NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.66 |
97.17 |
1.51 |
1.6% |
94.25 |
High |
97.66 |
97.75 |
0.09 |
0.1% |
97.84 |
Low |
95.63 |
96.32 |
0.69 |
0.7% |
93.65 |
Close |
97.41 |
97.36 |
-0.05 |
-0.1% |
96.64 |
Range |
2.03 |
1.43 |
-0.60 |
-29.6% |
4.19 |
ATR |
1.57 |
1.56 |
-0.01 |
-0.7% |
0.00 |
Volume |
206,490 |
200,486 |
-6,004 |
-2.9% |
1,010,961 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.43 |
100.83 |
98.15 |
|
R3 |
100.00 |
99.40 |
97.75 |
|
R2 |
98.57 |
98.57 |
97.62 |
|
R1 |
97.97 |
97.97 |
97.49 |
98.27 |
PP |
97.14 |
97.14 |
97.14 |
97.30 |
S1 |
96.54 |
96.54 |
97.23 |
96.84 |
S2 |
95.71 |
95.71 |
97.10 |
|
S3 |
94.28 |
95.11 |
96.97 |
|
S4 |
92.85 |
93.68 |
96.57 |
|
|
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 |
95.21 |
2.63 |
2.7% |
1.68 |
1.7% |
82% |
False |
False |
231,167 |
10 |
97.84 |
92.63 |
5.21 |
5.4% |
1.62 |
1.7% |
91% |
False |
False |
216,734 |
20 |
99.51 |
91.47 |
8.04 |
8.3% |
1.64 |
1.7% |
73% |
False |
False |
157,443 |
40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.40 |
1.4% |
63% |
False |
False |
104,058 |
60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.41 |
1.4% |
63% |
False |
False |
82,786 |
80 |
101.81 |
91.47 |
10.34 |
10.6% |
1.41 |
1.5% |
57% |
False |
False |
71,513 |
100 |
103.14 |
91.47 |
11.67 |
12.0% |
1.41 |
1.5% |
50% |
False |
False |
61,087 |
120 |
104.37 |
91.47 |
12.90 |
13.2% |
1.40 |
1.4% |
46% |
False |
False |
53,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.83 |
2.618 |
101.49 |
1.618 |
100.06 |
1.000 |
99.18 |
0.618 |
98.63 |
HIGH |
97.75 |
0.618 |
97.20 |
0.500 |
97.04 |
0.382 |
96.87 |
LOW |
96.32 |
0.618 |
95.44 |
1.000 |
94.89 |
1.618 |
94.01 |
2.618 |
92.58 |
4.250 |
90.24 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.25 |
97.07 |
PP |
97.14 |
96.77 |
S1 |
97.04 |
96.48 |
|