NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
95.53 |
94.21 |
-1.32 |
-1.4% |
99.82 |
| High |
95.80 |
94.63 |
-1.17 |
-1.2% |
100.15 |
| Low |
93.98 |
93.34 |
-0.64 |
-0.7% |
93.98 |
| Close |
95.55 |
94.06 |
-1.49 |
-1.6% |
95.55 |
| Range |
1.82 |
1.29 |
-0.53 |
-29.1% |
6.17 |
| ATR |
1.31 |
1.37 |
0.06 |
4.9% |
0.00 |
| Volume |
42,439 |
42,487 |
48 |
0.1% |
119,866 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.88 |
97.26 |
94.77 |
|
| R3 |
96.59 |
95.97 |
94.41 |
|
| R2 |
95.30 |
95.30 |
94.30 |
|
| R1 |
94.68 |
94.68 |
94.18 |
94.35 |
| PP |
94.01 |
94.01 |
94.01 |
93.84 |
| S1 |
93.39 |
93.39 |
93.94 |
93.06 |
| S2 |
92.72 |
92.72 |
93.82 |
|
| S3 |
91.43 |
92.10 |
93.71 |
|
| S4 |
90.14 |
90.81 |
93.35 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.07 |
111.48 |
98.94 |
|
| R3 |
108.90 |
105.31 |
97.25 |
|
| R2 |
102.73 |
102.73 |
96.68 |
|
| R1 |
99.14 |
99.14 |
96.12 |
97.85 |
| PP |
96.56 |
96.56 |
96.56 |
95.92 |
| S1 |
92.97 |
92.97 |
94.98 |
91.68 |
| S2 |
90.39 |
90.39 |
94.42 |
|
| S3 |
84.22 |
86.80 |
93.85 |
|
| S4 |
78.05 |
80.63 |
92.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.15 |
93.34 |
6.81 |
7.2% |
1.76 |
1.9% |
11% |
False |
True |
32,470 |
| 10 |
100.33 |
93.34 |
6.99 |
7.4% |
1.27 |
1.4% |
10% |
False |
True |
26,040 |
| 20 |
100.33 |
93.34 |
6.99 |
7.4% |
1.18 |
1.3% |
10% |
False |
True |
25,661 |
| 40 |
100.33 |
92.42 |
7.91 |
8.4% |
1.25 |
1.3% |
21% |
False |
False |
22,727 |
| 60 |
101.00 |
92.42 |
8.58 |
9.1% |
1.27 |
1.3% |
19% |
False |
False |
19,997 |
| 80 |
101.00 |
92.42 |
8.58 |
9.1% |
1.26 |
1.3% |
19% |
False |
False |
16,634 |
| 100 |
103.06 |
92.42 |
10.64 |
11.3% |
1.22 |
1.3% |
15% |
False |
False |
14,190 |
| 120 |
103.06 |
92.42 |
10.64 |
11.3% |
1.15 |
1.2% |
15% |
False |
False |
12,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.11 |
|
2.618 |
98.01 |
|
1.618 |
96.72 |
|
1.000 |
95.92 |
|
0.618 |
95.43 |
|
HIGH |
94.63 |
|
0.618 |
94.14 |
|
0.500 |
93.99 |
|
0.382 |
93.83 |
|
LOW |
93.34 |
|
0.618 |
92.54 |
|
1.000 |
92.05 |
|
1.618 |
91.25 |
|
2.618 |
89.96 |
|
4.250 |
87.86 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.04 |
96.13 |
| PP |
94.01 |
95.44 |
| S1 |
93.99 |
94.75 |
|