NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.52 |
93.08 |
0.56 |
0.6% |
94.46 |
High |
93.56 |
93.10 |
-0.46 |
-0.5% |
94.74 |
Low |
92.22 |
91.65 |
-0.57 |
-0.6% |
91.47 |
Close |
92.95 |
92.01 |
-0.94 |
-1.0% |
92.95 |
Range |
1.34 |
1.45 |
0.11 |
8.2% |
3.27 |
ATR |
1.48 |
1.48 |
0.00 |
-0.1% |
0.00 |
Volume |
131,453 |
99,436 |
-32,017 |
-24.4% |
535,138 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.60 |
95.76 |
92.81 |
|
R3 |
95.15 |
94.31 |
92.41 |
|
R2 |
93.70 |
93.70 |
92.28 |
|
R1 |
92.86 |
92.86 |
92.14 |
92.56 |
PP |
92.25 |
92.25 |
92.25 |
92.10 |
S1 |
91.41 |
91.41 |
91.88 |
91.11 |
S2 |
90.80 |
90.80 |
91.74 |
|
S3 |
89.35 |
89.96 |
91.61 |
|
S4 |
87.90 |
88.51 |
91.21 |
|
|
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 |
94.37 |
91.47 |
2.90 |
3.2% |
1.44 |
1.6% |
19% |
False |
False |
110,289 |
10 |
100.55 |
91.47 |
9.08 |
9.9% |
1.65 |
1.8% |
6% |
False |
False |
86,758 |
20 |
100.79 |
91.47 |
9.32 |
10.1% |
1.34 |
1.5% |
6% |
False |
False |
64,912 |
40 |
100.79 |
91.47 |
9.32 |
10.1% |
1.35 |
1.5% |
6% |
False |
False |
57,482 |
60 |
101.21 |
91.47 |
9.74 |
10.6% |
1.36 |
1.5% |
6% |
False |
False |
51,709 |
80 |
102.29 |
91.47 |
10.82 |
11.8% |
1.38 |
1.5% |
5% |
False |
False |
45,504 |
100 |
104.37 |
91.47 |
12.90 |
14.0% |
1.40 |
1.5% |
4% |
False |
False |
39,557 |
120 |
104.37 |
91.47 |
12.90 |
14.0% |
1.37 |
1.5% |
4% |
False |
False |
34,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.26 |
2.618 |
96.90 |
1.618 |
95.45 |
1.000 |
94.55 |
0.618 |
94.00 |
HIGH |
93.10 |
0.618 |
92.55 |
0.500 |
92.38 |
0.382 |
92.20 |
LOW |
91.65 |
0.618 |
90.75 |
1.000 |
90.20 |
1.618 |
89.30 |
2.618 |
87.85 |
4.250 |
85.49 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.38 |
92.52 |
PP |
92.25 |
92.35 |
S1 |
92.13 |
92.18 |
|