NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
94.72 |
94.23 |
-0.49 |
-0.5% |
94.96 |
| High |
95.00 |
95.15 |
0.15 |
0.2% |
96.29 |
| Low |
93.73 |
93.86 |
0.13 |
0.1% |
93.67 |
| Close |
94.02 |
94.75 |
0.73 |
0.8% |
94.85 |
| Range |
1.27 |
1.29 |
0.02 |
1.6% |
2.62 |
| ATR |
1.23 |
1.24 |
0.00 |
0.3% |
0.00 |
| Volume |
58,650 |
52,408 |
-6,242 |
-10.6% |
207,825 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.46 |
97.89 |
95.46 |
|
| R3 |
97.17 |
96.60 |
95.10 |
|
| R2 |
95.88 |
95.88 |
94.99 |
|
| R1 |
95.31 |
95.31 |
94.87 |
95.60 |
| PP |
94.59 |
94.59 |
94.59 |
94.73 |
| S1 |
94.02 |
94.02 |
94.63 |
94.31 |
| S2 |
93.30 |
93.30 |
94.51 |
|
| S3 |
92.01 |
92.73 |
94.40 |
|
| S4 |
90.72 |
91.44 |
94.04 |
|
|
| 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% |
1.15 |
1.2% |
40% |
False |
False |
46,750 |
| 10 |
96.29 |
93.67 |
2.62 |
2.8% |
1.20 |
1.3% |
41% |
False |
False |
47,763 |
| 20 |
96.29 |
90.97 |
5.32 |
5.6% |
1.23 |
1.3% |
71% |
False |
False |
47,547 |
| 40 |
98.60 |
90.97 |
7.63 |
8.1% |
1.15 |
1.2% |
50% |
False |
False |
39,035 |
| 60 |
98.60 |
90.97 |
7.63 |
8.1% |
1.18 |
1.2% |
50% |
False |
False |
38,227 |
| 80 |
99.46 |
90.97 |
8.49 |
9.0% |
1.20 |
1.3% |
45% |
False |
False |
37,369 |
| 100 |
99.46 |
90.97 |
8.49 |
9.0% |
1.24 |
1.3% |
45% |
False |
False |
34,121 |
| 120 |
100.65 |
90.97 |
9.68 |
10.2% |
1.24 |
1.3% |
39% |
False |
False |
31,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.63 |
|
2.618 |
98.53 |
|
1.618 |
97.24 |
|
1.000 |
96.44 |
|
0.618 |
95.95 |
|
HIGH |
95.15 |
|
0.618 |
94.66 |
|
0.500 |
94.51 |
|
0.382 |
94.35 |
|
LOW |
93.86 |
|
0.618 |
93.06 |
|
1.000 |
92.57 |
|
1.618 |
91.77 |
|
2.618 |
90.48 |
|
4.250 |
88.38 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.67 |
94.79 |
| PP |
94.59 |
94.77 |
| S1 |
94.51 |
94.76 |
|