NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
98.75 |
98.46 |
-0.29 |
-0.3% |
97.62 |
| High |
98.75 |
99.02 |
0.27 |
0.3% |
99.02 |
| Low |
97.76 |
98.38 |
0.62 |
0.6% |
97.18 |
| Close |
98.29 |
98.70 |
0.41 |
0.4% |
98.49 |
| Range |
0.99 |
0.64 |
-0.35 |
-35.4% |
1.84 |
| ATR |
1.03 |
1.01 |
-0.02 |
-2.1% |
0.00 |
| Volume |
10,338 |
10,248 |
-90 |
-0.9% |
40,536 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.62 |
100.30 |
99.05 |
|
| R3 |
99.98 |
99.66 |
98.88 |
|
| R2 |
99.34 |
99.34 |
98.82 |
|
| R1 |
99.02 |
99.02 |
98.76 |
99.18 |
| PP |
98.70 |
98.70 |
98.70 |
98.78 |
| S1 |
98.38 |
98.38 |
98.64 |
98.54 |
| S2 |
98.06 |
98.06 |
98.58 |
|
| S3 |
97.42 |
97.74 |
98.52 |
|
| S4 |
96.78 |
97.10 |
98.35 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.75 |
102.96 |
99.50 |
|
| R3 |
101.91 |
101.12 |
99.00 |
|
| R2 |
100.07 |
100.07 |
98.83 |
|
| R1 |
99.28 |
99.28 |
98.66 |
99.68 |
| PP |
98.23 |
98.23 |
98.23 |
98.43 |
| S1 |
97.44 |
97.44 |
98.32 |
97.84 |
| S2 |
96.39 |
96.39 |
98.15 |
|
| S3 |
94.55 |
95.60 |
97.98 |
|
| S4 |
92.71 |
93.76 |
97.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.61 |
97.76 |
1.85 |
1.9% |
0.91 |
0.9% |
51% |
False |
False |
10,641 |
| 10 |
99.61 |
95.94 |
3.67 |
3.7% |
0.94 |
0.9% |
75% |
False |
False |
9,776 |
| 20 |
99.61 |
92.02 |
7.59 |
7.7% |
0.95 |
1.0% |
88% |
False |
False |
8,271 |
| 40 |
99.61 |
89.73 |
9.88 |
10.0% |
0.97 |
1.0% |
91% |
False |
False |
7,509 |
| 60 |
99.61 |
89.73 |
9.88 |
10.0% |
0.86 |
0.9% |
91% |
False |
False |
6,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.74 |
|
2.618 |
100.70 |
|
1.618 |
100.06 |
|
1.000 |
99.66 |
|
0.618 |
99.42 |
|
HIGH |
99.02 |
|
0.618 |
98.78 |
|
0.500 |
98.70 |
|
0.382 |
98.62 |
|
LOW |
98.38 |
|
0.618 |
97.98 |
|
1.000 |
97.74 |
|
1.618 |
97.34 |
|
2.618 |
96.70 |
|
4.250 |
95.66 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.70 |
98.70 |
| PP |
98.70 |
98.69 |
| S1 |
98.70 |
98.69 |
|