NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.42 |
94.29 |
-0.13 |
-0.1% |
93.08 |
High |
94.78 |
95.07 |
0.29 |
0.3% |
95.07 |
Low |
93.73 |
94.06 |
0.33 |
0.4% |
91.65 |
Close |
94.10 |
94.59 |
0.49 |
0.5% |
94.59 |
Range |
1.05 |
1.01 |
-0.04 |
-3.8% |
3.42 |
ATR |
1.49 |
1.45 |
-0.03 |
-2.3% |
0.00 |
Volume |
151,344 |
199,526 |
48,182 |
31.8% |
764,922 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.60 |
97.11 |
95.15 |
|
R3 |
96.59 |
96.10 |
94.87 |
|
R2 |
95.58 |
95.58 |
94.78 |
|
R1 |
95.09 |
95.09 |
94.68 |
95.34 |
PP |
94.57 |
94.57 |
94.57 |
94.70 |
S1 |
94.08 |
94.08 |
94.50 |
94.33 |
S2 |
93.56 |
93.56 |
94.40 |
|
S3 |
92.55 |
93.07 |
94.31 |
|
S4 |
91.54 |
92.06 |
94.03 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.03 |
102.73 |
96.47 |
|
R3 |
100.61 |
99.31 |
95.53 |
|
R2 |
97.19 |
97.19 |
95.22 |
|
R1 |
95.89 |
95.89 |
94.90 |
96.54 |
PP |
93.77 |
93.77 |
93.77 |
94.10 |
S1 |
92.47 |
92.47 |
94.28 |
93.12 |
S2 |
90.35 |
90.35 |
93.96 |
|
S3 |
86.93 |
89.05 |
93.65 |
|
S4 |
83.51 |
85.63 |
92.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.07 |
91.65 |
3.42 |
3.6% |
1.41 |
1.5% |
86% |
True |
False |
152,984 |
10 |
95.07 |
91.47 |
3.60 |
3.8% |
1.42 |
1.5% |
87% |
True |
False |
130,006 |
20 |
100.79 |
91.47 |
9.32 |
9.9% |
1.40 |
1.5% |
33% |
False |
False |
88,788 |
40 |
100.79 |
91.47 |
9.32 |
9.9% |
1.37 |
1.4% |
33% |
False |
False |
69,416 |
60 |
100.79 |
91.47 |
9.32 |
9.9% |
1.35 |
1.4% |
33% |
False |
False |
60,059 |
80 |
101.81 |
91.47 |
10.34 |
10.9% |
1.38 |
1.5% |
30% |
False |
False |
52,747 |
100 |
104.37 |
91.47 |
12.90 |
13.6% |
1.42 |
1.5% |
24% |
False |
False |
45,562 |
120 |
104.37 |
91.47 |
12.90 |
13.6% |
1.38 |
1.5% |
24% |
False |
False |
39,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.36 |
2.618 |
97.71 |
1.618 |
96.70 |
1.000 |
96.08 |
0.618 |
95.69 |
HIGH |
95.07 |
0.618 |
94.68 |
0.500 |
94.57 |
0.382 |
94.45 |
LOW |
94.06 |
0.618 |
93.44 |
1.000 |
93.05 |
1.618 |
92.43 |
2.618 |
91.42 |
4.250 |
89.77 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.58 |
94.34 |
PP |
94.57 |
94.10 |
S1 |
94.57 |
93.85 |
|