NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
97.44 |
99.59 |
2.15 |
2.2% |
96.62 |
| High |
99.65 |
99.89 |
0.24 |
0.2% |
99.65 |
| Low |
96.70 |
98.59 |
1.89 |
2.0% |
95.46 |
| Close |
99.35 |
99.44 |
0.09 |
0.1% |
99.35 |
| Range |
2.95 |
1.30 |
-1.65 |
-55.9% |
4.19 |
| ATR |
1.53 |
1.52 |
-0.02 |
-1.1% |
0.00 |
| Volume |
109,863 |
115,282 |
5,419 |
4.9% |
510,718 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.21 |
102.62 |
100.16 |
|
| R3 |
101.91 |
101.32 |
99.80 |
|
| R2 |
100.61 |
100.61 |
99.68 |
|
| R1 |
100.02 |
100.02 |
99.56 |
99.67 |
| PP |
99.31 |
99.31 |
99.31 |
99.13 |
| S1 |
98.72 |
98.72 |
99.32 |
98.37 |
| S2 |
98.01 |
98.01 |
99.20 |
|
| S3 |
96.71 |
97.42 |
99.08 |
|
| S4 |
95.41 |
96.12 |
98.73 |
|
|
| 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 |
99.89 |
95.63 |
4.26 |
4.3% |
1.69 |
1.7% |
89% |
True |
False |
106,546 |
| 10 |
99.89 |
95.25 |
4.64 |
4.7% |
1.54 |
1.5% |
90% |
True |
False |
92,077 |
| 20 |
99.89 |
91.62 |
8.27 |
8.3% |
1.51 |
1.5% |
95% |
True |
False |
77,042 |
| 40 |
100.33 |
91.48 |
8.85 |
8.9% |
1.37 |
1.4% |
90% |
False |
False |
53,229 |
| 60 |
100.33 |
91.48 |
8.85 |
8.9% |
1.34 |
1.3% |
90% |
False |
False |
42,728 |
| 80 |
101.00 |
91.48 |
9.52 |
9.6% |
1.33 |
1.3% |
84% |
False |
False |
35,884 |
| 100 |
101.00 |
91.48 |
9.52 |
9.6% |
1.32 |
1.3% |
84% |
False |
False |
30,256 |
| 120 |
103.06 |
91.48 |
11.58 |
11.6% |
1.29 |
1.3% |
69% |
False |
False |
25,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.42 |
|
2.618 |
103.29 |
|
1.618 |
101.99 |
|
1.000 |
101.19 |
|
0.618 |
100.69 |
|
HIGH |
99.89 |
|
0.618 |
99.39 |
|
0.500 |
99.24 |
|
0.382 |
99.09 |
|
LOW |
98.59 |
|
0.618 |
97.79 |
|
1.000 |
97.29 |
|
1.618 |
96.49 |
|
2.618 |
95.19 |
|
4.250 |
93.07 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.37 |
99.04 |
| PP |
99.31 |
98.65 |
| S1 |
99.24 |
98.25 |
|