NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.70 |
94.29 |
1.59 |
1.7% |
94.21 |
| High |
94.64 |
94.60 |
-0.04 |
0.0% |
94.63 |
| Low |
92.47 |
93.58 |
1.11 |
1.2% |
91.48 |
| Close |
94.20 |
93.92 |
-0.28 |
-0.3% |
92.92 |
| Range |
2.17 |
1.02 |
-1.15 |
-53.0% |
3.15 |
| ATR |
1.44 |
1.41 |
-0.03 |
-2.1% |
0.00 |
| Volume |
56,867 |
50,135 |
-6,732 |
-11.8% |
219,355 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.09 |
96.53 |
94.48 |
|
| R3 |
96.07 |
95.51 |
94.20 |
|
| R2 |
95.05 |
95.05 |
94.11 |
|
| R1 |
94.49 |
94.49 |
94.01 |
94.26 |
| PP |
94.03 |
94.03 |
94.03 |
93.92 |
| S1 |
93.47 |
93.47 |
93.83 |
93.24 |
| S2 |
93.01 |
93.01 |
93.73 |
|
| S3 |
91.99 |
92.45 |
93.64 |
|
| S4 |
90.97 |
91.43 |
93.36 |
|
|
| 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 |
94.64 |
91.62 |
3.02 |
3.2% |
1.43 |
1.5% |
76% |
False |
False |
52,463 |
| 10 |
95.80 |
91.48 |
4.32 |
4.6% |
1.44 |
1.5% |
56% |
False |
False |
46,843 |
| 20 |
100.33 |
91.48 |
8.85 |
9.4% |
1.32 |
1.4% |
28% |
False |
False |
34,480 |
| 40 |
100.33 |
91.48 |
8.85 |
9.4% |
1.28 |
1.4% |
28% |
False |
False |
28,111 |
| 60 |
100.33 |
91.48 |
8.85 |
9.4% |
1.27 |
1.4% |
28% |
False |
False |
24,596 |
| 80 |
101.00 |
91.48 |
9.52 |
10.1% |
1.27 |
1.4% |
26% |
False |
False |
20,849 |
| 100 |
103.06 |
91.48 |
11.58 |
12.3% |
1.27 |
1.3% |
21% |
False |
False |
17,667 |
| 120 |
103.06 |
91.48 |
11.58 |
12.3% |
1.19 |
1.3% |
21% |
False |
False |
15,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.94 |
|
2.618 |
97.27 |
|
1.618 |
96.25 |
|
1.000 |
95.62 |
|
0.618 |
95.23 |
|
HIGH |
94.60 |
|
0.618 |
94.21 |
|
0.500 |
94.09 |
|
0.382 |
93.97 |
|
LOW |
93.58 |
|
0.618 |
92.95 |
|
1.000 |
92.56 |
|
1.618 |
91.93 |
|
2.618 |
90.91 |
|
4.250 |
89.25 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.09 |
93.67 |
| PP |
94.03 |
93.41 |
| S1 |
93.98 |
93.16 |
|