NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.25 |
95.20 |
0.95 |
1.0% |
93.08 |
High |
95.46 |
96.89 |
1.43 |
1.5% |
95.07 |
Low |
93.65 |
95.12 |
1.47 |
1.6% |
91.65 |
Close |
94.97 |
96.73 |
1.76 |
1.9% |
94.59 |
Range |
1.81 |
1.77 |
-0.04 |
-2.2% |
3.42 |
ATR |
1.48 |
1.51 |
0.03 |
2.1% |
0.00 |
Volume |
244,861 |
252,349 |
7,488 |
3.1% |
764,922 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.56 |
100.91 |
97.70 |
|
R3 |
99.79 |
99.14 |
97.22 |
|
R2 |
98.02 |
98.02 |
97.05 |
|
R1 |
97.37 |
97.37 |
96.89 |
97.70 |
PP |
96.25 |
96.25 |
96.25 |
96.41 |
S1 |
95.60 |
95.60 |
96.57 |
95.93 |
S2 |
94.48 |
94.48 |
96.41 |
|
S3 |
92.71 |
93.83 |
96.24 |
|
S4 |
90.94 |
92.06 |
95.76 |
|
|
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 |
96.89 |
92.63 |
4.26 |
4.4% |
1.57 |
1.6% |
96% |
True |
False |
202,302 |
10 |
96.89 |
91.47 |
5.42 |
5.6% |
1.55 |
1.6% |
97% |
True |
False |
163,861 |
20 |
100.79 |
91.47 |
9.32 |
9.6% |
1.45 |
1.5% |
56% |
False |
False |
107,854 |
40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.38 |
1.4% |
56% |
False |
False |
80,134 |
60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.35 |
1.4% |
56% |
False |
False |
66,518 |
80 |
101.81 |
91.47 |
10.34 |
10.7% |
1.40 |
1.4% |
51% |
False |
False |
58,361 |
100 |
103.14 |
91.47 |
11.67 |
12.1% |
1.41 |
1.5% |
45% |
False |
False |
50,255 |
120 |
104.37 |
91.47 |
12.90 |
13.3% |
1.39 |
1.4% |
41% |
False |
False |
43,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.41 |
2.618 |
101.52 |
1.618 |
99.75 |
1.000 |
98.66 |
0.618 |
97.98 |
HIGH |
96.89 |
0.618 |
96.21 |
0.500 |
96.01 |
0.382 |
95.80 |
LOW |
95.12 |
0.618 |
94.03 |
1.000 |
93.35 |
1.618 |
92.26 |
2.618 |
90.49 |
4.250 |
87.60 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.49 |
96.24 |
PP |
96.25 |
95.76 |
S1 |
96.01 |
95.27 |
|