NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.41 |
93.02 |
0.61 |
0.7% |
94.21 |
| High |
93.47 |
93.03 |
-0.44 |
-0.5% |
94.63 |
| Low |
92.20 |
91.62 |
-0.58 |
-0.6% |
91.48 |
| Close |
92.92 |
91.97 |
-0.95 |
-1.0% |
92.92 |
| Range |
1.27 |
1.41 |
0.14 |
11.0% |
3.15 |
| ATR |
1.39 |
1.39 |
0.00 |
0.1% |
0.00 |
| Volume |
55,677 |
59,727 |
4,050 |
7.3% |
219,355 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.44 |
95.61 |
92.75 |
|
| R3 |
95.03 |
94.20 |
92.36 |
|
| R2 |
93.62 |
93.62 |
92.23 |
|
| R1 |
92.79 |
92.79 |
92.10 |
92.50 |
| PP |
92.21 |
92.21 |
92.21 |
92.06 |
| S1 |
91.38 |
91.38 |
91.84 |
91.09 |
| S2 |
90.80 |
90.80 |
91.71 |
|
| S3 |
89.39 |
89.97 |
91.58 |
|
| S4 |
87.98 |
88.56 |
91.19 |
|
|
| 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 |
94.23 |
91.48 |
2.75 |
3.0% |
1.36 |
1.5% |
18% |
False |
False |
47,319 |
| 10 |
100.15 |
91.48 |
8.67 |
9.4% |
1.56 |
1.7% |
6% |
False |
False |
39,894 |
| 20 |
100.33 |
91.48 |
8.85 |
9.6% |
1.26 |
1.4% |
6% |
False |
False |
30,409 |
| 40 |
100.33 |
91.48 |
8.85 |
9.6% |
1.26 |
1.4% |
6% |
False |
False |
26,457 |
| 60 |
100.40 |
91.48 |
8.92 |
9.7% |
1.26 |
1.4% |
5% |
False |
False |
22,995 |
| 80 |
101.00 |
91.48 |
9.52 |
10.4% |
1.26 |
1.4% |
5% |
False |
False |
19,234 |
| 100 |
103.06 |
91.48 |
11.58 |
12.6% |
1.25 |
1.4% |
4% |
False |
False |
16,354 |
| 120 |
103.06 |
91.48 |
11.58 |
12.6% |
1.18 |
1.3% |
4% |
False |
False |
14,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.02 |
|
2.618 |
96.72 |
|
1.618 |
95.31 |
|
1.000 |
94.44 |
|
0.618 |
93.90 |
|
HIGH |
93.03 |
|
0.618 |
92.49 |
|
0.500 |
92.33 |
|
0.382 |
92.16 |
|
LOW |
91.62 |
|
0.618 |
90.75 |
|
1.000 |
90.21 |
|
1.618 |
89.34 |
|
2.618 |
87.93 |
|
4.250 |
85.63 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.33 |
92.48 |
| PP |
92.21 |
92.31 |
| S1 |
92.09 |
92.14 |
|