NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
97.17 |
97.42 |
0.25 |
0.3% |
94.25 |
High |
97.75 |
98.59 |
0.84 |
0.9% |
97.84 |
Low |
96.32 |
97.33 |
1.01 |
1.0% |
93.65 |
Close |
97.36 |
98.23 |
0.87 |
0.9% |
96.64 |
Range |
1.43 |
1.26 |
-0.17 |
-11.9% |
4.19 |
ATR |
1.56 |
1.54 |
-0.02 |
-1.4% |
0.00 |
Volume |
200,486 |
199,420 |
-1,066 |
-0.5% |
1,010,961 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.83 |
101.29 |
98.92 |
|
R3 |
100.57 |
100.03 |
98.58 |
|
R2 |
99.31 |
99.31 |
98.46 |
|
R1 |
98.77 |
98.77 |
98.35 |
99.04 |
PP |
98.05 |
98.05 |
98.05 |
98.19 |
S1 |
97.51 |
97.51 |
98.11 |
97.78 |
S2 |
96.79 |
96.79 |
98.00 |
|
S3 |
95.53 |
96.25 |
97.88 |
|
S4 |
94.27 |
94.99 |
97.54 |
|
|
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 |
98.59 |
95.21 |
3.38 |
3.4% |
1.65 |
1.7% |
89% |
True |
False |
216,235 |
10 |
98.59 |
93.65 |
4.94 |
5.0% |
1.53 |
1.6% |
93% |
True |
False |
220,333 |
20 |
99.08 |
91.47 |
7.61 |
7.7% |
1.64 |
1.7% |
89% |
False |
False |
165,010 |
40 |
100.79 |
91.47 |
9.32 |
9.5% |
1.40 |
1.4% |
73% |
False |
False |
108,595 |
60 |
100.79 |
91.47 |
9.32 |
9.5% |
1.39 |
1.4% |
73% |
False |
False |
85,301 |
80 |
101.81 |
91.47 |
10.34 |
10.5% |
1.41 |
1.4% |
65% |
False |
False |
73,686 |
100 |
102.79 |
91.47 |
11.32 |
11.5% |
1.41 |
1.4% |
60% |
False |
False |
62,989 |
120 |
104.37 |
91.47 |
12.90 |
13.1% |
1.40 |
1.4% |
52% |
False |
False |
54,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.95 |
2.618 |
101.89 |
1.618 |
100.63 |
1.000 |
99.85 |
0.618 |
99.37 |
HIGH |
98.59 |
0.618 |
98.11 |
0.500 |
97.96 |
0.382 |
97.81 |
LOW |
97.33 |
0.618 |
96.55 |
1.000 |
96.07 |
1.618 |
95.29 |
2.618 |
94.03 |
4.250 |
91.98 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
98.14 |
97.86 |
PP |
98.05 |
97.48 |
S1 |
97.96 |
97.11 |
|