NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
91.77 |
92.84 |
1.07 |
1.2% |
94.46 |
High |
93.09 |
94.82 |
1.73 |
1.9% |
94.74 |
Low |
91.73 |
92.63 |
0.90 |
1.0% |
91.47 |
Close |
92.78 |
94.35 |
1.57 |
1.7% |
92.95 |
Range |
1.36 |
2.19 |
0.83 |
61.0% |
3.27 |
ATR |
1.47 |
1.52 |
0.05 |
3.5% |
0.00 |
Volume |
151,186 |
163,430 |
12,244 |
8.1% |
535,138 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.50 |
99.62 |
95.55 |
|
R3 |
98.31 |
97.43 |
94.95 |
|
R2 |
96.12 |
96.12 |
94.75 |
|
R1 |
95.24 |
95.24 |
94.55 |
95.68 |
PP |
93.93 |
93.93 |
93.93 |
94.16 |
S1 |
93.05 |
93.05 |
94.15 |
93.49 |
S2 |
91.74 |
91.74 |
93.95 |
|
S3 |
89.55 |
90.86 |
93.75 |
|
S4 |
87.36 |
88.67 |
93.15 |
|
|
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 |
94.82 |
91.47 |
3.35 |
3.6% |
1.60 |
1.7% |
86% |
True |
False |
134,411 |
10 |
99.08 |
91.47 |
7.61 |
8.1% |
1.75 |
1.9% |
38% |
False |
False |
109,687 |
20 |
100.79 |
91.47 |
9.32 |
9.9% |
1.39 |
1.5% |
31% |
False |
False |
75,112 |
40 |
100.79 |
91.47 |
9.32 |
9.9% |
1.37 |
1.5% |
31% |
False |
False |
61,916 |
60 |
100.79 |
91.47 |
9.32 |
9.9% |
1.36 |
1.4% |
31% |
False |
False |
55,287 |
80 |
101.81 |
91.47 |
10.34 |
11.0% |
1.38 |
1.5% |
28% |
False |
False |
48,887 |
100 |
104.37 |
91.47 |
12.90 |
13.7% |
1.42 |
1.5% |
22% |
False |
False |
42,303 |
120 |
104.37 |
91.47 |
12.90 |
13.7% |
1.37 |
1.5% |
22% |
False |
False |
37,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.13 |
2.618 |
100.55 |
1.618 |
98.36 |
1.000 |
97.01 |
0.618 |
96.17 |
HIGH |
94.82 |
0.618 |
93.98 |
0.500 |
93.73 |
0.382 |
93.47 |
LOW |
92.63 |
0.618 |
91.28 |
1.000 |
90.44 |
1.618 |
89.09 |
2.618 |
86.90 |
4.250 |
83.32 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.14 |
93.98 |
PP |
93.93 |
93.61 |
S1 |
93.73 |
93.24 |
|