NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
98.40 |
98.70 |
0.30 |
0.3% |
97.89 |
| High |
98.87 |
100.62 |
1.75 |
1.8% |
99.04 |
| Low |
97.87 |
98.70 |
0.83 |
0.8% |
97.19 |
| Close |
98.73 |
100.30 |
1.57 |
1.6% |
98.73 |
| Range |
1.00 |
1.92 |
0.92 |
92.0% |
1.85 |
| ATR |
1.23 |
1.28 |
0.05 |
4.0% |
0.00 |
| Volume |
45,869 |
41,588 |
-4,281 |
-9.3% |
282,920 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.63 |
104.89 |
101.36 |
|
| R3 |
103.71 |
102.97 |
100.83 |
|
| R2 |
101.79 |
101.79 |
100.65 |
|
| R1 |
101.05 |
101.05 |
100.48 |
101.42 |
| PP |
99.87 |
99.87 |
99.87 |
100.06 |
| S1 |
99.13 |
99.13 |
100.12 |
99.50 |
| S2 |
97.95 |
97.95 |
99.95 |
|
| S3 |
96.03 |
97.21 |
99.77 |
|
| S4 |
94.11 |
95.29 |
99.24 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.87 |
103.15 |
99.75 |
|
| R3 |
102.02 |
101.30 |
99.24 |
|
| R2 |
100.17 |
100.17 |
99.07 |
|
| R1 |
99.45 |
99.45 |
98.90 |
99.81 |
| PP |
98.32 |
98.32 |
98.32 |
98.50 |
| S1 |
97.60 |
97.60 |
98.56 |
97.96 |
| S2 |
96.47 |
96.47 |
98.39 |
|
| S3 |
94.62 |
95.75 |
98.22 |
|
| S4 |
92.77 |
93.90 |
97.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.62 |
97.51 |
3.11 |
3.1% |
1.16 |
1.2% |
90% |
True |
False |
53,250 |
| 10 |
100.62 |
93.86 |
6.76 |
6.7% |
1.30 |
1.3% |
95% |
True |
False |
50,297 |
| 20 |
100.62 |
92.68 |
7.94 |
7.9% |
1.27 |
1.3% |
96% |
True |
False |
48,093 |
| 40 |
100.62 |
90.97 |
9.65 |
9.6% |
1.23 |
1.2% |
97% |
True |
False |
42,833 |
| 60 |
100.62 |
90.97 |
9.65 |
9.6% |
1.20 |
1.2% |
97% |
True |
False |
40,332 |
| 80 |
100.62 |
90.97 |
9.65 |
9.6% |
1.20 |
1.2% |
97% |
True |
False |
39,503 |
| 100 |
100.62 |
90.97 |
9.65 |
9.6% |
1.22 |
1.2% |
97% |
True |
False |
36,726 |
| 120 |
100.65 |
90.97 |
9.68 |
9.7% |
1.27 |
1.3% |
96% |
False |
False |
34,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.78 |
|
2.618 |
105.65 |
|
1.618 |
103.73 |
|
1.000 |
102.54 |
|
0.618 |
101.81 |
|
HIGH |
100.62 |
|
0.618 |
99.89 |
|
0.500 |
99.66 |
|
0.382 |
99.43 |
|
LOW |
98.70 |
|
0.618 |
97.51 |
|
1.000 |
96.78 |
|
1.618 |
95.59 |
|
2.618 |
93.67 |
|
4.250 |
90.54 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.09 |
99.89 |
| PP |
99.87 |
99.48 |
| S1 |
99.66 |
99.07 |
|