NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.69 |
97.37 |
0.68 |
0.7% |
94.25 |
High |
97.84 |
97.80 |
-0.04 |
0.0% |
97.84 |
Low |
96.41 |
96.25 |
-0.16 |
-0.2% |
93.65 |
Close |
97.32 |
96.64 |
-0.68 |
-0.7% |
96.64 |
Range |
1.43 |
1.55 |
0.12 |
8.4% |
4.19 |
ATR |
1.50 |
1.51 |
0.00 |
0.2% |
0.00 |
Volume |
274,078 |
239,673 |
-34,405 |
-12.6% |
1,010,961 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.55 |
100.64 |
97.49 |
|
R3 |
100.00 |
99.09 |
97.07 |
|
R2 |
98.45 |
98.45 |
96.92 |
|
R1 |
97.54 |
97.54 |
96.78 |
97.22 |
PP |
96.90 |
96.90 |
96.90 |
96.74 |
S1 |
95.99 |
95.99 |
96.50 |
95.67 |
S2 |
95.35 |
95.35 |
96.36 |
|
S3 |
93.80 |
94.44 |
96.21 |
|
S4 |
92.25 |
92.89 |
95.79 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.61 |
106.82 |
98.94 |
|
R3 |
104.42 |
102.63 |
97.79 |
|
R2 |
100.23 |
100.23 |
97.41 |
|
R1 |
98.44 |
98.44 |
97.02 |
99.34 |
PP |
96.04 |
96.04 |
96.04 |
96.49 |
S1 |
94.25 |
94.25 |
96.26 |
95.15 |
S2 |
91.85 |
91.85 |
95.87 |
|
S3 |
87.66 |
90.06 |
95.49 |
|
S4 |
83.47 |
85.87 |
94.34 |
|
|
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% |
1.51 |
1.6% |
71% |
False |
False |
242,097 |
10 |
97.84 |
91.65 |
6.19 |
6.4% |
1.50 |
1.5% |
81% |
False |
False |
190,733 |
20 |
100.79 |
91.47 |
9.32 |
9.6% |
1.53 |
1.6% |
55% |
False |
False |
129,194 |
40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.38 |
1.4% |
55% |
False |
False |
90,882 |
60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.36 |
1.4% |
55% |
False |
False |
73,926 |
80 |
101.81 |
91.47 |
10.34 |
10.7% |
1.40 |
1.4% |
50% |
False |
False |
64,379 |
100 |
103.14 |
91.47 |
11.67 |
12.1% |
1.41 |
1.5% |
44% |
False |
False |
55,074 |
120 |
104.37 |
91.47 |
12.90 |
13.3% |
1.39 |
1.4% |
40% |
False |
False |
48,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.39 |
2.618 |
101.86 |
1.618 |
100.31 |
1.000 |
99.35 |
0.618 |
98.76 |
HIGH |
97.80 |
0.618 |
97.21 |
0.500 |
97.03 |
0.382 |
96.84 |
LOW |
96.25 |
0.618 |
95.29 |
1.000 |
94.70 |
1.618 |
93.74 |
2.618 |
92.19 |
4.250 |
89.66 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.03 |
96.59 |
PP |
96.90 |
96.53 |
S1 |
96.77 |
96.48 |
|