NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.20 |
96.69 |
1.49 |
1.6% |
93.08 |
High |
96.89 |
97.84 |
0.95 |
1.0% |
95.07 |
Low |
95.12 |
96.41 |
1.29 |
1.4% |
91.65 |
Close |
96.73 |
97.32 |
0.59 |
0.6% |
94.59 |
Range |
1.77 |
1.43 |
-0.34 |
-19.2% |
3.42 |
ATR |
1.51 |
1.50 |
-0.01 |
-0.4% |
0.00 |
Volume |
252,349 |
274,078 |
21,729 |
8.6% |
764,922 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.48 |
100.83 |
98.11 |
|
R3 |
100.05 |
99.40 |
97.71 |
|
R2 |
98.62 |
98.62 |
97.58 |
|
R1 |
97.97 |
97.97 |
97.45 |
98.30 |
PP |
97.19 |
97.19 |
97.19 |
97.35 |
S1 |
96.54 |
96.54 |
97.19 |
96.87 |
S2 |
95.76 |
95.76 |
97.06 |
|
S3 |
94.33 |
95.11 |
96.93 |
|
S4 |
92.90 |
93.68 |
96.53 |
|
|
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 |
97.84 |
93.65 |
4.19 |
4.3% |
1.41 |
1.5% |
88% |
True |
False |
224,431 |
10 |
97.84 |
91.47 |
6.37 |
6.5% |
1.51 |
1.6% |
92% |
True |
False |
179,421 |
20 |
100.79 |
91.47 |
9.32 |
9.6% |
1.49 |
1.5% |
63% |
False |
False |
118,946 |
40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.38 |
1.4% |
63% |
False |
False |
85,876 |
60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.36 |
1.4% |
63% |
False |
False |
70,424 |
80 |
101.81 |
91.47 |
10.34 |
10.6% |
1.40 |
1.4% |
57% |
False |
False |
61,589 |
100 |
103.14 |
91.47 |
11.67 |
12.0% |
1.41 |
1.4% |
50% |
False |
False |
52,816 |
120 |
104.37 |
91.47 |
12.90 |
13.3% |
1.39 |
1.4% |
45% |
False |
False |
46,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.92 |
2.618 |
101.58 |
1.618 |
100.15 |
1.000 |
99.27 |
0.618 |
98.72 |
HIGH |
97.84 |
0.618 |
97.29 |
0.500 |
97.13 |
0.382 |
96.96 |
LOW |
96.41 |
0.618 |
95.53 |
1.000 |
94.98 |
1.618 |
94.10 |
2.618 |
92.67 |
4.250 |
90.33 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.26 |
96.80 |
PP |
97.19 |
96.27 |
S1 |
97.13 |
95.75 |
|