NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
91.51 |
92.65 |
1.14 |
1.2% |
94.18 |
High |
92.88 |
94.64 |
1.76 |
1.9% |
94.59 |
Low |
91.50 |
92.43 |
0.93 |
1.0% |
91.24 |
Close |
92.59 |
94.17 |
1.58 |
1.7% |
92.72 |
Range |
1.38 |
2.21 |
0.83 |
60.1% |
3.35 |
ATR |
1.47 |
1.52 |
0.05 |
3.6% |
0.00 |
Volume |
243,474 |
263,295 |
19,821 |
8.1% |
1,123,188 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.38 |
99.48 |
95.39 |
|
R3 |
98.17 |
97.27 |
94.78 |
|
R2 |
95.96 |
95.96 |
94.58 |
|
R1 |
95.06 |
95.06 |
94.37 |
95.51 |
PP |
93.75 |
93.75 |
93.75 |
93.97 |
S1 |
92.85 |
92.85 |
93.97 |
93.30 |
S2 |
91.54 |
91.54 |
93.76 |
|
S3 |
89.33 |
90.64 |
93.56 |
|
S4 |
87.12 |
88.43 |
92.95 |
|
|
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 |
94.64 |
91.24 |
3.40 |
3.6% |
1.62 |
1.7% |
86% |
True |
False |
246,149 |
10 |
98.97 |
91.24 |
7.73 |
8.2% |
1.78 |
1.9% |
38% |
False |
False |
230,893 |
20 |
100.75 |
91.24 |
9.51 |
10.1% |
1.42 |
1.5% |
31% |
False |
False |
178,428 |
40 |
100.75 |
91.24 |
9.51 |
10.1% |
1.43 |
1.5% |
31% |
False |
False |
127,002 |
60 |
100.75 |
91.24 |
9.51 |
10.1% |
1.42 |
1.5% |
31% |
False |
False |
98,434 |
80 |
102.52 |
91.24 |
11.28 |
12.0% |
1.45 |
1.5% |
26% |
False |
False |
80,713 |
100 |
106.22 |
91.24 |
14.98 |
15.9% |
1.50 |
1.6% |
20% |
False |
False |
67,151 |
120 |
106.22 |
91.24 |
14.98 |
15.9% |
1.44 |
1.5% |
20% |
False |
False |
57,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.03 |
2.618 |
100.43 |
1.618 |
98.22 |
1.000 |
96.85 |
0.618 |
96.01 |
HIGH |
94.64 |
0.618 |
93.80 |
0.500 |
93.54 |
0.382 |
93.27 |
LOW |
92.43 |
0.618 |
91.06 |
1.000 |
90.22 |
1.618 |
88.85 |
2.618 |
86.64 |
4.250 |
83.04 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.96 |
93.79 |
PP |
93.75 |
93.41 |
S1 |
93.54 |
93.04 |
|