NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
101.51 |
102.00 |
0.49 |
0.5% |
99.40 |
| High |
102.68 |
102.00 |
-0.68 |
-0.7% |
102.15 |
| Low |
101.20 |
100.40 |
-0.80 |
-0.8% |
99.40 |
| Close |
102.06 |
101.12 |
-0.94 |
-0.9% |
101.37 |
| Range |
1.48 |
1.60 |
0.12 |
8.1% |
2.75 |
| ATR |
1.30 |
1.33 |
0.03 |
2.0% |
0.00 |
| Volume |
52,652 |
51,260 |
-1,392 |
-2.6% |
240,134 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.97 |
105.15 |
102.00 |
|
| R3 |
104.37 |
103.55 |
101.56 |
|
| R2 |
102.77 |
102.77 |
101.41 |
|
| R1 |
101.95 |
101.95 |
101.27 |
101.56 |
| PP |
101.17 |
101.17 |
101.17 |
100.98 |
| S1 |
100.35 |
100.35 |
100.97 |
99.96 |
| S2 |
99.57 |
99.57 |
100.83 |
|
| S3 |
97.97 |
98.75 |
100.68 |
|
| S4 |
96.37 |
97.15 |
100.24 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.22 |
108.05 |
102.88 |
|
| R3 |
106.47 |
105.30 |
102.13 |
|
| R2 |
103.72 |
103.72 |
101.87 |
|
| R1 |
102.55 |
102.55 |
101.62 |
103.14 |
| PP |
100.97 |
100.97 |
100.97 |
101.27 |
| S1 |
99.80 |
99.80 |
101.12 |
100.39 |
| S2 |
98.22 |
98.22 |
100.87 |
|
| S3 |
95.47 |
97.05 |
100.61 |
|
| S4 |
92.72 |
94.30 |
99.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.68 |
100.40 |
2.28 |
2.3% |
1.21 |
1.2% |
32% |
False |
True |
58,065 |
| 10 |
102.68 |
98.24 |
4.44 |
4.4% |
1.24 |
1.2% |
65% |
False |
False |
58,862 |
| 20 |
102.68 |
94.62 |
8.06 |
8.0% |
1.33 |
1.3% |
81% |
False |
False |
50,202 |
| 40 |
102.68 |
91.35 |
11.33 |
11.2% |
1.35 |
1.3% |
86% |
False |
False |
38,755 |
| 60 |
102.68 |
91.35 |
11.33 |
11.2% |
1.24 |
1.2% |
86% |
False |
False |
31,231 |
| 80 |
102.68 |
91.35 |
11.33 |
11.2% |
1.20 |
1.2% |
86% |
False |
False |
26,371 |
| 100 |
102.68 |
91.35 |
11.33 |
11.2% |
1.19 |
1.2% |
86% |
False |
False |
22,713 |
| 120 |
102.68 |
91.35 |
11.33 |
11.2% |
1.15 |
1.1% |
86% |
False |
False |
19,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.80 |
|
2.618 |
106.19 |
|
1.618 |
104.59 |
|
1.000 |
103.60 |
|
0.618 |
102.99 |
|
HIGH |
102.00 |
|
0.618 |
101.39 |
|
0.500 |
101.20 |
|
0.382 |
101.01 |
|
LOW |
100.40 |
|
0.618 |
99.41 |
|
1.000 |
98.80 |
|
1.618 |
97.81 |
|
2.618 |
96.21 |
|
4.250 |
93.60 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.20 |
101.54 |
| PP |
101.17 |
101.40 |
| S1 |
101.15 |
101.26 |
|