NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
99.25 |
98.50 |
-0.75 |
-0.8% |
99.20 |
High |
99.39 |
98.97 |
-0.42 |
-0.4% |
100.75 |
Low |
98.15 |
95.34 |
-2.81 |
-2.9% |
98.53 |
Close |
98.42 |
95.44 |
-2.98 |
-3.0% |
100.32 |
Range |
1.24 |
3.63 |
2.39 |
192.7% |
2.22 |
ATR |
1.24 |
1.41 |
0.17 |
13.7% |
0.00 |
Volume |
113,907 |
251,248 |
137,341 |
120.6% |
352,014 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.47 |
105.09 |
97.44 |
|
R3 |
103.84 |
101.46 |
96.44 |
|
R2 |
100.21 |
100.21 |
96.11 |
|
R1 |
97.83 |
97.83 |
95.77 |
97.21 |
PP |
96.58 |
96.58 |
96.58 |
96.27 |
S1 |
94.20 |
94.20 |
95.11 |
93.58 |
S2 |
92.95 |
92.95 |
94.77 |
|
S3 |
89.32 |
90.57 |
94.44 |
|
S4 |
85.69 |
86.94 |
93.44 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.53 |
105.64 |
101.54 |
|
R3 |
104.31 |
103.42 |
100.93 |
|
R2 |
102.09 |
102.09 |
100.73 |
|
R1 |
101.20 |
101.20 |
100.52 |
101.65 |
PP |
99.87 |
99.87 |
99.87 |
100.09 |
S1 |
98.98 |
98.98 |
100.12 |
99.43 |
S2 |
97.65 |
97.65 |
99.91 |
|
S3 |
95.43 |
96.76 |
99.71 |
|
S4 |
93.21 |
94.54 |
99.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.75 |
95.34 |
5.41 |
5.7% |
1.64 |
1.7% |
2% |
False |
True |
135,275 |
10 |
100.75 |
95.34 |
5.41 |
5.7% |
1.33 |
1.4% |
2% |
False |
True |
138,566 |
20 |
100.75 |
95.34 |
5.41 |
5.7% |
1.24 |
1.3% |
2% |
False |
True |
125,527 |
40 |
100.75 |
92.10 |
8.65 |
9.1% |
1.40 |
1.5% |
39% |
False |
False |
85,526 |
60 |
102.52 |
92.10 |
10.42 |
10.9% |
1.44 |
1.5% |
32% |
False |
False |
69,706 |
80 |
103.73 |
92.10 |
11.63 |
12.2% |
1.45 |
1.5% |
29% |
False |
False |
56,710 |
100 |
106.22 |
92.10 |
14.12 |
14.8% |
1.45 |
1.5% |
24% |
False |
False |
47,413 |
120 |
106.22 |
92.10 |
14.12 |
14.8% |
1.41 |
1.5% |
24% |
False |
False |
40,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.40 |
2.618 |
108.47 |
1.618 |
104.84 |
1.000 |
102.60 |
0.618 |
101.21 |
HIGH |
98.97 |
0.618 |
97.58 |
0.500 |
97.16 |
0.382 |
96.73 |
LOW |
95.34 |
0.618 |
93.10 |
1.000 |
91.71 |
1.618 |
89.47 |
2.618 |
85.84 |
4.250 |
79.91 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.16 |
97.88 |
PP |
96.58 |
97.07 |
S1 |
96.01 |
96.25 |
|