NYMEX Light Sweet Crude Oil Future March 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
97.42 |
97.97 |
0.55 |
0.6% |
96.90 |
High |
98.59 |
98.39 |
-0.20 |
-0.2% |
98.59 |
Low |
97.33 |
97.10 |
-0.23 |
-0.2% |
95.21 |
Close |
98.23 |
97.49 |
-0.74 |
-0.8% |
97.49 |
Range |
1.26 |
1.29 |
0.03 |
2.4% |
3.38 |
ATR |
1.54 |
1.52 |
-0.02 |
-1.2% |
0.00 |
Volume |
199,420 |
253,457 |
54,037 |
27.1% |
1,094,963 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.53 |
100.80 |
98.20 |
|
R3 |
100.24 |
99.51 |
97.84 |
|
R2 |
98.95 |
98.95 |
97.73 |
|
R1 |
98.22 |
98.22 |
97.61 |
97.94 |
PP |
97.66 |
97.66 |
97.66 |
97.52 |
S1 |
96.93 |
96.93 |
97.37 |
96.65 |
S2 |
96.37 |
96.37 |
97.25 |
|
S3 |
95.08 |
95.64 |
97.14 |
|
S4 |
93.79 |
94.35 |
96.78 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.24 |
105.74 |
99.35 |
|
R3 |
103.86 |
102.36 |
98.42 |
|
R2 |
100.48 |
100.48 |
98.11 |
|
R1 |
98.98 |
98.98 |
97.80 |
99.73 |
PP |
97.10 |
97.10 |
97.10 |
97.47 |
S1 |
95.60 |
95.60 |
97.18 |
96.35 |
S2 |
93.72 |
93.72 |
96.87 |
|
S3 |
90.34 |
92.22 |
96.56 |
|
S4 |
86.96 |
88.84 |
95.63 |
|
|
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 |
3.5% |
1.60 |
1.6% |
67% |
False |
False |
218,992 |
10 |
98.59 |
93.65 |
4.94 |
5.1% |
1.56 |
1.6% |
78% |
False |
False |
230,545 |
20 |
98.59 |
91.47 |
7.12 |
7.3% |
1.53 |
1.6% |
85% |
False |
False |
175,419 |
40 |
100.79 |
91.47 |
9.32 |
9.6% |
1.36 |
1.4% |
65% |
False |
False |
114,046 |
60 |
100.79 |
91.47 |
9.32 |
9.6% |
1.40 |
1.4% |
65% |
False |
False |
88,848 |
80 |
101.81 |
91.47 |
10.34 |
10.6% |
1.41 |
1.4% |
58% |
False |
False |
76,631 |
100 |
102.29 |
91.47 |
10.82 |
11.1% |
1.41 |
1.4% |
56% |
False |
False |
65,336 |
120 |
104.37 |
91.47 |
12.90 |
13.2% |
1.39 |
1.4% |
47% |
False |
False |
56,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.87 |
2.618 |
101.77 |
1.618 |
100.48 |
1.000 |
99.68 |
0.618 |
99.19 |
HIGH |
98.39 |
0.618 |
97.90 |
0.500 |
97.75 |
0.382 |
97.59 |
LOW |
97.10 |
0.618 |
96.30 |
1.000 |
95.81 |
1.618 |
95.01 |
2.618 |
93.72 |
4.250 |
91.62 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.75 |
97.48 |
PP |
97.66 |
97.47 |
S1 |
97.58 |
97.46 |
|