NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.02 |
91.67 |
-1.35 |
-1.5% |
94.21 |
| High |
93.03 |
92.97 |
-0.06 |
-0.1% |
94.63 |
| Low |
91.62 |
91.67 |
0.05 |
0.1% |
91.48 |
| Close |
91.97 |
92.66 |
0.69 |
0.8% |
92.92 |
| Range |
1.41 |
1.30 |
-0.11 |
-7.8% |
3.15 |
| ATR |
1.39 |
1.39 |
-0.01 |
-0.5% |
0.00 |
| Volume |
59,727 |
39,912 |
-19,815 |
-33.2% |
219,355 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.33 |
95.80 |
93.38 |
|
| R3 |
95.03 |
94.50 |
93.02 |
|
| R2 |
93.73 |
93.73 |
92.90 |
|
| R1 |
93.20 |
93.20 |
92.78 |
93.47 |
| PP |
92.43 |
92.43 |
92.43 |
92.57 |
| S1 |
91.90 |
91.90 |
92.54 |
92.17 |
| S2 |
91.13 |
91.13 |
92.42 |
|
| S3 |
89.83 |
90.60 |
92.30 |
|
| S4 |
88.53 |
89.30 |
91.95 |
|
|
| 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 |
94.19 |
91.48 |
2.71 |
2.9% |
1.47 |
1.6% |
44% |
False |
False |
48,445 |
| 10 |
99.29 |
91.48 |
7.81 |
8.4% |
1.58 |
1.7% |
15% |
False |
False |
41,608 |
| 20 |
100.33 |
91.48 |
8.85 |
9.6% |
1.27 |
1.4% |
13% |
False |
False |
30,905 |
| 40 |
100.33 |
91.48 |
8.85 |
9.6% |
1.25 |
1.4% |
13% |
False |
False |
26,639 |
| 60 |
100.33 |
91.48 |
8.85 |
9.6% |
1.25 |
1.4% |
13% |
False |
False |
23,307 |
| 80 |
101.00 |
91.48 |
9.52 |
10.3% |
1.26 |
1.4% |
12% |
False |
False |
19,634 |
| 100 |
103.06 |
91.48 |
11.58 |
12.5% |
1.25 |
1.3% |
10% |
False |
False |
16,689 |
| 120 |
103.06 |
91.48 |
11.58 |
12.5% |
1.18 |
1.3% |
10% |
False |
False |
14,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.50 |
|
2.618 |
96.37 |
|
1.618 |
95.07 |
|
1.000 |
94.27 |
|
0.618 |
93.77 |
|
HIGH |
92.97 |
|
0.618 |
92.47 |
|
0.500 |
92.32 |
|
0.382 |
92.17 |
|
LOW |
91.67 |
|
0.618 |
90.87 |
|
1.000 |
90.37 |
|
1.618 |
89.57 |
|
2.618 |
88.27 |
|
4.250 |
86.15 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.55 |
92.62 |
| PP |
92.43 |
92.58 |
| S1 |
92.32 |
92.55 |
|