NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
97.34 |
97.47 |
0.13 |
0.1% |
93.44 |
| High |
98.12 |
97.86 |
-0.26 |
-0.3% |
97.21 |
| Low |
97.26 |
96.76 |
-0.50 |
-0.5% |
92.85 |
| Close |
97.59 |
97.75 |
0.16 |
0.2% |
97.04 |
| Range |
0.86 |
1.10 |
0.24 |
27.9% |
4.36 |
| ATR |
1.12 |
1.12 |
0.00 |
-0.1% |
0.00 |
| Volume |
21,087 |
21,516 |
429 |
2.0% |
70,442 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
100.35 |
98.36 |
|
| R3 |
99.66 |
99.25 |
98.05 |
|
| R2 |
98.56 |
98.56 |
97.95 |
|
| R1 |
98.15 |
98.15 |
97.85 |
98.36 |
| PP |
97.46 |
97.46 |
97.46 |
97.56 |
| S1 |
97.05 |
97.05 |
97.65 |
97.26 |
| S2 |
96.36 |
96.36 |
97.55 |
|
| S3 |
95.26 |
95.95 |
97.45 |
|
| S4 |
94.16 |
94.85 |
97.15 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.78 |
107.27 |
99.44 |
|
| R3 |
104.42 |
102.91 |
98.24 |
|
| R2 |
100.06 |
100.06 |
97.84 |
|
| R1 |
98.55 |
98.55 |
97.44 |
99.31 |
| PP |
95.70 |
95.70 |
95.70 |
96.08 |
| S1 |
94.19 |
94.19 |
96.64 |
94.95 |
| S2 |
91.34 |
91.34 |
96.24 |
|
| S3 |
86.98 |
89.83 |
95.84 |
|
| S4 |
82.62 |
85.47 |
94.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.12 |
94.67 |
3.45 |
3.5% |
1.22 |
1.2% |
89% |
False |
False |
20,298 |
| 10 |
98.12 |
92.85 |
5.27 |
5.4% |
1.13 |
1.2% |
93% |
False |
False |
16,612 |
| 20 |
98.12 |
91.81 |
6.31 |
6.5% |
1.07 |
1.1% |
94% |
False |
False |
14,322 |
| 40 |
98.12 |
90.40 |
7.72 |
7.9% |
1.03 |
1.1% |
95% |
False |
False |
12,274 |
| 60 |
98.12 |
90.40 |
7.72 |
7.9% |
0.98 |
1.0% |
95% |
False |
False |
10,622 |
| 80 |
98.12 |
90.40 |
7.72 |
7.9% |
0.96 |
1.0% |
95% |
False |
False |
9,303 |
| 100 |
98.67 |
90.40 |
8.27 |
8.5% |
0.93 |
1.0% |
89% |
False |
False |
7,865 |
| 120 |
99.49 |
90.40 |
9.09 |
9.3% |
0.91 |
0.9% |
81% |
False |
False |
6,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.54 |
|
2.618 |
100.74 |
|
1.618 |
99.64 |
|
1.000 |
98.96 |
|
0.618 |
98.54 |
|
HIGH |
97.86 |
|
0.618 |
97.44 |
|
0.500 |
97.31 |
|
0.382 |
97.18 |
|
LOW |
96.76 |
|
0.618 |
96.08 |
|
1.000 |
95.66 |
|
1.618 |
94.98 |
|
2.618 |
93.88 |
|
4.250 |
92.09 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.60 |
97.64 |
| PP |
97.46 |
97.53 |
| S1 |
97.31 |
97.42 |
|