NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 21-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
98.43 |
98.78 |
0.35 |
0.4% |
97.62 |
High |
99.02 |
98.87 |
-0.15 |
-0.2% |
99.02 |
Low |
98.20 |
98.00 |
-0.20 |
-0.2% |
97.18 |
Close |
98.81 |
98.49 |
-0.32 |
-0.3% |
98.49 |
Range |
0.82 |
0.87 |
0.05 |
6.1% |
1.84 |
ATR |
0.99 |
0.98 |
-0.01 |
-0.9% |
0.00 |
Volume |
15,147 |
8,861 |
-6,286 |
-41.5% |
40,536 |
|
Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.06 |
100.65 |
98.97 |
|
R3 |
100.19 |
99.78 |
98.73 |
|
R2 |
99.32 |
99.32 |
98.65 |
|
R1 |
98.91 |
98.91 |
98.57 |
98.68 |
PP |
98.45 |
98.45 |
98.45 |
98.34 |
S1 |
98.04 |
98.04 |
98.41 |
97.81 |
S2 |
97.58 |
97.58 |
98.33 |
|
S3 |
96.71 |
97.17 |
98.25 |
|
S4 |
95.84 |
96.30 |
98.01 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.75 |
102.96 |
99.50 |
|
R3 |
101.91 |
101.12 |
99.00 |
|
R2 |
100.07 |
100.07 |
98.83 |
|
R1 |
99.28 |
99.28 |
98.66 |
99.68 |
PP |
98.23 |
98.23 |
98.23 |
98.43 |
S1 |
97.44 |
97.44 |
98.32 |
97.84 |
S2 |
96.39 |
96.39 |
98.15 |
|
S3 |
94.55 |
95.60 |
97.98 |
|
S4 |
92.71 |
93.76 |
97.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.02 |
96.32 |
2.70 |
2.7% |
0.93 |
0.9% |
80% |
False |
False |
9,987 |
10 |
99.02 |
93.99 |
5.03 |
5.1% |
1.01 |
1.0% |
89% |
False |
False |
9,390 |
20 |
99.02 |
92.02 |
7.00 |
7.1% |
0.96 |
1.0% |
92% |
False |
False |
7,942 |
40 |
99.02 |
89.73 |
9.29 |
9.4% |
0.93 |
0.9% |
94% |
False |
False |
6,955 |
60 |
99.02 |
89.73 |
9.29 |
9.4% |
0.86 |
0.9% |
94% |
False |
False |
6,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.57 |
2.618 |
101.15 |
1.618 |
100.28 |
1.000 |
99.74 |
0.618 |
99.41 |
HIGH |
98.87 |
0.618 |
98.54 |
0.500 |
98.44 |
0.382 |
98.33 |
LOW |
98.00 |
0.618 |
97.46 |
1.000 |
97.13 |
1.618 |
96.59 |
2.618 |
95.72 |
4.250 |
94.30 |
|
|
Fisher Pivots for day following 21-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.47 |
98.51 |
PP |
98.45 |
98.50 |
S1 |
98.44 |
98.50 |
|