NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.29 |
94.17 |
-0.12 |
-0.1% |
92.83 |
| High |
94.64 |
94.94 |
0.30 |
0.3% |
94.94 |
| Low |
93.60 |
93.94 |
0.34 |
0.4% |
91.43 |
| Close |
93.96 |
94.37 |
0.41 |
0.4% |
94.37 |
| Range |
1.04 |
1.00 |
-0.04 |
-3.8% |
3.51 |
| ATR |
1.49 |
1.45 |
-0.03 |
-2.3% |
0.00 |
| Volume |
165,135 |
119,887 |
-45,248 |
-27.4% |
1,003,999 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.42 |
96.89 |
94.92 |
|
| R3 |
96.42 |
95.89 |
94.65 |
|
| R2 |
95.42 |
95.42 |
94.55 |
|
| R1 |
94.89 |
94.89 |
94.46 |
95.16 |
| PP |
94.42 |
94.42 |
94.42 |
94.55 |
| S1 |
93.89 |
93.89 |
94.28 |
94.16 |
| S2 |
93.42 |
93.42 |
94.19 |
|
| S3 |
92.42 |
92.89 |
94.10 |
|
| S4 |
91.42 |
91.89 |
93.82 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.11 |
102.75 |
96.30 |
|
| R3 |
100.60 |
99.24 |
95.34 |
|
| R2 |
97.09 |
97.09 |
95.01 |
|
| R1 |
95.73 |
95.73 |
94.69 |
96.41 |
| PP |
93.58 |
93.58 |
93.58 |
93.92 |
| S1 |
92.22 |
92.22 |
94.05 |
92.90 |
| S2 |
90.07 |
90.07 |
93.73 |
|
| S3 |
86.56 |
88.71 |
93.40 |
|
| S4 |
83.05 |
85.20 |
92.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.94 |
91.43 |
3.51 |
3.7% |
1.42 |
1.5% |
84% |
True |
False |
200,799 |
| 10 |
94.94 |
91.24 |
3.70 |
3.9% |
1.43 |
1.5% |
85% |
True |
False |
212,718 |
| 20 |
100.75 |
91.24 |
9.51 |
10.1% |
1.42 |
1.5% |
33% |
False |
False |
176,114 |
| 40 |
100.75 |
91.24 |
9.51 |
10.1% |
1.42 |
1.5% |
33% |
False |
False |
132,779 |
| 60 |
100.75 |
91.24 |
9.51 |
10.1% |
1.40 |
1.5% |
33% |
False |
False |
101,987 |
| 80 |
102.52 |
91.24 |
11.28 |
12.0% |
1.44 |
1.5% |
28% |
False |
False |
83,839 |
| 100 |
106.22 |
91.24 |
14.98 |
15.9% |
1.49 |
1.6% |
21% |
False |
False |
69,769 |
| 120 |
106.22 |
91.24 |
14.98 |
15.9% |
1.45 |
1.5% |
21% |
False |
False |
59,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.19 |
|
2.618 |
97.56 |
|
1.618 |
96.56 |
|
1.000 |
95.94 |
|
0.618 |
95.56 |
|
HIGH |
94.94 |
|
0.618 |
94.56 |
|
0.500 |
94.44 |
|
0.382 |
94.32 |
|
LOW |
93.94 |
|
0.618 |
93.32 |
|
1.000 |
92.94 |
|
1.618 |
92.32 |
|
2.618 |
91.32 |
|
4.250 |
89.69 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.44 |
94.14 |
| PP |
94.42 |
93.91 |
| S1 |
94.39 |
93.69 |
|