NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
96.39 |
96.82 |
0.43 |
0.4% |
96.16 |
High |
97.00 |
97.17 |
0.17 |
0.2% |
97.20 |
Low |
95.94 |
96.32 |
0.38 |
0.4% |
95.52 |
Close |
96.88 |
97.08 |
0.20 |
0.2% |
97.08 |
Range |
1.06 |
0.85 |
-0.21 |
-19.8% |
1.68 |
ATR |
1.00 |
0.99 |
-0.01 |
-1.1% |
0.00 |
Volume |
9,886 |
9,400 |
-486 |
-4.9% |
45,394 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.41 |
99.09 |
97.55 |
|
R3 |
98.56 |
98.24 |
97.31 |
|
R2 |
97.71 |
97.71 |
97.24 |
|
R1 |
97.39 |
97.39 |
97.16 |
97.55 |
PP |
96.86 |
96.86 |
96.86 |
96.94 |
S1 |
96.54 |
96.54 |
97.00 |
96.70 |
S2 |
96.01 |
96.01 |
96.92 |
|
S3 |
95.16 |
95.69 |
96.85 |
|
S4 |
94.31 |
94.84 |
96.61 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.64 |
101.04 |
98.00 |
|
R3 |
99.96 |
99.36 |
97.54 |
|
R2 |
98.28 |
98.28 |
97.39 |
|
R1 |
97.68 |
97.68 |
97.23 |
97.98 |
PP |
96.60 |
96.60 |
96.60 |
96.75 |
S1 |
96.00 |
96.00 |
96.93 |
96.30 |
S2 |
94.92 |
94.92 |
96.77 |
|
S3 |
93.24 |
94.32 |
96.62 |
|
S4 |
91.56 |
92.64 |
96.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.20 |
95.52 |
1.68 |
1.7% |
0.82 |
0.8% |
93% |
False |
False |
9,078 |
10 |
97.20 |
92.02 |
5.18 |
5.3% |
1.00 |
1.0% |
98% |
False |
False |
8,021 |
20 |
97.20 |
91.21 |
5.99 |
6.2% |
0.97 |
1.0% |
98% |
False |
False |
7,046 |
40 |
97.20 |
89.73 |
7.47 |
7.7% |
0.90 |
0.9% |
98% |
False |
False |
6,475 |
60 |
97.20 |
89.73 |
7.47 |
7.7% |
0.86 |
0.9% |
98% |
False |
False |
6,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.78 |
2.618 |
99.40 |
1.618 |
98.55 |
1.000 |
98.02 |
0.618 |
97.70 |
HIGH |
97.17 |
0.618 |
96.85 |
0.500 |
96.75 |
0.382 |
96.64 |
LOW |
96.32 |
0.618 |
95.79 |
1.000 |
95.47 |
1.618 |
94.94 |
2.618 |
94.09 |
4.250 |
92.71 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
96.97 |
96.91 |
PP |
96.86 |
96.74 |
S1 |
96.75 |
96.57 |
|