NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.83 |
91.51 |
-1.32 |
-1.4% |
94.18 |
High |
92.88 |
92.88 |
0.00 |
0.0% |
94.59 |
Low |
91.43 |
91.50 |
0.07 |
0.1% |
91.24 |
Close |
91.80 |
92.59 |
0.79 |
0.9% |
92.72 |
Range |
1.45 |
1.38 |
-0.07 |
-4.8% |
3.35 |
ATR |
1.47 |
1.47 |
-0.01 |
-0.5% |
0.00 |
Volume |
212,208 |
243,474 |
31,266 |
14.7% |
1,123,188 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.46 |
95.91 |
93.35 |
|
R3 |
95.08 |
94.53 |
92.97 |
|
R2 |
93.70 |
93.70 |
92.84 |
|
R1 |
93.15 |
93.15 |
92.72 |
93.43 |
PP |
92.32 |
92.32 |
92.32 |
92.46 |
S1 |
91.77 |
91.77 |
92.46 |
92.05 |
S2 |
90.94 |
90.94 |
92.34 |
|
S3 |
89.56 |
90.39 |
92.21 |
|
S4 |
88.18 |
89.01 |
91.83 |
|
|
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 |
94.18 |
91.24 |
2.94 |
3.2% |
1.57 |
1.7% |
46% |
False |
False |
242,461 |
10 |
99.39 |
91.24 |
8.15 |
8.8% |
1.68 |
1.8% |
17% |
False |
False |
215,954 |
20 |
100.75 |
91.24 |
9.51 |
10.3% |
1.38 |
1.5% |
14% |
False |
False |
170,785 |
40 |
100.75 |
91.24 |
9.51 |
10.3% |
1.39 |
1.5% |
14% |
False |
False |
121,916 |
60 |
101.25 |
91.24 |
10.01 |
10.8% |
1.40 |
1.5% |
13% |
False |
False |
94,774 |
80 |
102.52 |
91.24 |
11.28 |
12.2% |
1.43 |
1.5% |
12% |
False |
False |
77,588 |
100 |
106.22 |
91.24 |
14.98 |
16.2% |
1.49 |
1.6% |
9% |
False |
False |
64,665 |
120 |
106.22 |
91.24 |
14.98 |
16.2% |
1.43 |
1.5% |
9% |
False |
False |
55,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.75 |
2.618 |
96.49 |
1.618 |
95.11 |
1.000 |
94.26 |
0.618 |
93.73 |
HIGH |
92.88 |
0.618 |
92.35 |
0.500 |
92.19 |
0.382 |
92.03 |
LOW |
91.50 |
0.618 |
90.65 |
1.000 |
90.12 |
1.618 |
89.27 |
2.618 |
87.89 |
4.250 |
85.64 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.46 |
92.53 |
PP |
92.32 |
92.47 |
S1 |
92.19 |
92.41 |
|