NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.02 |
92.73 |
-1.29 |
-1.4% |
99.82 |
High |
94.19 |
93.06 |
-1.13 |
-1.2% |
100.15 |
Low |
92.40 |
91.48 |
-0.92 |
-1.0% |
93.98 |
Close |
92.47 |
91.89 |
-0.58 |
-0.6% |
95.55 |
Range |
1.79 |
1.58 |
-0.21 |
-11.7% |
6.17 |
ATR |
1.36 |
1.38 |
0.02 |
1.1% |
0.00 |
Volume |
42,042 |
44,867 |
2,825 |
6.7% |
119,866 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.88 |
95.97 |
92.76 |
|
R3 |
95.30 |
94.39 |
92.32 |
|
R2 |
93.72 |
93.72 |
92.18 |
|
R1 |
92.81 |
92.81 |
92.03 |
92.48 |
PP |
92.14 |
92.14 |
92.14 |
91.98 |
S1 |
91.23 |
91.23 |
91.75 |
90.90 |
S2 |
90.56 |
90.56 |
91.60 |
|
S3 |
88.98 |
89.65 |
91.46 |
|
S4 |
87.40 |
88.07 |
91.02 |
|
|
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 |
95.80 |
91.48 |
4.32 |
4.7% |
1.44 |
1.6% |
9% |
False |
True |
41,223 |
10 |
100.33 |
91.48 |
8.85 |
9.6% |
1.46 |
1.6% |
5% |
False |
True |
30,525 |
20 |
100.33 |
91.48 |
8.85 |
9.6% |
1.23 |
1.3% |
5% |
False |
True |
28,322 |
40 |
100.33 |
91.48 |
8.85 |
9.6% |
1.27 |
1.4% |
5% |
False |
True |
24,579 |
60 |
101.00 |
91.48 |
9.52 |
10.4% |
1.26 |
1.4% |
4% |
False |
True |
21,375 |
80 |
101.00 |
91.48 |
9.52 |
10.4% |
1.27 |
1.4% |
4% |
False |
True |
17,976 |
100 |
103.06 |
91.48 |
11.58 |
12.6% |
1.23 |
1.3% |
4% |
False |
True |
15,275 |
120 |
103.06 |
91.48 |
11.58 |
12.6% |
1.17 |
1.3% |
4% |
False |
True |
13,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.78 |
2.618 |
97.20 |
1.618 |
95.62 |
1.000 |
94.64 |
0.618 |
94.04 |
HIGH |
93.06 |
0.618 |
92.46 |
0.500 |
92.27 |
0.382 |
92.08 |
LOW |
91.48 |
0.618 |
90.50 |
1.000 |
89.90 |
1.618 |
88.92 |
2.618 |
87.34 |
4.250 |
84.77 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.27 |
92.86 |
PP |
92.14 |
92.53 |
S1 |
92.02 |
92.21 |
|