NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
98.46 |
98.70 |
0.24 |
0.2% |
97.62 |
High |
99.02 |
98.91 |
-0.11 |
-0.1% |
99.02 |
Low |
98.38 |
98.10 |
-0.28 |
-0.3% |
97.18 |
Close |
98.70 |
98.57 |
-0.13 |
-0.1% |
98.49 |
Range |
0.64 |
0.81 |
0.17 |
26.6% |
1.84 |
ATR |
1.01 |
0.99 |
-0.01 |
-1.4% |
0.00 |
Volume |
10,248 |
8,375 |
-1,873 |
-18.3% |
40,536 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.96 |
100.57 |
99.02 |
|
R3 |
100.15 |
99.76 |
98.79 |
|
R2 |
99.34 |
99.34 |
98.72 |
|
R1 |
98.95 |
98.95 |
98.64 |
98.74 |
PP |
98.53 |
98.53 |
98.53 |
98.42 |
S1 |
98.14 |
98.14 |
98.50 |
97.93 |
S2 |
97.72 |
97.72 |
98.42 |
|
S3 |
96.91 |
97.33 |
98.35 |
|
S4 |
96.10 |
96.52 |
98.12 |
|
|
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 |
99.61 |
97.76 |
1.85 |
1.9% |
0.91 |
0.9% |
44% |
False |
False |
9,287 |
10 |
99.61 |
95.94 |
3.67 |
3.7% |
0.94 |
1.0% |
72% |
False |
False |
9,739 |
20 |
99.61 |
92.02 |
7.59 |
7.7% |
0.95 |
1.0% |
86% |
False |
False |
8,493 |
40 |
99.61 |
89.73 |
9.88 |
10.0% |
0.98 |
1.0% |
89% |
False |
False |
7,607 |
60 |
99.61 |
89.73 |
9.88 |
10.0% |
0.86 |
0.9% |
89% |
False |
False |
6,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.35 |
2.618 |
101.03 |
1.618 |
100.22 |
1.000 |
99.72 |
0.618 |
99.41 |
HIGH |
98.91 |
0.618 |
98.60 |
0.500 |
98.51 |
0.382 |
98.41 |
LOW |
98.10 |
0.618 |
97.60 |
1.000 |
97.29 |
1.618 |
96.79 |
2.618 |
95.98 |
4.250 |
94.66 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
98.55 |
98.51 |
PP |
98.53 |
98.45 |
S1 |
98.51 |
98.39 |
|