NYMEX Light Sweet Crude Oil Future April 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 |
96.61 |
97.44 |
0.83 |
0.9% |
96.62 |
| High |
98.16 |
99.65 |
1.49 |
1.5% |
99.65 |
| Low |
96.61 |
96.70 |
0.09 |
0.1% |
95.46 |
| Close |
97.32 |
99.35 |
2.03 |
2.1% |
99.35 |
| Range |
1.55 |
2.95 |
1.40 |
90.3% |
4.19 |
| ATR |
1.42 |
1.53 |
0.11 |
7.7% |
0.00 |
| Volume |
101,966 |
109,863 |
7,897 |
7.7% |
510,718 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.42 |
106.33 |
100.97 |
|
| R3 |
104.47 |
103.38 |
100.16 |
|
| R2 |
101.52 |
101.52 |
99.89 |
|
| R1 |
100.43 |
100.43 |
99.62 |
100.98 |
| PP |
98.57 |
98.57 |
98.57 |
98.84 |
| S1 |
97.48 |
97.48 |
99.08 |
98.03 |
| S2 |
95.62 |
95.62 |
98.81 |
|
| S3 |
92.67 |
94.53 |
98.54 |
|
| S4 |
89.72 |
91.58 |
97.73 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.72 |
109.23 |
101.65 |
|
| R3 |
106.53 |
105.04 |
100.50 |
|
| R2 |
102.34 |
102.34 |
100.12 |
|
| R1 |
100.85 |
100.85 |
99.73 |
101.60 |
| PP |
98.15 |
98.15 |
98.15 |
98.53 |
| S1 |
96.66 |
96.66 |
98.97 |
97.41 |
| S2 |
93.96 |
93.96 |
98.58 |
|
| S3 |
89.77 |
92.47 |
98.20 |
|
| S4 |
85.58 |
88.28 |
97.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.65 |
95.46 |
4.19 |
4.2% |
1.74 |
1.7% |
93% |
True |
False |
102,143 |
| 10 |
99.65 |
94.92 |
4.73 |
4.8% |
1.59 |
1.6% |
94% |
True |
False |
88,231 |
| 20 |
99.65 |
91.62 |
8.03 |
8.1% |
1.50 |
1.5% |
96% |
True |
False |
74,062 |
| 40 |
100.33 |
91.48 |
8.85 |
8.9% |
1.37 |
1.4% |
89% |
False |
False |
51,192 |
| 60 |
100.33 |
91.48 |
8.85 |
8.9% |
1.35 |
1.4% |
89% |
False |
False |
41,073 |
| 80 |
101.00 |
91.48 |
9.52 |
9.6% |
1.32 |
1.3% |
83% |
False |
False |
34,547 |
| 100 |
101.00 |
91.48 |
9.52 |
9.6% |
1.32 |
1.3% |
83% |
False |
False |
29,193 |
| 120 |
103.06 |
91.48 |
11.58 |
11.7% |
1.28 |
1.3% |
68% |
False |
False |
25,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.19 |
|
2.618 |
107.37 |
|
1.618 |
104.42 |
|
1.000 |
102.60 |
|
0.618 |
101.47 |
|
HIGH |
99.65 |
|
0.618 |
98.52 |
|
0.500 |
98.18 |
|
0.382 |
97.83 |
|
LOW |
96.70 |
|
0.618 |
94.88 |
|
1.000 |
93.75 |
|
1.618 |
91.93 |
|
2.618 |
88.98 |
|
4.250 |
84.16 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.96 |
98.87 |
| PP |
98.57 |
98.39 |
| S1 |
98.18 |
97.91 |
|