NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.18 |
93.60 |
-0.58 |
-0.6% |
100.15 |
High |
94.59 |
94.22 |
-0.37 |
-0.4% |
100.42 |
Low |
93.20 |
93.35 |
0.15 |
0.2% |
93.86 |
Close |
93.43 |
93.67 |
0.24 |
0.3% |
93.96 |
Range |
1.39 |
0.87 |
-0.52 |
-37.4% |
6.56 |
ATR |
1.44 |
1.40 |
-0.04 |
-2.8% |
0.00 |
Volume |
189,379 |
177,182 |
-12,197 |
-6.4% |
699,033 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.36 |
95.88 |
94.15 |
|
R3 |
95.49 |
95.01 |
93.91 |
|
R2 |
94.62 |
94.62 |
93.83 |
|
R1 |
94.14 |
94.14 |
93.75 |
94.38 |
PP |
93.75 |
93.75 |
93.75 |
93.87 |
S1 |
93.27 |
93.27 |
93.59 |
93.51 |
S2 |
92.88 |
92.88 |
93.51 |
|
S3 |
92.01 |
92.40 |
93.43 |
|
S4 |
91.14 |
91.53 |
93.19 |
|
|
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 |
99.39 |
93.20 |
6.19 |
6.6% |
1.80 |
1.9% |
8% |
False |
False |
189,447 |
10 |
100.75 |
93.20 |
7.55 |
8.1% |
1.38 |
1.5% |
6% |
False |
False |
141,760 |
20 |
100.75 |
93.20 |
7.55 |
8.1% |
1.29 |
1.4% |
6% |
False |
False |
137,722 |
40 |
100.75 |
92.10 |
8.65 |
9.2% |
1.39 |
1.5% |
18% |
False |
False |
97,265 |
60 |
102.49 |
92.10 |
10.39 |
11.1% |
1.42 |
1.5% |
15% |
False |
False |
77,718 |
80 |
103.73 |
92.10 |
11.63 |
12.4% |
1.45 |
1.5% |
13% |
False |
False |
63,382 |
100 |
106.22 |
92.10 |
14.12 |
15.1% |
1.46 |
1.6% |
11% |
False |
False |
52,971 |
120 |
106.22 |
92.10 |
14.12 |
15.1% |
1.42 |
1.5% |
11% |
False |
False |
45,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.92 |
2.618 |
96.50 |
1.618 |
95.63 |
1.000 |
95.09 |
0.618 |
94.76 |
HIGH |
94.22 |
0.618 |
93.89 |
0.500 |
93.79 |
0.382 |
93.68 |
LOW |
93.35 |
0.618 |
92.81 |
1.000 |
92.48 |
1.618 |
91.94 |
2.618 |
91.07 |
4.250 |
89.65 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.79 |
94.47 |
PP |
93.75 |
94.20 |
S1 |
93.71 |
93.94 |
|