NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
95.56 |
94.72 |
-0.84 |
-0.9% |
94.96 |
| High |
95.84 |
95.00 |
-0.84 |
-0.9% |
96.29 |
| Low |
94.73 |
93.73 |
-1.00 |
-1.1% |
93.67 |
| Close |
94.85 |
94.02 |
-0.83 |
-0.9% |
94.85 |
| Range |
1.11 |
1.27 |
0.16 |
14.4% |
2.62 |
| ATR |
1.23 |
1.23 |
0.00 |
0.2% |
0.00 |
| Volume |
38,270 |
58,650 |
20,380 |
53.3% |
207,825 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.06 |
97.31 |
94.72 |
|
| R3 |
96.79 |
96.04 |
94.37 |
|
| R2 |
95.52 |
95.52 |
94.25 |
|
| R1 |
94.77 |
94.77 |
94.14 |
94.51 |
| PP |
94.25 |
94.25 |
94.25 |
94.12 |
| S1 |
93.50 |
93.50 |
93.90 |
93.24 |
| S2 |
92.98 |
92.98 |
93.79 |
|
| S3 |
91.71 |
92.23 |
93.67 |
|
| S4 |
90.44 |
90.96 |
93.32 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.80 |
101.44 |
96.29 |
|
| R3 |
100.18 |
98.82 |
95.57 |
|
| R2 |
97.56 |
97.56 |
95.33 |
|
| R1 |
96.20 |
96.20 |
95.09 |
95.57 |
| PP |
94.94 |
94.94 |
94.94 |
94.62 |
| S1 |
93.58 |
93.58 |
94.61 |
92.95 |
| S2 |
92.32 |
92.32 |
94.37 |
|
| S3 |
89.70 |
90.96 |
94.13 |
|
| S4 |
87.08 |
88.34 |
93.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.29 |
93.73 |
2.56 |
2.7% |
1.21 |
1.3% |
11% |
False |
True |
44,620 |
| 10 |
96.29 |
92.68 |
3.61 |
3.8% |
1.24 |
1.3% |
37% |
False |
False |
45,890 |
| 20 |
96.29 |
90.97 |
5.32 |
5.7% |
1.22 |
1.3% |
57% |
False |
False |
47,069 |
| 40 |
98.60 |
90.97 |
7.63 |
8.1% |
1.14 |
1.2% |
40% |
False |
False |
39,572 |
| 60 |
98.60 |
90.97 |
7.63 |
8.1% |
1.18 |
1.3% |
40% |
False |
False |
37,922 |
| 80 |
99.46 |
90.97 |
8.49 |
9.0% |
1.21 |
1.3% |
36% |
False |
False |
36,986 |
| 100 |
99.46 |
90.97 |
8.49 |
9.0% |
1.23 |
1.3% |
36% |
False |
False |
33,801 |
| 120 |
100.65 |
90.97 |
9.68 |
10.3% |
1.23 |
1.3% |
32% |
False |
False |
31,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.40 |
|
2.618 |
98.32 |
|
1.618 |
97.05 |
|
1.000 |
96.27 |
|
0.618 |
95.78 |
|
HIGH |
95.00 |
|
0.618 |
94.51 |
|
0.500 |
94.37 |
|
0.382 |
94.22 |
|
LOW |
93.73 |
|
0.618 |
92.95 |
|
1.000 |
92.46 |
|
1.618 |
91.68 |
|
2.618 |
90.41 |
|
4.250 |
88.33 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.37 |
95.01 |
| PP |
94.25 |
94.68 |
| S1 |
94.14 |
94.35 |
|