NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
98.50 |
95.47 |
-3.03 |
-3.1% |
100.15 |
High |
98.97 |
95.74 |
-3.23 |
-3.3% |
100.42 |
Low |
95.34 |
93.86 |
-1.48 |
-1.6% |
93.86 |
Close |
95.44 |
93.96 |
-1.48 |
-1.6% |
93.96 |
Range |
3.63 |
1.88 |
-1.75 |
-48.2% |
6.56 |
ATR |
1.41 |
1.45 |
0.03 |
2.4% |
0.00 |
Volume |
251,248 |
215,522 |
-35,726 |
-14.2% |
699,033 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.16 |
98.94 |
94.99 |
|
R3 |
98.28 |
97.06 |
94.48 |
|
R2 |
96.40 |
96.40 |
94.30 |
|
R1 |
95.18 |
95.18 |
94.13 |
94.85 |
PP |
94.52 |
94.52 |
94.52 |
94.36 |
S1 |
93.30 |
93.30 |
93.79 |
92.97 |
S2 |
92.64 |
92.64 |
93.62 |
|
S3 |
90.76 |
91.42 |
93.44 |
|
S4 |
88.88 |
89.54 |
92.93 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.76 |
111.42 |
97.57 |
|
R3 |
109.20 |
104.86 |
95.76 |
|
R2 |
102.64 |
102.64 |
95.16 |
|
R1 |
98.30 |
98.30 |
94.56 |
97.19 |
PP |
96.08 |
96.08 |
96.08 |
95.53 |
S1 |
91.74 |
91.74 |
93.36 |
90.63 |
S2 |
89.52 |
89.52 |
92.76 |
|
S3 |
82.96 |
85.18 |
92.16 |
|
S4 |
76.40 |
78.62 |
90.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.75 |
93.86 |
6.89 |
7.3% |
1.88 |
2.0% |
1% |
False |
True |
165,246 |
10 |
100.75 |
93.86 |
6.89 |
7.3% |
1.41 |
1.5% |
1% |
False |
True |
139,511 |
20 |
100.75 |
93.86 |
6.89 |
7.3% |
1.27 |
1.4% |
1% |
False |
True |
130,049 |
40 |
100.75 |
92.10 |
8.65 |
9.2% |
1.41 |
1.5% |
22% |
False |
False |
89,909 |
60 |
102.49 |
92.10 |
10.39 |
11.1% |
1.45 |
1.5% |
18% |
False |
False |
72,545 |
80 |
103.73 |
92.10 |
11.63 |
12.4% |
1.45 |
1.5% |
16% |
False |
False |
59,202 |
100 |
106.22 |
92.10 |
14.12 |
15.0% |
1.45 |
1.5% |
13% |
False |
False |
49,467 |
120 |
106.22 |
92.10 |
14.12 |
15.0% |
1.42 |
1.5% |
13% |
False |
False |
42,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.73 |
2.618 |
100.66 |
1.618 |
98.78 |
1.000 |
97.62 |
0.618 |
96.90 |
HIGH |
95.74 |
0.618 |
95.02 |
0.500 |
94.80 |
0.382 |
94.58 |
LOW |
93.86 |
0.618 |
92.70 |
1.000 |
91.98 |
1.618 |
90.82 |
2.618 |
88.94 |
4.250 |
85.87 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.80 |
96.63 |
PP |
94.52 |
95.74 |
S1 |
94.24 |
94.85 |
|