NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.47 |
94.18 |
-1.29 |
-1.4% |
100.15 |
High |
95.74 |
94.59 |
-1.15 |
-1.2% |
100.42 |
Low |
93.86 |
93.20 |
-0.66 |
-0.7% |
93.86 |
Close |
93.96 |
93.43 |
-0.53 |
-0.6% |
93.96 |
Range |
1.88 |
1.39 |
-0.49 |
-26.1% |
6.56 |
ATR |
1.45 |
1.44 |
0.00 |
-0.3% |
0.00 |
Volume |
215,522 |
189,379 |
-26,143 |
-12.1% |
699,033 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.91 |
97.06 |
94.19 |
|
R3 |
96.52 |
95.67 |
93.81 |
|
R2 |
95.13 |
95.13 |
93.68 |
|
R1 |
94.28 |
94.28 |
93.56 |
94.01 |
PP |
93.74 |
93.74 |
93.74 |
93.61 |
S1 |
92.89 |
92.89 |
93.30 |
92.62 |
S2 |
92.35 |
92.35 |
93.18 |
|
S3 |
90.96 |
91.50 |
93.05 |
|
S4 |
89.57 |
90.11 |
92.67 |
|
|
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 |
100.42 |
93.20 |
7.22 |
7.7% |
1.89 |
2.0% |
3% |
False |
True |
177,682 |
10 |
100.75 |
93.20 |
7.55 |
8.1% |
1.38 |
1.5% |
3% |
False |
True |
139,170 |
20 |
100.75 |
93.20 |
7.55 |
8.1% |
1.30 |
1.4% |
3% |
False |
True |
133,020 |
40 |
100.75 |
92.10 |
8.65 |
9.3% |
1.40 |
1.5% |
15% |
False |
False |
93,752 |
60 |
102.49 |
92.10 |
10.39 |
11.1% |
1.44 |
1.5% |
13% |
False |
False |
75,230 |
80 |
103.73 |
92.10 |
11.63 |
12.4% |
1.45 |
1.6% |
11% |
False |
False |
61,352 |
100 |
106.22 |
92.10 |
14.12 |
15.1% |
1.46 |
1.6% |
9% |
False |
False |
51,276 |
120 |
106.22 |
92.10 |
14.12 |
15.1% |
1.43 |
1.5% |
9% |
False |
False |
44,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.50 |
2.618 |
98.23 |
1.618 |
96.84 |
1.000 |
95.98 |
0.618 |
95.45 |
HIGH |
94.59 |
0.618 |
94.06 |
0.500 |
93.90 |
0.382 |
93.73 |
LOW |
93.20 |
0.618 |
92.34 |
1.000 |
91.81 |
1.618 |
90.95 |
2.618 |
89.56 |
4.250 |
87.29 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.90 |
96.09 |
PP |
93.74 |
95.20 |
S1 |
93.59 |
94.32 |
|