NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
103.14 |
103.41 |
0.27 |
0.3% |
100.05 |
| High |
103.80 |
103.50 |
-0.30 |
-0.3% |
101.38 |
| Low |
102.40 |
102.75 |
0.35 |
0.3% |
99.11 |
| Close |
103.31 |
102.92 |
-0.39 |
-0.4% |
100.30 |
| Range |
1.40 |
0.75 |
-0.65 |
-46.4% |
2.27 |
| ATR |
1.61 |
1.54 |
-0.06 |
-3.8% |
0.00 |
| Volume |
116,164 |
31,296 |
-84,868 |
-73.1% |
1,255,252 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.31 |
104.86 |
103.33 |
|
| R3 |
104.56 |
104.11 |
103.13 |
|
| R2 |
103.81 |
103.81 |
103.06 |
|
| R1 |
103.36 |
103.36 |
102.99 |
103.21 |
| PP |
103.06 |
103.06 |
103.06 |
102.98 |
| S1 |
102.61 |
102.61 |
102.85 |
102.46 |
| S2 |
102.31 |
102.31 |
102.78 |
|
| S3 |
101.56 |
101.86 |
102.71 |
|
| S4 |
100.81 |
101.11 |
102.51 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.07 |
105.96 |
101.55 |
|
| R3 |
104.80 |
103.69 |
100.92 |
|
| R2 |
102.53 |
102.53 |
100.72 |
|
| R1 |
101.42 |
101.42 |
100.51 |
101.98 |
| PP |
100.26 |
100.26 |
100.26 |
100.54 |
| S1 |
99.15 |
99.15 |
100.09 |
99.71 |
| S2 |
97.99 |
97.99 |
99.88 |
|
| S3 |
95.72 |
96.88 |
99.68 |
|
| S4 |
93.45 |
94.61 |
99.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.80 |
99.40 |
4.40 |
4.3% |
1.49 |
1.5% |
80% |
False |
False |
155,267 |
| 10 |
103.80 |
97.13 |
6.67 |
6.5% |
1.59 |
1.5% |
87% |
False |
False |
208,477 |
| 20 |
103.80 |
95.21 |
8.59 |
8.3% |
1.57 |
1.5% |
90% |
False |
False |
221,437 |
| 40 |
103.80 |
91.47 |
12.33 |
12.0% |
1.51 |
1.5% |
93% |
False |
False |
164,645 |
| 60 |
103.80 |
91.47 |
12.33 |
12.0% |
1.45 |
1.4% |
93% |
False |
False |
127,235 |
| 80 |
103.80 |
91.47 |
12.33 |
12.0% |
1.40 |
1.4% |
93% |
False |
False |
105,248 |
| 100 |
103.80 |
91.47 |
12.33 |
12.0% |
1.43 |
1.4% |
93% |
False |
False |
90,976 |
| 120 |
103.80 |
91.47 |
12.33 |
12.0% |
1.44 |
1.4% |
93% |
False |
False |
78,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.69 |
|
2.618 |
105.46 |
|
1.618 |
104.71 |
|
1.000 |
104.25 |
|
0.618 |
103.96 |
|
HIGH |
103.50 |
|
0.618 |
103.21 |
|
0.500 |
103.13 |
|
0.382 |
103.04 |
|
LOW |
102.75 |
|
0.618 |
102.29 |
|
1.000 |
102.00 |
|
1.618 |
101.54 |
|
2.618 |
100.79 |
|
4.250 |
99.56 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.13 |
102.62 |
| PP |
103.06 |
102.32 |
| S1 |
102.99 |
102.02 |
|