NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
96.90 |
96.61 |
-0.29 |
-0.3% |
96.41 |
| High |
97.43 |
98.16 |
0.73 |
0.7% |
97.99 |
| Low |
96.16 |
96.61 |
0.45 |
0.5% |
94.92 |
| Close |
96.76 |
97.32 |
0.56 |
0.6% |
96.71 |
| Range |
1.27 |
1.55 |
0.28 |
22.0% |
3.07 |
| ATR |
1.41 |
1.42 |
0.01 |
0.7% |
0.00 |
| Volume |
83,260 |
101,966 |
18,706 |
22.5% |
371,592 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.01 |
101.22 |
98.17 |
|
| R3 |
100.46 |
99.67 |
97.75 |
|
| R2 |
98.91 |
98.91 |
97.60 |
|
| R1 |
98.12 |
98.12 |
97.46 |
98.52 |
| PP |
97.36 |
97.36 |
97.36 |
97.56 |
| S1 |
96.57 |
96.57 |
97.18 |
96.97 |
| S2 |
95.81 |
95.81 |
97.04 |
|
| S3 |
94.26 |
95.02 |
96.89 |
|
| S4 |
92.71 |
93.47 |
96.47 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.75 |
104.30 |
98.40 |
|
| R3 |
102.68 |
101.23 |
97.55 |
|
| R2 |
99.61 |
99.61 |
97.27 |
|
| R1 |
98.16 |
98.16 |
96.99 |
98.89 |
| PP |
96.54 |
96.54 |
96.54 |
96.90 |
| S1 |
95.09 |
95.09 |
96.43 |
95.82 |
| S2 |
93.47 |
93.47 |
96.15 |
|
| S3 |
90.40 |
92.02 |
95.87 |
|
| S4 |
87.33 |
88.95 |
95.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.16 |
95.46 |
2.70 |
2.8% |
1.36 |
1.4% |
69% |
True |
False |
97,184 |
| 10 |
98.16 |
94.92 |
3.24 |
3.3% |
1.44 |
1.5% |
74% |
True |
False |
88,280 |
| 20 |
98.16 |
91.48 |
6.68 |
6.9% |
1.44 |
1.5% |
87% |
True |
False |
70,812 |
| 40 |
100.33 |
91.48 |
8.85 |
9.1% |
1.33 |
1.4% |
66% |
False |
False |
49,002 |
| 60 |
100.33 |
91.48 |
8.85 |
9.1% |
1.32 |
1.4% |
66% |
False |
False |
39,466 |
| 80 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
61% |
False |
False |
33,403 |
| 100 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
61% |
False |
False |
28,132 |
| 120 |
103.06 |
91.48 |
11.58 |
11.9% |
1.26 |
1.3% |
50% |
False |
False |
24,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.75 |
|
2.618 |
102.22 |
|
1.618 |
100.67 |
|
1.000 |
99.71 |
|
0.618 |
99.12 |
|
HIGH |
98.16 |
|
0.618 |
97.57 |
|
0.500 |
97.39 |
|
0.382 |
97.20 |
|
LOW |
96.61 |
|
0.618 |
95.65 |
|
1.000 |
95.06 |
|
1.618 |
94.10 |
|
2.618 |
92.55 |
|
4.250 |
90.02 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.39 |
97.18 |
| PP |
97.36 |
97.04 |
| S1 |
97.34 |
96.90 |
|