NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.79 |
92.52 |
-0.27 |
-0.3% |
94.46 |
High |
93.15 |
93.56 |
0.41 |
0.4% |
94.74 |
Low |
91.47 |
92.22 |
0.75 |
0.8% |
91.47 |
Close |
91.89 |
92.95 |
1.06 |
1.2% |
92.95 |
Range |
1.68 |
1.34 |
-0.34 |
-20.2% |
3.27 |
ATR |
1.46 |
1.48 |
0.01 |
1.0% |
0.00 |
Volume |
126,554 |
131,453 |
4,899 |
3.9% |
535,138 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.93 |
96.28 |
93.69 |
|
R3 |
95.59 |
94.94 |
93.32 |
|
R2 |
94.25 |
94.25 |
93.20 |
|
R1 |
93.60 |
93.60 |
93.07 |
93.93 |
PP |
92.91 |
92.91 |
92.91 |
93.07 |
S1 |
92.26 |
92.26 |
92.83 |
92.59 |
S2 |
91.57 |
91.57 |
92.70 |
|
S3 |
90.23 |
90.92 |
92.58 |
|
S4 |
88.89 |
89.58 |
92.21 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.86 |
101.18 |
94.75 |
|
R3 |
99.59 |
97.91 |
93.85 |
|
R2 |
96.32 |
96.32 |
93.55 |
|
R1 |
94.64 |
94.64 |
93.25 |
93.85 |
PP |
93.05 |
93.05 |
93.05 |
92.66 |
S1 |
91.37 |
91.37 |
92.65 |
90.58 |
S2 |
89.78 |
89.78 |
92.35 |
|
S3 |
86.51 |
88.10 |
92.05 |
|
S4 |
83.24 |
84.83 |
91.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.74 |
91.47 |
3.27 |
3.5% |
1.42 |
1.5% |
45% |
False |
False |
107,027 |
10 |
100.79 |
91.47 |
9.32 |
10.0% |
1.63 |
1.8% |
16% |
False |
False |
78,487 |
20 |
100.79 |
91.47 |
9.32 |
10.0% |
1.31 |
1.4% |
16% |
False |
False |
64,345 |
40 |
100.79 |
91.47 |
9.32 |
10.0% |
1.35 |
1.4% |
16% |
False |
False |
56,377 |
60 |
101.81 |
91.47 |
10.34 |
11.1% |
1.37 |
1.5% |
14% |
False |
False |
50,487 |
80 |
102.29 |
91.47 |
10.82 |
11.6% |
1.40 |
1.5% |
14% |
False |
False |
44,489 |
100 |
104.37 |
91.47 |
12.90 |
13.9% |
1.40 |
1.5% |
11% |
False |
False |
38,650 |
120 |
104.37 |
91.47 |
12.90 |
13.9% |
1.37 |
1.5% |
11% |
False |
False |
33,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.26 |
2.618 |
97.07 |
1.618 |
95.73 |
1.000 |
94.90 |
0.618 |
94.39 |
HIGH |
93.56 |
0.618 |
93.05 |
0.500 |
92.89 |
0.382 |
92.73 |
LOW |
92.22 |
0.618 |
91.39 |
1.000 |
90.88 |
1.618 |
90.05 |
2.618 |
88.71 |
4.250 |
86.53 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.93 |
92.93 |
PP |
92.91 |
92.92 |
S1 |
92.89 |
92.90 |
|