NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.73 |
92.41 |
-0.32 |
-0.3% |
94.21 |
High |
93.06 |
93.47 |
0.41 |
0.4% |
94.63 |
Low |
91.48 |
92.20 |
0.72 |
0.8% |
91.48 |
Close |
91.89 |
92.92 |
1.03 |
1.1% |
92.92 |
Range |
1.58 |
1.27 |
-0.31 |
-19.6% |
3.15 |
ATR |
1.38 |
1.39 |
0.01 |
1.0% |
0.00 |
Volume |
44,867 |
55,677 |
10,810 |
24.1% |
219,355 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.67 |
96.07 |
93.62 |
|
R3 |
95.40 |
94.80 |
93.27 |
|
R2 |
94.13 |
94.13 |
93.15 |
|
R1 |
93.53 |
93.53 |
93.04 |
93.83 |
PP |
92.86 |
92.86 |
92.86 |
93.02 |
S1 |
92.26 |
92.26 |
92.80 |
92.56 |
S2 |
91.59 |
91.59 |
92.69 |
|
S3 |
90.32 |
90.99 |
92.57 |
|
S4 |
89.05 |
89.72 |
92.22 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.46 |
100.84 |
94.65 |
|
R3 |
99.31 |
97.69 |
93.79 |
|
R2 |
96.16 |
96.16 |
93.50 |
|
R1 |
94.54 |
94.54 |
93.21 |
93.78 |
PP |
93.01 |
93.01 |
93.01 |
92.63 |
S1 |
91.39 |
91.39 |
92.63 |
90.63 |
S2 |
89.86 |
89.86 |
92.34 |
|
S3 |
86.71 |
88.24 |
92.05 |
|
S4 |
83.56 |
85.09 |
91.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.63 |
91.48 |
3.15 |
3.4% |
1.33 |
1.4% |
46% |
False |
False |
43,871 |
10 |
100.33 |
91.48 |
8.85 |
9.5% |
1.53 |
1.6% |
16% |
False |
False |
34,833 |
20 |
100.33 |
91.48 |
8.85 |
9.5% |
1.23 |
1.3% |
16% |
False |
False |
29,416 |
40 |
100.33 |
91.48 |
8.85 |
9.5% |
1.26 |
1.4% |
16% |
False |
False |
25,570 |
60 |
101.00 |
91.48 |
9.52 |
10.2% |
1.27 |
1.4% |
15% |
False |
False |
22,165 |
80 |
101.00 |
91.48 |
9.52 |
10.2% |
1.28 |
1.4% |
15% |
False |
False |
18,560 |
100 |
103.06 |
91.48 |
11.58 |
12.5% |
1.24 |
1.3% |
12% |
False |
False |
15,787 |
120 |
103.06 |
91.48 |
11.58 |
12.5% |
1.17 |
1.3% |
12% |
False |
False |
13,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.87 |
2.618 |
96.79 |
1.618 |
95.52 |
1.000 |
94.74 |
0.618 |
94.25 |
HIGH |
93.47 |
0.618 |
92.98 |
0.500 |
92.84 |
0.382 |
92.69 |
LOW |
92.20 |
0.618 |
91.42 |
1.000 |
90.93 |
1.618 |
90.15 |
2.618 |
88.88 |
4.250 |
86.80 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.89 |
92.89 |
PP |
92.86 |
92.86 |
S1 |
92.84 |
92.84 |
|