NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.46 |
93.78 |
-0.68 |
-0.7% |
100.21 |
| High |
94.74 |
94.37 |
-0.37 |
-0.4% |
100.55 |
| Low |
93.38 |
93.52 |
0.14 |
0.1% |
94.05 |
| Close |
93.58 |
93.84 |
0.26 |
0.3% |
95.62 |
| Range |
1.36 |
0.85 |
-0.51 |
-37.5% |
6.50 |
| ATR |
1.46 |
1.41 |
-0.04 |
-3.0% |
0.00 |
| Volume |
83,125 |
75,534 |
-7,591 |
-9.1% |
233,012 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.46 |
96.00 |
94.31 |
|
| R3 |
95.61 |
95.15 |
94.07 |
|
| R2 |
94.76 |
94.76 |
94.00 |
|
| R1 |
94.30 |
94.30 |
93.92 |
94.53 |
| PP |
93.91 |
93.91 |
93.91 |
94.03 |
| S1 |
93.45 |
93.45 |
93.76 |
93.68 |
| S2 |
93.06 |
93.06 |
93.68 |
|
| S3 |
92.21 |
92.60 |
93.61 |
|
| S4 |
91.36 |
91.75 |
93.37 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.24 |
112.43 |
99.20 |
|
| R3 |
109.74 |
105.93 |
97.41 |
|
| R2 |
103.24 |
103.24 |
96.81 |
|
| R1 |
99.43 |
99.43 |
96.22 |
98.09 |
| PP |
96.74 |
96.74 |
96.74 |
96.07 |
| S1 |
92.93 |
92.93 |
95.02 |
91.59 |
| S2 |
90.24 |
90.24 |
94.43 |
|
| S3 |
83.74 |
86.43 |
93.83 |
|
| S4 |
77.24 |
79.93 |
92.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.51 |
93.38 |
6.13 |
6.5% |
1.77 |
1.9% |
8% |
False |
False |
70,884 |
| 10 |
100.79 |
93.38 |
7.41 |
7.9% |
1.35 |
1.4% |
6% |
False |
False |
51,847 |
| 20 |
100.79 |
93.38 |
7.41 |
7.9% |
1.25 |
1.3% |
6% |
False |
False |
53,999 |
| 40 |
100.79 |
92.35 |
8.44 |
9.0% |
1.33 |
1.4% |
18% |
False |
False |
49,415 |
| 60 |
101.81 |
92.35 |
9.46 |
10.1% |
1.35 |
1.4% |
16% |
False |
False |
46,216 |
| 80 |
102.29 |
92.35 |
9.94 |
10.6% |
1.38 |
1.5% |
15% |
False |
False |
40,426 |
| 100 |
104.37 |
92.35 |
12.02 |
12.8% |
1.37 |
1.5% |
12% |
False |
False |
35,234 |
| 120 |
104.37 |
92.35 |
12.02 |
12.8% |
1.36 |
1.4% |
12% |
False |
False |
31,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.98 |
|
2.618 |
96.60 |
|
1.618 |
95.75 |
|
1.000 |
95.22 |
|
0.618 |
94.90 |
|
HIGH |
94.37 |
|
0.618 |
94.05 |
|
0.500 |
93.95 |
|
0.382 |
93.84 |
|
LOW |
93.52 |
|
0.618 |
92.99 |
|
1.000 |
92.67 |
|
1.618 |
92.14 |
|
2.618 |
91.29 |
|
4.250 |
89.91 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.95 |
94.65 |
| PP |
93.91 |
94.38 |
| S1 |
93.88 |
94.11 |
|