NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
98.70 |
100.49 |
1.79 |
1.8% |
97.89 |
| High |
100.62 |
101.07 |
0.45 |
0.4% |
99.04 |
| Low |
98.70 |
100.04 |
1.34 |
1.4% |
97.19 |
| Close |
100.30 |
100.80 |
0.50 |
0.5% |
98.73 |
| Range |
1.92 |
1.03 |
-0.89 |
-46.4% |
1.85 |
| ATR |
1.28 |
1.26 |
-0.02 |
-1.4% |
0.00 |
| Volume |
41,588 |
62,462 |
20,874 |
50.2% |
282,920 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.73 |
103.29 |
101.37 |
|
| R3 |
102.70 |
102.26 |
101.08 |
|
| R2 |
101.67 |
101.67 |
100.99 |
|
| R1 |
101.23 |
101.23 |
100.89 |
101.45 |
| PP |
100.64 |
100.64 |
100.64 |
100.75 |
| S1 |
100.20 |
100.20 |
100.71 |
100.42 |
| S2 |
99.61 |
99.61 |
100.61 |
|
| S3 |
98.58 |
99.17 |
100.52 |
|
| S4 |
97.55 |
98.14 |
100.23 |
|
|
| 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 |
101.07 |
97.51 |
3.56 |
3.5% |
1.23 |
1.2% |
92% |
True |
False |
53,834 |
| 10 |
101.07 |
94.55 |
6.52 |
6.5% |
1.28 |
1.3% |
96% |
True |
False |
51,302 |
| 20 |
101.07 |
93.67 |
7.40 |
7.3% |
1.24 |
1.2% |
96% |
True |
False |
49,533 |
| 40 |
101.07 |
90.97 |
10.10 |
10.0% |
1.23 |
1.2% |
97% |
True |
False |
43,492 |
| 60 |
101.07 |
90.97 |
10.10 |
10.0% |
1.20 |
1.2% |
97% |
True |
False |
40,961 |
| 80 |
101.07 |
90.97 |
10.10 |
10.0% |
1.18 |
1.2% |
97% |
True |
False |
39,653 |
| 100 |
101.07 |
90.97 |
10.10 |
10.0% |
1.22 |
1.2% |
97% |
True |
False |
37,108 |
| 120 |
101.07 |
90.97 |
10.10 |
10.0% |
1.26 |
1.2% |
97% |
True |
False |
34,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.45 |
|
2.618 |
103.77 |
|
1.618 |
102.74 |
|
1.000 |
102.10 |
|
0.618 |
101.71 |
|
HIGH |
101.07 |
|
0.618 |
100.68 |
|
0.500 |
100.56 |
|
0.382 |
100.43 |
|
LOW |
100.04 |
|
0.618 |
99.40 |
|
1.000 |
99.01 |
|
1.618 |
98.37 |
|
2.618 |
97.34 |
|
4.250 |
95.66 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.72 |
100.36 |
| PP |
100.64 |
99.91 |
| S1 |
100.56 |
99.47 |
|