NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
99.24 |
98.44 |
-0.80 |
-0.8% |
98.59 |
High |
99.29 |
98.92 |
-0.37 |
-0.4% |
100.33 |
Low |
98.16 |
95.46 |
-2.70 |
-2.8% |
98.14 |
Close |
98.44 |
95.55 |
-2.89 |
-2.9% |
99.97 |
Range |
1.13 |
3.46 |
2.33 |
206.2% |
2.19 |
ATR |
1.10 |
1.27 |
0.17 |
15.3% |
0.00 |
Volume |
27,284 |
27,366 |
82 |
0.3% |
70,775 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.02 |
104.75 |
97.45 |
|
R3 |
103.56 |
101.29 |
96.50 |
|
R2 |
100.10 |
100.10 |
96.18 |
|
R1 |
97.83 |
97.83 |
95.87 |
97.24 |
PP |
96.64 |
96.64 |
96.64 |
96.35 |
S1 |
94.37 |
94.37 |
95.23 |
93.78 |
S2 |
93.18 |
93.18 |
94.92 |
|
S3 |
89.72 |
90.91 |
94.60 |
|
S4 |
86.26 |
87.45 |
93.65 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.05 |
105.20 |
101.17 |
|
R3 |
103.86 |
103.01 |
100.57 |
|
R2 |
101.67 |
101.67 |
100.37 |
|
R1 |
100.82 |
100.82 |
100.17 |
101.25 |
PP |
99.48 |
99.48 |
99.48 |
99.69 |
S1 |
98.63 |
98.63 |
99.77 |
99.06 |
S2 |
97.29 |
97.29 |
99.57 |
|
S3 |
95.10 |
96.44 |
99.37 |
|
S4 |
92.91 |
94.25 |
98.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.33 |
95.46 |
4.87 |
5.1% |
1.48 |
1.5% |
2% |
False |
True |
19,827 |
10 |
100.33 |
95.46 |
4.87 |
5.1% |
1.20 |
1.3% |
2% |
False |
True |
22,117 |
20 |
100.33 |
95.46 |
4.87 |
5.1% |
1.11 |
1.2% |
2% |
False |
True |
25,219 |
40 |
100.33 |
92.42 |
7.91 |
8.3% |
1.25 |
1.3% |
40% |
False |
False |
21,352 |
60 |
101.00 |
92.42 |
8.58 |
9.0% |
1.26 |
1.3% |
36% |
False |
False |
18,895 |
80 |
101.00 |
92.42 |
8.58 |
9.0% |
1.25 |
1.3% |
36% |
False |
False |
15,707 |
100 |
103.06 |
92.42 |
10.64 |
11.1% |
1.20 |
1.3% |
29% |
False |
False |
13,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.63 |
2.618 |
107.98 |
1.618 |
104.52 |
1.000 |
102.38 |
0.618 |
101.06 |
HIGH |
98.92 |
0.618 |
97.60 |
0.500 |
97.19 |
0.382 |
96.78 |
LOW |
95.46 |
0.618 |
93.32 |
1.000 |
92.00 |
1.618 |
89.86 |
2.618 |
86.40 |
4.250 |
80.76 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.19 |
97.81 |
PP |
96.64 |
97.05 |
S1 |
96.10 |
96.30 |
|