NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.65 |
94.02 |
0.37 |
0.4% |
99.82 |
High |
94.23 |
94.19 |
-0.04 |
0.0% |
100.15 |
Low |
93.49 |
92.40 |
-1.09 |
-1.2% |
93.98 |
Close |
93.71 |
92.47 |
-1.24 |
-1.3% |
95.55 |
Range |
0.74 |
1.79 |
1.05 |
141.9% |
6.17 |
ATR |
1.33 |
1.36 |
0.03 |
2.5% |
0.00 |
Volume |
34,282 |
42,042 |
7,760 |
22.6% |
119,866 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.39 |
97.22 |
93.45 |
|
R3 |
96.60 |
95.43 |
92.96 |
|
R2 |
94.81 |
94.81 |
92.80 |
|
R1 |
93.64 |
93.64 |
92.63 |
93.33 |
PP |
93.02 |
93.02 |
93.02 |
92.87 |
S1 |
91.85 |
91.85 |
92.31 |
91.54 |
S2 |
91.23 |
91.23 |
92.14 |
|
S3 |
89.44 |
90.06 |
91.98 |
|
S4 |
87.65 |
88.27 |
91.49 |
|
|
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 |
98.92 |
92.40 |
6.52 |
7.1% |
1.82 |
2.0% |
1% |
False |
True |
37,723 |
10 |
100.33 |
92.40 |
7.93 |
8.6% |
1.39 |
1.5% |
1% |
False |
True |
28,264 |
20 |
100.33 |
92.40 |
7.93 |
8.6% |
1.22 |
1.3% |
1% |
False |
True |
27,192 |
40 |
100.33 |
92.40 |
7.93 |
8.6% |
1.26 |
1.4% |
1% |
False |
True |
23,793 |
60 |
101.00 |
92.40 |
8.60 |
9.3% |
1.26 |
1.4% |
1% |
False |
True |
20,934 |
80 |
101.00 |
92.40 |
8.60 |
9.3% |
1.27 |
1.4% |
1% |
False |
True |
17,462 |
100 |
103.06 |
92.40 |
10.66 |
11.5% |
1.23 |
1.3% |
1% |
False |
True |
14,861 |
120 |
103.06 |
92.40 |
10.66 |
11.5% |
1.16 |
1.3% |
1% |
False |
True |
12,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.80 |
2.618 |
98.88 |
1.618 |
97.09 |
1.000 |
95.98 |
0.618 |
95.30 |
HIGH |
94.19 |
0.618 |
93.51 |
0.500 |
93.30 |
0.382 |
93.08 |
LOW |
92.40 |
0.618 |
91.29 |
1.000 |
90.61 |
1.618 |
89.50 |
2.618 |
87.71 |
4.250 |
84.79 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.30 |
93.52 |
PP |
93.02 |
93.17 |
S1 |
92.75 |
92.82 |
|