NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
99.43 |
98.55 |
-0.88 |
-0.9% |
99.15 |
High |
99.51 |
99.08 |
-0.43 |
-0.4% |
100.79 |
Low |
98.29 |
95.53 |
-2.76 |
-2.8% |
98.55 |
Close |
98.55 |
95.62 |
-2.93 |
-3.0% |
100.39 |
Range |
1.22 |
3.55 |
2.33 |
191.0% |
2.24 |
ATR |
1.19 |
1.36 |
0.17 |
14.1% |
0.00 |
Volume |
48,079 |
45,275 |
-2,804 |
-5.8% |
126,807 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.39 |
105.06 |
97.57 |
|
R3 |
103.84 |
101.51 |
96.60 |
|
R2 |
100.29 |
100.29 |
96.27 |
|
R1 |
97.96 |
97.96 |
95.95 |
97.35 |
PP |
96.74 |
96.74 |
96.74 |
96.44 |
S1 |
94.41 |
94.41 |
95.29 |
93.80 |
S2 |
93.19 |
93.19 |
94.97 |
|
S3 |
89.64 |
90.86 |
94.64 |
|
S4 |
86.09 |
87.31 |
93.67 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.63 |
105.75 |
101.62 |
|
R3 |
104.39 |
103.51 |
101.01 |
|
R2 |
102.15 |
102.15 |
100.80 |
|
R1 |
101.27 |
101.27 |
100.60 |
101.71 |
PP |
99.91 |
99.91 |
99.91 |
100.13 |
S1 |
99.03 |
99.03 |
100.18 |
99.47 |
S2 |
97.67 |
97.67 |
99.98 |
|
S3 |
95.43 |
96.79 |
99.77 |
|
S4 |
93.19 |
94.55 |
99.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.79 |
95.53 |
5.26 |
5.5% |
1.60 |
1.7% |
2% |
False |
True |
34,092 |
10 |
100.79 |
95.53 |
5.26 |
5.5% |
1.29 |
1.3% |
2% |
False |
True |
41,361 |
20 |
100.79 |
95.53 |
5.26 |
5.5% |
1.19 |
1.2% |
2% |
False |
True |
52,672 |
40 |
100.79 |
92.35 |
8.44 |
8.8% |
1.34 |
1.4% |
39% |
False |
False |
45,562 |
60 |
101.81 |
92.35 |
9.46 |
9.9% |
1.37 |
1.4% |
35% |
False |
False |
43,702 |
80 |
102.29 |
92.35 |
9.94 |
10.4% |
1.39 |
1.4% |
33% |
False |
False |
37,816 |
100 |
104.37 |
92.35 |
12.02 |
12.6% |
1.37 |
1.4% |
27% |
False |
False |
32,960 |
120 |
104.37 |
92.35 |
12.02 |
12.6% |
1.35 |
1.4% |
27% |
False |
False |
29,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.17 |
2.618 |
108.37 |
1.618 |
104.82 |
1.000 |
102.63 |
0.618 |
101.27 |
HIGH |
99.08 |
0.618 |
97.72 |
0.500 |
97.31 |
0.382 |
96.89 |
LOW |
95.53 |
0.618 |
93.34 |
1.000 |
91.98 |
1.618 |
89.79 |
2.618 |
86.24 |
4.250 |
80.44 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.31 |
98.04 |
PP |
96.74 |
97.23 |
S1 |
96.18 |
96.43 |
|