NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.90 |
95.66 |
-1.24 |
-1.3% |
94.25 |
High |
97.18 |
97.66 |
0.48 |
0.5% |
97.84 |
Low |
95.21 |
95.63 |
0.42 |
0.4% |
93.65 |
Close |
95.72 |
97.41 |
1.69 |
1.8% |
96.64 |
Range |
1.97 |
2.03 |
0.06 |
3.0% |
4.19 |
ATR |
1.54 |
1.57 |
0.04 |
2.3% |
0.00 |
Volume |
235,110 |
206,490 |
-28,620 |
-12.2% |
1,010,961 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.99 |
102.23 |
98.53 |
|
R3 |
100.96 |
100.20 |
97.97 |
|
R2 |
98.93 |
98.93 |
97.78 |
|
R1 |
98.17 |
98.17 |
97.60 |
98.55 |
PP |
96.90 |
96.90 |
96.90 |
97.09 |
S1 |
96.14 |
96.14 |
97.22 |
96.52 |
S2 |
94.87 |
94.87 |
97.04 |
|
S3 |
92.84 |
94.11 |
96.85 |
|
S4 |
90.81 |
92.08 |
96.29 |
|
|
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 |
95.12 |
2.72 |
2.8% |
1.75 |
1.8% |
84% |
False |
False |
241,540 |
10 |
97.84 |
91.73 |
6.11 |
6.3% |
1.62 |
1.7% |
93% |
False |
False |
211,804 |
20 |
100.55 |
91.47 |
9.08 |
9.3% |
1.63 |
1.7% |
65% |
False |
False |
149,281 |
40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.41 |
1.4% |
64% |
False |
False |
99,885 |
60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.40 |
1.4% |
64% |
False |
False |
80,329 |
80 |
101.81 |
91.47 |
10.34 |
10.6% |
1.41 |
1.4% |
57% |
False |
False |
69,442 |
100 |
103.14 |
91.47 |
11.67 |
12.0% |
1.41 |
1.4% |
51% |
False |
False |
59,192 |
120 |
104.37 |
91.47 |
12.90 |
13.2% |
1.40 |
1.4% |
46% |
False |
False |
51,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.29 |
2.618 |
102.97 |
1.618 |
100.94 |
1.000 |
99.69 |
0.618 |
98.91 |
HIGH |
97.66 |
0.618 |
96.88 |
0.500 |
96.65 |
0.382 |
96.41 |
LOW |
95.63 |
0.618 |
94.38 |
1.000 |
93.60 |
1.618 |
92.35 |
2.618 |
90.32 |
4.250 |
87.00 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.16 |
97.11 |
PP |
96.90 |
96.81 |
S1 |
96.65 |
96.51 |
|