NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
96.53 |
97.67 |
1.14 |
1.2% |
96.90 |
| High |
97.82 |
98.26 |
0.44 |
0.4% |
98.59 |
| Low |
96.37 |
96.80 |
0.43 |
0.4% |
95.21 |
| Close |
97.19 |
97.38 |
0.19 |
0.2% |
97.49 |
| Range |
1.45 |
1.46 |
0.01 |
0.7% |
3.38 |
| ATR |
1.53 |
1.52 |
0.00 |
-0.3% |
0.00 |
| Volume |
204,282 |
237,671 |
33,389 |
16.3% |
1,094,963 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.86 |
101.08 |
98.18 |
|
| R3 |
100.40 |
99.62 |
97.78 |
|
| R2 |
98.94 |
98.94 |
97.65 |
|
| R1 |
98.16 |
98.16 |
97.51 |
97.82 |
| PP |
97.48 |
97.48 |
97.48 |
97.31 |
| S1 |
96.70 |
96.70 |
97.25 |
96.36 |
| S2 |
96.02 |
96.02 |
97.11 |
|
| S3 |
94.56 |
95.24 |
96.98 |
|
| S4 |
93.10 |
93.78 |
96.58 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.24 |
105.74 |
99.35 |
|
| R3 |
103.86 |
102.36 |
98.42 |
|
| R2 |
100.48 |
100.48 |
98.11 |
|
| R1 |
98.98 |
98.98 |
97.80 |
99.73 |
| PP |
97.10 |
97.10 |
97.10 |
97.47 |
| S1 |
95.60 |
95.60 |
97.18 |
96.35 |
| S2 |
93.72 |
93.72 |
96.87 |
|
| S3 |
90.34 |
92.22 |
96.56 |
|
| S4 |
86.96 |
88.84 |
95.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.59 |
96.26 |
2.33 |
2.4% |
1.43 |
1.5% |
48% |
False |
False |
237,628 |
| 10 |
98.59 |
95.21 |
3.38 |
3.5% |
1.56 |
1.6% |
64% |
False |
False |
234,397 |
| 20 |
98.59 |
91.47 |
7.12 |
7.3% |
1.55 |
1.6% |
83% |
False |
False |
199,129 |
| 40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.40 |
1.4% |
63% |
False |
False |
126,564 |
| 60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.40 |
1.4% |
63% |
False |
False |
99,320 |
| 80 |
101.81 |
91.47 |
10.34 |
10.6% |
1.40 |
1.4% |
57% |
False |
False |
84,444 |
| 100 |
102.29 |
91.47 |
10.82 |
11.1% |
1.42 |
1.5% |
55% |
False |
False |
72,167 |
| 120 |
104.37 |
91.47 |
12.90 |
13.2% |
1.40 |
1.4% |
46% |
False |
False |
62,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.47 |
|
2.618 |
102.08 |
|
1.618 |
100.62 |
|
1.000 |
99.72 |
|
0.618 |
99.16 |
|
HIGH |
98.26 |
|
0.618 |
97.70 |
|
0.500 |
97.53 |
|
0.382 |
97.36 |
|
LOW |
96.80 |
|
0.618 |
95.90 |
|
1.000 |
95.34 |
|
1.618 |
94.44 |
|
2.618 |
92.98 |
|
4.250 |
90.60 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.53 |
97.34 |
| PP |
97.48 |
97.30 |
| S1 |
97.43 |
97.26 |
|