NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
102.57 |
102.15 |
-0.42 |
-0.4% |
102.29 |
| High |
103.08 |
102.96 |
-0.12 |
-0.1% |
103.45 |
| Low |
101.75 |
101.80 |
0.05 |
0.0% |
101.02 |
| Close |
102.40 |
102.59 |
0.19 |
0.2% |
102.59 |
| Range |
1.33 |
1.16 |
-0.17 |
-12.8% |
2.43 |
| ATR |
1.44 |
1.42 |
-0.02 |
-1.4% |
0.00 |
| Volume |
196,494 |
178,276 |
-18,218 |
-9.3% |
936,364 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.93 |
105.42 |
103.23 |
|
| R3 |
104.77 |
104.26 |
102.91 |
|
| R2 |
103.61 |
103.61 |
102.80 |
|
| R1 |
103.10 |
103.10 |
102.70 |
103.36 |
| PP |
102.45 |
102.45 |
102.45 |
102.58 |
| S1 |
101.94 |
101.94 |
102.48 |
102.20 |
| S2 |
101.29 |
101.29 |
102.38 |
|
| S3 |
100.13 |
100.78 |
102.27 |
|
| S4 |
98.97 |
99.62 |
101.95 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.64 |
108.55 |
103.93 |
|
| R3 |
107.21 |
106.12 |
103.26 |
|
| R2 |
104.78 |
104.78 |
103.04 |
|
| R1 |
103.69 |
103.69 |
102.81 |
104.24 |
| PP |
102.35 |
102.35 |
102.35 |
102.63 |
| S1 |
101.26 |
101.26 |
102.37 |
101.81 |
| S2 |
99.92 |
99.92 |
102.14 |
|
| S3 |
97.49 |
98.83 |
101.92 |
|
| S4 |
95.06 |
96.40 |
101.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.45 |
101.02 |
2.43 |
2.4% |
1.42 |
1.4% |
65% |
False |
False |
187,272 |
| 10 |
103.45 |
99.27 |
4.18 |
4.1% |
1.40 |
1.4% |
79% |
False |
False |
189,897 |
| 20 |
103.45 |
95.46 |
7.99 |
7.8% |
1.42 |
1.4% |
89% |
False |
False |
152,095 |
| 40 |
103.45 |
91.48 |
11.97 |
11.7% |
1.49 |
1.5% |
93% |
False |
False |
104,021 |
| 60 |
103.45 |
91.48 |
11.97 |
11.7% |
1.35 |
1.3% |
93% |
False |
False |
77,602 |
| 80 |
103.45 |
91.48 |
11.97 |
11.7% |
1.34 |
1.3% |
93% |
False |
False |
62,564 |
| 100 |
103.45 |
91.48 |
11.97 |
11.7% |
1.33 |
1.3% |
93% |
False |
False |
52,719 |
| 120 |
103.45 |
91.48 |
11.97 |
11.7% |
1.31 |
1.3% |
93% |
False |
False |
44,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.89 |
|
2.618 |
106.00 |
|
1.618 |
104.84 |
|
1.000 |
104.12 |
|
0.618 |
103.68 |
|
HIGH |
102.96 |
|
0.618 |
102.52 |
|
0.500 |
102.38 |
|
0.382 |
102.24 |
|
LOW |
101.80 |
|
0.618 |
101.08 |
|
1.000 |
100.64 |
|
1.618 |
99.92 |
|
2.618 |
98.76 |
|
4.250 |
96.87 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.52 |
102.50 |
| PP |
102.45 |
102.42 |
| S1 |
102.38 |
102.33 |
|