NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.58 |
92.30 |
-0.28 |
-0.3% |
94.18 |
| High |
92.93 |
93.38 |
0.45 |
0.5% |
94.59 |
| Low |
91.24 |
91.99 |
0.75 |
0.8% |
91.24 |
| Close |
91.66 |
92.72 |
1.06 |
1.2% |
92.72 |
| Range |
1.69 |
1.39 |
-0.30 |
-17.8% |
3.35 |
| ATR |
1.46 |
1.48 |
0.02 |
1.3% |
0.00 |
| Volume |
255,784 |
255,988 |
204 |
0.1% |
1,123,188 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.87 |
96.18 |
93.48 |
|
| R3 |
95.48 |
94.79 |
93.10 |
|
| R2 |
94.09 |
94.09 |
92.97 |
|
| R1 |
93.40 |
93.40 |
92.85 |
93.75 |
| PP |
92.70 |
92.70 |
92.70 |
92.87 |
| S1 |
92.01 |
92.01 |
92.59 |
92.36 |
| S2 |
91.31 |
91.31 |
92.47 |
|
| S3 |
89.92 |
90.62 |
92.34 |
|
| S4 |
88.53 |
89.23 |
91.96 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.90 |
101.16 |
94.56 |
|
| R3 |
99.55 |
97.81 |
93.64 |
|
| R2 |
96.20 |
96.20 |
93.33 |
|
| R1 |
94.46 |
94.46 |
93.03 |
93.66 |
| PP |
92.85 |
92.85 |
92.85 |
92.45 |
| S1 |
91.11 |
91.11 |
92.41 |
90.31 |
| S2 |
89.50 |
89.50 |
92.11 |
|
| S3 |
86.15 |
87.76 |
91.80 |
|
| S4 |
82.80 |
84.41 |
90.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.59 |
91.24 |
3.35 |
3.6% |
1.45 |
1.6% |
44% |
False |
False |
224,637 |
| 10 |
100.75 |
91.24 |
9.51 |
10.3% |
1.67 |
1.8% |
16% |
False |
False |
194,941 |
| 20 |
100.75 |
91.24 |
9.51 |
10.3% |
1.35 |
1.5% |
16% |
False |
False |
159,661 |
| 40 |
100.75 |
91.24 |
9.51 |
10.3% |
1.40 |
1.5% |
16% |
False |
False |
113,892 |
| 60 |
102.49 |
91.24 |
11.25 |
12.1% |
1.43 |
1.5% |
13% |
False |
False |
88,278 |
| 80 |
103.73 |
91.24 |
12.49 |
13.5% |
1.46 |
1.6% |
12% |
False |
False |
72,252 |
| 100 |
106.22 |
91.24 |
14.98 |
16.2% |
1.48 |
1.6% |
10% |
False |
False |
60,295 |
| 120 |
106.22 |
91.24 |
14.98 |
16.2% |
1.43 |
1.5% |
10% |
False |
False |
51,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.29 |
|
2.618 |
97.02 |
|
1.618 |
95.63 |
|
1.000 |
94.77 |
|
0.618 |
94.24 |
|
HIGH |
93.38 |
|
0.618 |
92.85 |
|
0.500 |
92.69 |
|
0.382 |
92.52 |
|
LOW |
91.99 |
|
0.618 |
91.13 |
|
1.000 |
90.60 |
|
1.618 |
89.74 |
|
2.618 |
88.35 |
|
4.250 |
86.08 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.71 |
92.72 |
| PP |
92.70 |
92.71 |
| S1 |
92.69 |
92.71 |
|