NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
96.11 |
97.89 |
1.78 |
1.9% |
94.72 |
| High |
98.01 |
98.21 |
0.20 |
0.2% |
98.01 |
| Low |
95.39 |
97.19 |
1.80 |
1.9% |
93.73 |
| Close |
97.84 |
97.81 |
-0.03 |
0.0% |
97.84 |
| Range |
2.62 |
1.02 |
-1.60 |
-61.1% |
4.28 |
| ATR |
1.33 |
1.30 |
-0.02 |
-1.6% |
0.00 |
| Volume |
43,343 |
58,255 |
14,912 |
34.4% |
237,116 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.80 |
100.32 |
98.37 |
|
| R3 |
99.78 |
99.30 |
98.09 |
|
| R2 |
98.76 |
98.76 |
98.00 |
|
| R1 |
98.28 |
98.28 |
97.90 |
98.01 |
| PP |
97.74 |
97.74 |
97.74 |
97.60 |
| S1 |
97.26 |
97.26 |
97.72 |
96.99 |
| S2 |
96.72 |
96.72 |
97.62 |
|
| S3 |
95.70 |
96.24 |
97.53 |
|
| S4 |
94.68 |
95.22 |
97.25 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.37 |
107.88 |
100.19 |
|
| R3 |
105.09 |
103.60 |
99.02 |
|
| R2 |
100.81 |
100.81 |
98.62 |
|
| R1 |
99.32 |
99.32 |
98.23 |
100.07 |
| PP |
96.53 |
96.53 |
96.53 |
96.90 |
| S1 |
95.04 |
95.04 |
97.45 |
95.79 |
| S2 |
92.25 |
92.25 |
97.06 |
|
| S3 |
87.97 |
90.76 |
96.66 |
|
| S4 |
83.69 |
86.48 |
95.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.21 |
93.86 |
4.35 |
4.4% |
1.44 |
1.5% |
91% |
True |
False |
47,344 |
| 10 |
98.21 |
93.73 |
4.48 |
4.6% |
1.32 |
1.4% |
91% |
True |
False |
45,982 |
| 20 |
98.21 |
91.00 |
7.21 |
7.4% |
1.29 |
1.3% |
94% |
True |
False |
46,781 |
| 40 |
98.60 |
90.97 |
7.63 |
7.8% |
1.21 |
1.2% |
90% |
False |
False |
39,753 |
| 60 |
98.60 |
90.97 |
7.63 |
7.8% |
1.20 |
1.2% |
90% |
False |
False |
39,347 |
| 80 |
99.46 |
90.97 |
8.49 |
8.7% |
1.21 |
1.2% |
81% |
False |
False |
38,327 |
| 100 |
99.46 |
90.97 |
8.49 |
8.7% |
1.25 |
1.3% |
81% |
False |
False |
35,288 |
| 120 |
100.65 |
90.97 |
9.68 |
9.9% |
1.26 |
1.3% |
71% |
False |
False |
32,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.55 |
|
2.618 |
100.88 |
|
1.618 |
99.86 |
|
1.000 |
99.23 |
|
0.618 |
98.84 |
|
HIGH |
98.21 |
|
0.618 |
97.82 |
|
0.500 |
97.70 |
|
0.382 |
97.58 |
|
LOW |
97.19 |
|
0.618 |
96.56 |
|
1.000 |
96.17 |
|
1.618 |
95.54 |
|
2.618 |
94.52 |
|
4.250 |
92.86 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.77 |
97.45 |
| PP |
97.74 |
97.08 |
| S1 |
97.70 |
96.72 |
|