NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.08 |
91.77 |
-1.31 |
-1.4% |
94.46 |
High |
93.10 |
93.09 |
-0.01 |
0.0% |
94.74 |
Low |
91.65 |
91.73 |
0.08 |
0.1% |
91.47 |
Close |
92.01 |
92.78 |
0.77 |
0.8% |
92.95 |
Range |
1.45 |
1.36 |
-0.09 |
-6.2% |
3.27 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.6% |
0.00 |
Volume |
99,436 |
151,186 |
51,750 |
52.0% |
535,138 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.61 |
96.06 |
93.53 |
|
R3 |
95.25 |
94.70 |
93.15 |
|
R2 |
93.89 |
93.89 |
93.03 |
|
R1 |
93.34 |
93.34 |
92.90 |
93.62 |
PP |
92.53 |
92.53 |
92.53 |
92.67 |
S1 |
91.98 |
91.98 |
92.66 |
92.26 |
S2 |
91.17 |
91.17 |
92.53 |
|
S3 |
89.81 |
90.62 |
92.41 |
|
S4 |
88.45 |
89.26 |
92.03 |
|
|
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 |
94.33 |
91.47 |
2.86 |
3.1% |
1.54 |
1.7% |
46% |
False |
False |
125,420 |
10 |
99.51 |
91.47 |
8.04 |
8.7% |
1.65 |
1.8% |
16% |
False |
False |
98,152 |
20 |
100.79 |
91.47 |
9.32 |
10.0% |
1.35 |
1.5% |
14% |
False |
False |
69,597 |
40 |
100.79 |
91.47 |
9.32 |
10.0% |
1.34 |
1.4% |
14% |
False |
False |
59,542 |
60 |
100.79 |
91.47 |
9.32 |
10.0% |
1.35 |
1.5% |
14% |
False |
False |
53,448 |
80 |
101.81 |
91.47 |
10.34 |
11.1% |
1.37 |
1.5% |
13% |
False |
False |
47,068 |
100 |
104.37 |
91.47 |
12.90 |
13.9% |
1.40 |
1.5% |
10% |
False |
False |
40,854 |
120 |
104.37 |
91.47 |
12.90 |
13.9% |
1.37 |
1.5% |
10% |
False |
False |
35,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.87 |
2.618 |
96.65 |
1.618 |
95.29 |
1.000 |
94.45 |
0.618 |
93.93 |
HIGH |
93.09 |
0.618 |
92.57 |
0.500 |
92.41 |
0.382 |
92.25 |
LOW |
91.73 |
0.618 |
90.89 |
1.000 |
90.37 |
1.618 |
89.53 |
2.618 |
88.17 |
4.250 |
85.95 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.66 |
92.72 |
PP |
92.53 |
92.66 |
S1 |
92.41 |
92.61 |
|