NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.21 |
93.65 |
-0.56 |
-0.6% |
99.82 |
High |
94.63 |
94.23 |
-0.40 |
-0.4% |
100.15 |
Low |
93.34 |
93.49 |
0.15 |
0.2% |
93.98 |
Close |
94.06 |
93.71 |
-0.35 |
-0.4% |
95.55 |
Range |
1.29 |
0.74 |
-0.55 |
-42.6% |
6.17 |
ATR |
1.37 |
1.33 |
-0.05 |
-3.3% |
0.00 |
Volume |
42,487 |
34,282 |
-8,205 |
-19.3% |
119,866 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.03 |
95.61 |
94.12 |
|
R3 |
95.29 |
94.87 |
93.91 |
|
R2 |
94.55 |
94.55 |
93.85 |
|
R1 |
94.13 |
94.13 |
93.78 |
94.34 |
PP |
93.81 |
93.81 |
93.81 |
93.92 |
S1 |
93.39 |
93.39 |
93.64 |
93.60 |
S2 |
93.07 |
93.07 |
93.57 |
|
S3 |
92.33 |
92.65 |
93.51 |
|
S4 |
91.59 |
91.91 |
93.30 |
|
|
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 |
99.29 |
93.34 |
5.95 |
6.3% |
1.69 |
1.8% |
6% |
False |
False |
34,771 |
10 |
100.33 |
93.34 |
6.99 |
7.5% |
1.27 |
1.4% |
5% |
False |
False |
26,741 |
20 |
100.33 |
93.34 |
6.99 |
7.5% |
1.17 |
1.3% |
5% |
False |
False |
26,187 |
40 |
100.33 |
92.42 |
7.91 |
8.4% |
1.24 |
1.3% |
16% |
False |
False |
23,205 |
60 |
101.00 |
92.42 |
8.58 |
9.2% |
1.25 |
1.3% |
15% |
False |
False |
20,409 |
80 |
101.00 |
92.42 |
8.58 |
9.2% |
1.26 |
1.3% |
15% |
False |
False |
17,016 |
100 |
103.06 |
92.42 |
10.64 |
11.4% |
1.22 |
1.3% |
12% |
False |
False |
14,474 |
120 |
103.06 |
92.42 |
10.64 |
11.4% |
1.16 |
1.2% |
12% |
False |
False |
12,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.38 |
2.618 |
96.17 |
1.618 |
95.43 |
1.000 |
94.97 |
0.618 |
94.69 |
HIGH |
94.23 |
0.618 |
93.95 |
0.500 |
93.86 |
0.382 |
93.77 |
LOW |
93.49 |
0.618 |
93.03 |
1.000 |
92.75 |
1.618 |
92.29 |
2.618 |
91.55 |
4.250 |
90.35 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.86 |
94.57 |
PP |
93.81 |
94.28 |
S1 |
93.76 |
94.00 |
|