NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.84 |
94.42 |
1.58 |
1.7% |
94.46 |
High |
94.82 |
94.78 |
-0.04 |
0.0% |
94.74 |
Low |
92.63 |
93.73 |
1.10 |
1.2% |
91.47 |
Close |
94.35 |
94.10 |
-0.25 |
-0.3% |
92.95 |
Range |
2.19 |
1.05 |
-1.14 |
-52.1% |
3.27 |
ATR |
1.52 |
1.49 |
-0.03 |
-2.2% |
0.00 |
Volume |
163,430 |
151,344 |
-12,086 |
-7.4% |
535,138 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.35 |
96.78 |
94.68 |
|
R3 |
96.30 |
95.73 |
94.39 |
|
R2 |
95.25 |
95.25 |
94.29 |
|
R1 |
94.68 |
94.68 |
94.20 |
94.44 |
PP |
94.20 |
94.20 |
94.20 |
94.09 |
S1 |
93.63 |
93.63 |
94.00 |
93.39 |
S2 |
93.15 |
93.15 |
93.91 |
|
S3 |
92.10 |
92.58 |
93.81 |
|
S4 |
91.05 |
91.53 |
93.52 |
|
|
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 |
91.65 |
3.17 |
3.4% |
1.48 |
1.6% |
77% |
False |
False |
139,369 |
10 |
95.91 |
91.47 |
4.44 |
4.7% |
1.50 |
1.6% |
59% |
False |
False |
120,294 |
20 |
100.79 |
91.47 |
9.32 |
9.9% |
1.40 |
1.5% |
28% |
False |
False |
80,828 |
40 |
100.79 |
91.47 |
9.32 |
9.9% |
1.36 |
1.4% |
28% |
False |
False |
65,163 |
60 |
100.79 |
91.47 |
9.32 |
9.9% |
1.36 |
1.4% |
28% |
False |
False |
57,363 |
80 |
101.81 |
91.47 |
10.34 |
11.0% |
1.38 |
1.5% |
25% |
False |
False |
50,498 |
100 |
104.37 |
91.47 |
12.90 |
13.7% |
1.41 |
1.5% |
20% |
False |
False |
43,672 |
120 |
104.37 |
91.47 |
12.90 |
13.7% |
1.38 |
1.5% |
20% |
False |
False |
38,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.24 |
2.618 |
97.53 |
1.618 |
96.48 |
1.000 |
95.83 |
0.618 |
95.43 |
HIGH |
94.78 |
0.618 |
94.38 |
0.500 |
94.26 |
0.382 |
94.13 |
LOW |
93.73 |
0.618 |
93.08 |
1.000 |
92.68 |
1.618 |
92.03 |
2.618 |
90.98 |
4.250 |
89.27 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.26 |
93.83 |
PP |
94.20 |
93.55 |
S1 |
94.15 |
93.28 |
|