NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.11 |
92.79 |
-1.32 |
-1.4% |
100.21 |
High |
94.33 |
93.15 |
-1.18 |
-1.3% |
100.55 |
Low |
92.46 |
91.47 |
-0.99 |
-1.1% |
94.05 |
Close |
92.53 |
91.89 |
-0.64 |
-0.7% |
95.62 |
Range |
1.87 |
1.68 |
-0.19 |
-10.2% |
6.50 |
ATR |
1.45 |
1.46 |
0.02 |
1.2% |
0.00 |
Volume |
118,472 |
126,554 |
8,082 |
6.8% |
233,012 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.21 |
96.23 |
92.81 |
|
R3 |
95.53 |
94.55 |
92.35 |
|
R2 |
93.85 |
93.85 |
92.20 |
|
R1 |
92.87 |
92.87 |
92.04 |
92.52 |
PP |
92.17 |
92.17 |
92.17 |
92.00 |
S1 |
91.19 |
91.19 |
91.74 |
90.84 |
S2 |
90.49 |
90.49 |
91.58 |
|
S3 |
88.81 |
89.51 |
91.43 |
|
S4 |
87.13 |
87.83 |
90.97 |
|
|
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 |
95.91 |
91.47 |
4.44 |
4.8% |
1.52 |
1.7% |
9% |
False |
True |
101,219 |
10 |
100.79 |
91.47 |
9.32 |
10.1% |
1.56 |
1.7% |
5% |
False |
True |
67,655 |
20 |
100.79 |
91.47 |
9.32 |
10.1% |
1.31 |
1.4% |
5% |
False |
True |
61,184 |
40 |
100.79 |
91.47 |
9.32 |
10.1% |
1.36 |
1.5% |
5% |
False |
True |
53,817 |
60 |
101.81 |
91.47 |
10.34 |
11.3% |
1.36 |
1.5% |
4% |
False |
True |
48,674 |
80 |
102.29 |
91.47 |
10.82 |
11.8% |
1.40 |
1.5% |
4% |
False |
True |
43,095 |
100 |
104.37 |
91.47 |
12.90 |
14.0% |
1.39 |
1.5% |
3% |
False |
True |
37,470 |
120 |
104.37 |
91.47 |
12.90 |
14.0% |
1.36 |
1.5% |
3% |
False |
True |
33,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.29 |
2.618 |
97.55 |
1.618 |
95.87 |
1.000 |
94.83 |
0.618 |
94.19 |
HIGH |
93.15 |
0.618 |
92.51 |
0.500 |
92.31 |
0.382 |
92.11 |
LOW |
91.47 |
0.618 |
90.43 |
1.000 |
89.79 |
1.618 |
88.75 |
2.618 |
87.07 |
4.250 |
84.33 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.31 |
92.92 |
PP |
92.17 |
92.58 |
S1 |
92.03 |
92.23 |
|