| S4 |
88.93 |
90.37 |
94.97 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.20 |
105.82 |
98.44 |
|
| R3 |
103.06 |
101.68 |
97.30 |
|
| R2 |
98.92 |
98.92 |
96.92 |
|
| R1 |
97.54 |
97.54 |
96.54 |
98.23 |
| PP |
94.78 |
94.78 |
94.78 |
95.13 |
| S1 |
93.40 |
93.40 |
95.78 |
94.09 |
| S2 |
90.64 |
90.64 |
95.40 |
|
| S3 |
86.50 |
89.26 |
95.02 |
|
| S4 |
82.36 |
85.12 |
93.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.16 |
92.02 |
4.14 |
4.3% |
1.18 |
1.2% |
100% |
True |
False |
6,963 |
| 10 |
96.16 |
92.02 |
4.14 |
4.3% |
1.05 |
1.1% |
100% |
True |
False |
6,087 |
| 20 |
96.16 |
89.74 |
6.42 |
6.7% |
0.96 |
1.0% |
100% |
True |
False |
7,280 |
| 40 |
96.63 |
89.73 |
6.90 |
7.2% |
0.88 |
0.9% |
93% |
False |
False |
6,053 |
| 60 |
96.63 |
89.73 |
6.90 |
7.2% |
0.88 |
0.9% |
93% |
False |
False |
5,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.38 |
|
2.618 |
101.84 |
|
1.618 |
99.67 |
|
1.000 |
98.33 |
|
0.618 |
97.50 |
|
HIGH |
96.16 |
|
0.618 |
95.33 |
|
0.500 |
95.08 |
|
0.382 |
94.82 |
|
LOW |
93.99 |
|
0.618 |
92.65 |
|
1.000 |
91.82 |
|
1.618 |
90.48 |
|
2.618 |
88.31 |
|
4.250 |
84.77 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.80 |
95.63 |
| PP |
95.44 |
95.10 |
| S1 |
95.08 |
94.57 |
|