NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
101.55 |
101.87 |
0.32 |
0.3% |
98.76 |
| High |
102.15 |
102.04 |
-0.11 |
-0.1% |
99.91 |
| Low |
101.01 |
101.30 |
0.29 |
0.3% |
97.89 |
| Close |
101.81 |
101.85 |
0.04 |
0.0% |
99.47 |
| Range |
1.14 |
0.74 |
-0.40 |
-35.1% |
2.02 |
| ATR |
1.35 |
1.30 |
-0.04 |
-3.2% |
0.00 |
| Volume |
61,330 |
77,610 |
16,280 |
26.5% |
296,139 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.95 |
103.64 |
102.26 |
|
| R3 |
103.21 |
102.90 |
102.05 |
|
| R2 |
102.47 |
102.47 |
101.99 |
|
| R1 |
102.16 |
102.16 |
101.92 |
101.95 |
| PP |
101.73 |
101.73 |
101.73 |
101.62 |
| S1 |
101.42 |
101.42 |
101.78 |
101.21 |
| S2 |
100.99 |
100.99 |
101.71 |
|
| S3 |
100.25 |
100.68 |
101.65 |
|
| S4 |
99.51 |
99.94 |
101.44 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.15 |
104.33 |
100.58 |
|
| R3 |
103.13 |
102.31 |
100.03 |
|
| R2 |
101.11 |
101.11 |
99.84 |
|
| R1 |
100.29 |
100.29 |
99.66 |
100.70 |
| PP |
99.09 |
99.09 |
99.09 |
99.30 |
| S1 |
98.27 |
98.27 |
99.28 |
98.68 |
| S2 |
97.07 |
97.07 |
99.10 |
|
| S3 |
95.05 |
96.25 |
98.91 |
|
| S4 |
93.03 |
94.23 |
98.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.15 |
98.24 |
3.91 |
3.8% |
1.27 |
1.2% |
92% |
False |
False |
62,704 |
| 10 |
102.15 |
95.95 |
6.20 |
6.1% |
1.35 |
1.3% |
95% |
False |
False |
57,938 |
| 20 |
102.15 |
94.36 |
7.79 |
7.6% |
1.30 |
1.3% |
96% |
False |
False |
48,933 |
| 40 |
102.15 |
91.35 |
10.80 |
10.6% |
1.29 |
1.3% |
97% |
False |
False |
35,949 |
| 60 |
102.15 |
91.35 |
10.80 |
10.6% |
1.23 |
1.2% |
97% |
False |
False |
29,254 |
| 80 |
102.15 |
91.35 |
10.80 |
10.6% |
1.18 |
1.2% |
97% |
False |
False |
24,738 |
| 100 |
102.15 |
91.35 |
10.80 |
10.6% |
1.18 |
1.2% |
97% |
False |
False |
21,290 |
| 120 |
102.15 |
91.35 |
10.80 |
10.6% |
1.13 |
1.1% |
97% |
False |
False |
18,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.19 |
|
2.618 |
103.98 |
|
1.618 |
103.24 |
|
1.000 |
102.78 |
|
0.618 |
102.50 |
|
HIGH |
102.04 |
|
0.618 |
101.76 |
|
0.500 |
101.67 |
|
0.382 |
101.58 |
|
LOW |
101.30 |
|
0.618 |
100.84 |
|
1.000 |
100.56 |
|
1.618 |
100.10 |
|
2.618 |
99.36 |
|
4.250 |
98.16 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.79 |
101.49 |
| PP |
101.73 |
101.13 |
| S1 |
101.67 |
100.78 |
|