NYMEX Light Sweet Crude Oil Future June 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 |
95.23 |
96.11 |
0.88 |
0.9% |
94.72 |
| High |
96.48 |
98.01 |
1.53 |
1.6% |
98.01 |
| Low |
95.23 |
95.39 |
0.16 |
0.2% |
93.73 |
| Close |
95.94 |
97.84 |
1.90 |
2.0% |
97.84 |
| Range |
1.25 |
2.62 |
1.37 |
109.6% |
4.28 |
| ATR |
1.23 |
1.33 |
0.10 |
8.1% |
0.00 |
| Volume |
41,721 |
43,343 |
1,622 |
3.9% |
237,116 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.94 |
104.01 |
99.28 |
|
| R3 |
102.32 |
101.39 |
98.56 |
|
| R2 |
99.70 |
99.70 |
98.32 |
|
| R1 |
98.77 |
98.77 |
98.08 |
99.24 |
| PP |
97.08 |
97.08 |
97.08 |
97.31 |
| S1 |
96.15 |
96.15 |
97.60 |
96.62 |
| S2 |
94.46 |
94.46 |
97.36 |
|
| S3 |
91.84 |
93.53 |
97.12 |
|
| S4 |
89.22 |
90.91 |
96.40 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.37 |
107.88 |
100.19 |
|
| R3 |
105.09 |
103.60 |
99.02 |
|
| R2 |
100.81 |
100.81 |
98.62 |
|
| R1 |
99.32 |
99.32 |
98.23 |
100.07 |
| PP |
96.53 |
96.53 |
96.53 |
96.90 |
| S1 |
95.04 |
95.04 |
97.45 |
95.79 |
| S2 |
92.25 |
92.25 |
97.06 |
|
| S3 |
87.97 |
90.76 |
96.66 |
|
| S4 |
83.69 |
86.48 |
95.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.01 |
93.73 |
4.28 |
4.4% |
1.49 |
1.5% |
96% |
True |
False |
47,423 |
| 10 |
98.01 |
93.67 |
4.34 |
4.4% |
1.37 |
1.4% |
96% |
True |
False |
44,494 |
| 20 |
98.01 |
91.00 |
7.01 |
7.2% |
1.29 |
1.3% |
98% |
True |
False |
46,580 |
| 40 |
98.60 |
90.97 |
7.63 |
7.8% |
1.21 |
1.2% |
90% |
False |
False |
39,489 |
| 60 |
98.60 |
90.97 |
7.63 |
7.8% |
1.21 |
1.2% |
90% |
False |
False |
38,713 |
| 80 |
99.46 |
90.97 |
8.49 |
8.7% |
1.21 |
1.2% |
81% |
False |
False |
37,870 |
| 100 |
99.46 |
90.97 |
8.49 |
8.7% |
1.25 |
1.3% |
81% |
False |
False |
34,897 |
| 120 |
100.65 |
90.97 |
9.68 |
9.9% |
1.26 |
1.3% |
71% |
False |
False |
32,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.15 |
|
2.618 |
104.87 |
|
1.618 |
102.25 |
|
1.000 |
100.63 |
|
0.618 |
99.63 |
|
HIGH |
98.01 |
|
0.618 |
97.01 |
|
0.500 |
96.70 |
|
0.382 |
96.39 |
|
LOW |
95.39 |
|
0.618 |
93.77 |
|
1.000 |
92.77 |
|
1.618 |
91.15 |
|
2.618 |
88.53 |
|
4.250 |
84.26 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.46 |
97.32 |
| PP |
97.08 |
96.80 |
| S1 |
96.70 |
96.28 |
|