NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
99.89 |
99.83 |
-0.06 |
-0.1% |
96.62 |
| High |
100.79 |
100.27 |
-0.52 |
-0.5% |
99.65 |
| Low |
99.63 |
98.96 |
-0.67 |
-0.7% |
95.46 |
| Close |
99.92 |
100.05 |
0.13 |
0.1% |
99.35 |
| Range |
1.16 |
1.31 |
0.15 |
12.9% |
4.19 |
| ATR |
1.47 |
1.46 |
-0.01 |
-0.8% |
0.00 |
| Volume |
185,433 |
129,207 |
-56,226 |
-30.3% |
510,718 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.69 |
103.18 |
100.77 |
|
| R3 |
102.38 |
101.87 |
100.41 |
|
| R2 |
101.07 |
101.07 |
100.29 |
|
| R1 |
100.56 |
100.56 |
100.17 |
100.82 |
| PP |
99.76 |
99.76 |
99.76 |
99.89 |
| S1 |
99.25 |
99.25 |
99.93 |
99.51 |
| S2 |
98.45 |
98.45 |
99.81 |
|
| S3 |
97.14 |
97.94 |
99.69 |
|
| S4 |
95.83 |
96.63 |
99.33 |
|
|
| 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 |
96.70 |
4.09 |
4.1% |
1.54 |
1.5% |
82% |
False |
False |
131,402 |
| 10 |
100.79 |
95.46 |
5.33 |
5.3% |
1.45 |
1.4% |
86% |
False |
False |
114,293 |
| 20 |
100.79 |
93.54 |
7.25 |
7.2% |
1.43 |
1.4% |
90% |
False |
False |
90,810 |
| 40 |
100.79 |
91.48 |
9.31 |
9.3% |
1.37 |
1.4% |
92% |
False |
False |
61,821 |
| 60 |
100.79 |
91.48 |
9.31 |
9.3% |
1.34 |
1.3% |
92% |
False |
False |
48,354 |
| 80 |
100.79 |
91.48 |
9.31 |
9.3% |
1.31 |
1.3% |
92% |
False |
False |
40,616 |
| 100 |
101.00 |
91.48 |
9.52 |
9.5% |
1.31 |
1.3% |
90% |
False |
False |
34,389 |
| 120 |
103.06 |
91.48 |
11.58 |
11.6% |
1.30 |
1.3% |
74% |
False |
False |
29,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.84 |
|
2.618 |
103.70 |
|
1.618 |
102.39 |
|
1.000 |
101.58 |
|
0.618 |
101.08 |
|
HIGH |
100.27 |
|
0.618 |
99.77 |
|
0.500 |
99.62 |
|
0.382 |
99.46 |
|
LOW |
98.96 |
|
0.618 |
98.15 |
|
1.000 |
97.65 |
|
1.618 |
96.84 |
|
2.618 |
95.53 |
|
4.250 |
93.39 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.91 |
99.99 |
| PP |
99.76 |
99.93 |
| S1 |
99.62 |
99.88 |
|