NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.17 |
94.00 |
-0.17 |
-0.2% |
92.83 |
High |
94.94 |
95.23 |
0.29 |
0.3% |
94.94 |
Low |
93.94 |
93.43 |
-0.51 |
-0.5% |
91.43 |
Close |
94.37 |
94.99 |
0.62 |
0.7% |
94.37 |
Range |
1.00 |
1.80 |
0.80 |
80.0% |
3.51 |
ATR |
1.45 |
1.48 |
0.02 |
1.7% |
0.00 |
Volume |
119,887 |
29,018 |
-90,869 |
-75.8% |
1,003,999 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.95 |
99.27 |
95.98 |
|
R3 |
98.15 |
97.47 |
95.49 |
|
R2 |
96.35 |
96.35 |
95.32 |
|
R1 |
95.67 |
95.67 |
95.16 |
96.01 |
PP |
94.55 |
94.55 |
94.55 |
94.72 |
S1 |
93.87 |
93.87 |
94.83 |
94.21 |
S2 |
92.75 |
92.75 |
94.66 |
|
S3 |
90.95 |
92.07 |
94.50 |
|
S4 |
89.15 |
90.27 |
94.00 |
|
|
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 |
95.23 |
91.50 |
3.73 |
3.9% |
1.49 |
1.6% |
94% |
True |
False |
164,161 |
10 |
95.23 |
91.24 |
3.99 |
4.2% |
1.48 |
1.6% |
94% |
True |
False |
196,682 |
20 |
100.75 |
91.24 |
9.51 |
10.0% |
1.43 |
1.5% |
39% |
False |
False |
167,926 |
40 |
100.75 |
91.24 |
9.51 |
10.0% |
1.43 |
1.5% |
39% |
False |
False |
132,350 |
60 |
100.75 |
91.24 |
9.51 |
10.0% |
1.40 |
1.5% |
39% |
False |
False |
101,531 |
80 |
102.52 |
91.24 |
11.28 |
11.9% |
1.44 |
1.5% |
33% |
False |
False |
83,965 |
100 |
106.22 |
91.24 |
14.98 |
15.8% |
1.49 |
1.6% |
25% |
False |
False |
70,001 |
120 |
106.22 |
91.24 |
14.98 |
15.8% |
1.46 |
1.5% |
25% |
False |
False |
59,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.88 |
2.618 |
99.94 |
1.618 |
98.14 |
1.000 |
97.03 |
0.618 |
96.34 |
HIGH |
95.23 |
0.618 |
94.54 |
0.500 |
94.33 |
0.382 |
94.12 |
LOW |
93.43 |
0.618 |
92.32 |
1.000 |
91.63 |
1.618 |
90.52 |
2.618 |
88.72 |
4.250 |
85.78 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.77 |
94.77 |
PP |
94.55 |
94.55 |
S1 |
94.33 |
94.33 |
|