NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
96.41 |
96.39 |
-0.02 |
0.0% |
92.72 |
High |
97.20 |
97.00 |
-0.20 |
-0.2% |
96.16 |
Low |
96.41 |
95.94 |
-0.47 |
-0.5% |
92.02 |
Close |
96.74 |
96.88 |
0.14 |
0.1% |
96.16 |
Range |
0.79 |
1.06 |
0.27 |
34.2% |
4.14 |
ATR |
1.00 |
1.00 |
0.00 |
0.4% |
0.00 |
Volume |
8,738 |
9,886 |
1,148 |
13.1% |
34,819 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.79 |
99.39 |
97.46 |
|
R3 |
98.73 |
98.33 |
97.17 |
|
R2 |
97.67 |
97.67 |
97.07 |
|
R1 |
97.27 |
97.27 |
96.98 |
97.47 |
PP |
96.61 |
96.61 |
96.61 |
96.71 |
S1 |
96.21 |
96.21 |
96.78 |
96.41 |
S2 |
95.55 |
95.55 |
96.69 |
|
S3 |
94.49 |
95.15 |
96.59 |
|
S4 |
93.43 |
94.09 |
96.30 |
|
|
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 |
97.20 |
93.99 |
3.21 |
3.3% |
1.09 |
1.1% |
90% |
False |
False |
8,794 |
10 |
97.20 |
92.02 |
5.18 |
5.3% |
1.01 |
1.0% |
94% |
False |
False |
7,560 |
20 |
97.20 |
91.06 |
6.14 |
6.3% |
0.95 |
1.0% |
95% |
False |
False |
7,135 |
40 |
97.20 |
89.73 |
7.47 |
7.7% |
0.90 |
0.9% |
96% |
False |
False |
6,310 |
60 |
97.20 |
89.73 |
7.47 |
7.7% |
0.86 |
0.9% |
96% |
False |
False |
5,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.51 |
2.618 |
99.78 |
1.618 |
98.72 |
1.000 |
98.06 |
0.618 |
97.66 |
HIGH |
97.00 |
0.618 |
96.60 |
0.500 |
96.47 |
0.382 |
96.34 |
LOW |
95.94 |
0.618 |
95.28 |
1.000 |
94.88 |
1.618 |
94.22 |
2.618 |
93.16 |
4.250 |
91.44 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
96.74 |
96.77 |
PP |
96.61 |
96.66 |
S1 |
96.47 |
96.55 |
|