NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.60 |
93.96 |
0.36 |
0.4% |
100.15 |
| High |
94.22 |
94.18 |
-0.04 |
0.0% |
100.42 |
| Low |
93.35 |
92.26 |
-1.09 |
-1.2% |
93.86 |
| Close |
93.67 |
92.33 |
-1.34 |
-1.4% |
93.96 |
| Range |
0.87 |
1.92 |
1.05 |
120.7% |
6.56 |
| ATR |
1.40 |
1.44 |
0.04 |
2.6% |
0.00 |
| Volume |
177,182 |
244,855 |
67,673 |
38.2% |
699,033 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.68 |
97.43 |
93.39 |
|
| R3 |
96.76 |
95.51 |
92.86 |
|
| R2 |
94.84 |
94.84 |
92.68 |
|
| R1 |
93.59 |
93.59 |
92.51 |
93.26 |
| PP |
92.92 |
92.92 |
92.92 |
92.76 |
| S1 |
91.67 |
91.67 |
92.15 |
91.34 |
| S2 |
91.00 |
91.00 |
91.98 |
|
| S3 |
89.08 |
89.75 |
91.80 |
|
| S4 |
87.16 |
87.83 |
91.27 |
|
|
| 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 |
98.97 |
92.26 |
6.71 |
7.3% |
1.94 |
2.1% |
1% |
False |
True |
215,637 |
| 10 |
100.75 |
92.26 |
8.49 |
9.2% |
1.50 |
1.6% |
1% |
False |
True |
155,519 |
| 20 |
100.75 |
92.26 |
8.49 |
9.2% |
1.34 |
1.5% |
1% |
False |
True |
145,210 |
| 40 |
100.75 |
92.10 |
8.65 |
9.4% |
1.41 |
1.5% |
3% |
False |
False |
102,532 |
| 60 |
102.49 |
92.10 |
10.39 |
11.3% |
1.42 |
1.5% |
2% |
False |
False |
81,165 |
| 80 |
103.73 |
92.10 |
11.63 |
12.6% |
1.46 |
1.6% |
2% |
False |
False |
66,223 |
| 100 |
106.22 |
92.10 |
14.12 |
15.3% |
1.47 |
1.6% |
2% |
False |
False |
55,326 |
| 120 |
106.22 |
92.10 |
14.12 |
15.3% |
1.43 |
1.5% |
2% |
False |
False |
47,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.34 |
|
2.618 |
99.21 |
|
1.618 |
97.29 |
|
1.000 |
96.10 |
|
0.618 |
95.37 |
|
HIGH |
94.18 |
|
0.618 |
93.45 |
|
0.500 |
93.22 |
|
0.382 |
92.99 |
|
LOW |
92.26 |
|
0.618 |
91.07 |
|
1.000 |
90.34 |
|
1.618 |
89.15 |
|
2.618 |
87.23 |
|
4.250 |
84.10 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.22 |
93.43 |
| PP |
92.92 |
93.06 |
| S1 |
92.63 |
92.70 |
|