NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
95.05 |
95.23 |
0.18 |
0.2% |
94.96 |
| High |
95.58 |
96.48 |
0.90 |
0.9% |
96.29 |
| Low |
94.55 |
95.23 |
0.68 |
0.7% |
93.67 |
| Close |
95.22 |
95.94 |
0.72 |
0.8% |
94.85 |
| Range |
1.03 |
1.25 |
0.22 |
21.4% |
2.62 |
| ATR |
1.22 |
1.23 |
0.00 |
0.2% |
0.00 |
| Volume |
40,994 |
41,721 |
727 |
1.8% |
207,825 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.63 |
99.04 |
96.63 |
|
| R3 |
98.38 |
97.79 |
96.28 |
|
| R2 |
97.13 |
97.13 |
96.17 |
|
| R1 |
96.54 |
96.54 |
96.05 |
96.84 |
| PP |
95.88 |
95.88 |
95.88 |
96.03 |
| S1 |
95.29 |
95.29 |
95.83 |
95.59 |
| S2 |
94.63 |
94.63 |
95.71 |
|
| S3 |
93.38 |
94.04 |
95.60 |
|
| S4 |
92.13 |
92.79 |
95.25 |
|
|
| 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 |
96.48 |
93.73 |
2.75 |
2.9% |
1.19 |
1.2% |
80% |
True |
False |
46,408 |
| 10 |
96.48 |
93.67 |
2.81 |
2.9% |
1.22 |
1.3% |
81% |
True |
False |
47,026 |
| 20 |
96.48 |
90.97 |
5.51 |
5.7% |
1.23 |
1.3% |
90% |
True |
False |
47,456 |
| 40 |
98.60 |
90.97 |
7.63 |
8.0% |
1.17 |
1.2% |
65% |
False |
False |
39,237 |
| 60 |
98.60 |
90.97 |
7.63 |
8.0% |
1.19 |
1.2% |
65% |
False |
False |
38,389 |
| 80 |
99.46 |
90.97 |
8.49 |
8.8% |
1.20 |
1.2% |
59% |
False |
False |
37,711 |
| 100 |
99.46 |
90.97 |
8.49 |
8.8% |
1.24 |
1.3% |
59% |
False |
False |
34,583 |
| 120 |
100.65 |
90.97 |
9.68 |
10.1% |
1.24 |
1.3% |
51% |
False |
False |
32,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.79 |
|
2.618 |
99.75 |
|
1.618 |
98.50 |
|
1.000 |
97.73 |
|
0.618 |
97.25 |
|
HIGH |
96.48 |
|
0.618 |
96.00 |
|
0.500 |
95.86 |
|
0.382 |
95.71 |
|
LOW |
95.23 |
|
0.618 |
94.46 |
|
1.000 |
93.98 |
|
1.618 |
93.21 |
|
2.618 |
91.96 |
|
4.250 |
89.92 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.91 |
95.68 |
| PP |
95.88 |
95.43 |
| S1 |
95.86 |
95.17 |
|