NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
99.30 |
99.89 |
0.59 |
0.6% |
96.62 |
| High |
100.00 |
100.79 |
0.79 |
0.8% |
99.65 |
| Low |
99.04 |
99.63 |
0.59 |
0.6% |
95.46 |
| Close |
99.44 |
99.92 |
0.48 |
0.5% |
99.35 |
| Range |
0.96 |
1.16 |
0.20 |
20.8% |
4.19 |
| ATR |
1.48 |
1.47 |
-0.01 |
-0.6% |
0.00 |
| Volume |
117,229 |
185,433 |
68,204 |
58.2% |
510,718 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.59 |
102.92 |
100.56 |
|
| R3 |
102.43 |
101.76 |
100.24 |
|
| R2 |
101.27 |
101.27 |
100.13 |
|
| R1 |
100.60 |
100.60 |
100.03 |
100.94 |
| PP |
100.11 |
100.11 |
100.11 |
100.28 |
| S1 |
99.44 |
99.44 |
99.81 |
99.78 |
| S2 |
98.95 |
98.95 |
99.71 |
|
| S3 |
97.79 |
98.28 |
99.60 |
|
| S4 |
96.63 |
97.12 |
99.28 |
|
|
| 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 |
100.79 |
96.61 |
4.18 |
4.2% |
1.58 |
1.6% |
79% |
True |
False |
125,954 |
| 10 |
100.79 |
95.46 |
5.33 |
5.3% |
1.43 |
1.4% |
84% |
True |
False |
108,200 |
| 20 |
100.79 |
92.47 |
8.32 |
8.3% |
1.48 |
1.5% |
90% |
True |
False |
87,193 |
| 40 |
100.79 |
91.48 |
9.31 |
9.3% |
1.37 |
1.4% |
91% |
True |
False |
59,049 |
| 60 |
100.79 |
91.48 |
9.31 |
9.3% |
1.33 |
1.3% |
91% |
True |
False |
46,823 |
| 80 |
100.79 |
91.48 |
9.31 |
9.3% |
1.31 |
1.3% |
91% |
True |
False |
39,279 |
| 100 |
101.00 |
91.48 |
9.52 |
9.5% |
1.30 |
1.3% |
89% |
False |
False |
33,146 |
| 120 |
103.06 |
91.48 |
11.58 |
11.6% |
1.29 |
1.3% |
73% |
False |
False |
28,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.72 |
|
2.618 |
103.83 |
|
1.618 |
102.67 |
|
1.000 |
101.95 |
|
0.618 |
101.51 |
|
HIGH |
100.79 |
|
0.618 |
100.35 |
|
0.500 |
100.21 |
|
0.382 |
100.07 |
|
LOW |
99.63 |
|
0.618 |
98.91 |
|
1.000 |
98.47 |
|
1.618 |
97.75 |
|
2.618 |
96.59 |
|
4.250 |
94.70 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.21 |
99.84 |
| PP |
100.11 |
99.77 |
| S1 |
100.02 |
99.69 |
|