NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.29 |
94.06 |
-0.23 |
-0.2% |
93.02 |
| High |
94.60 |
94.83 |
0.23 |
0.2% |
94.83 |
| Low |
93.58 |
93.83 |
0.25 |
0.3% |
91.62 |
| Close |
93.92 |
94.44 |
0.52 |
0.6% |
94.44 |
| Range |
1.02 |
1.00 |
-0.02 |
-2.0% |
3.21 |
| ATR |
1.41 |
1.38 |
-0.03 |
-2.1% |
0.00 |
| Volume |
50,135 |
43,389 |
-6,746 |
-13.5% |
250,030 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.37 |
96.90 |
94.99 |
|
| R3 |
96.37 |
95.90 |
94.72 |
|
| R2 |
95.37 |
95.37 |
94.62 |
|
| R1 |
94.90 |
94.90 |
94.53 |
95.14 |
| PP |
94.37 |
94.37 |
94.37 |
94.48 |
| S1 |
93.90 |
93.90 |
94.35 |
94.14 |
| S2 |
93.37 |
93.37 |
94.26 |
|
| S3 |
92.37 |
92.90 |
94.17 |
|
| S4 |
91.37 |
91.90 |
93.89 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.26 |
102.06 |
96.21 |
|
| R3 |
100.05 |
98.85 |
95.32 |
|
| R2 |
96.84 |
96.84 |
95.03 |
|
| R1 |
95.64 |
95.64 |
94.73 |
96.24 |
| PP |
93.63 |
93.63 |
93.63 |
93.93 |
| S1 |
92.43 |
92.43 |
94.15 |
93.03 |
| S2 |
90.42 |
90.42 |
93.85 |
|
| S3 |
87.21 |
89.22 |
93.56 |
|
| S4 |
84.00 |
86.01 |
92.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.83 |
91.62 |
3.21 |
3.4% |
1.38 |
1.5% |
88% |
True |
False |
50,006 |
| 10 |
94.83 |
91.48 |
3.35 |
3.5% |
1.36 |
1.4% |
88% |
True |
False |
46,938 |
| 20 |
100.33 |
91.48 |
8.85 |
9.4% |
1.33 |
1.4% |
33% |
False |
False |
35,697 |
| 40 |
100.33 |
91.48 |
8.85 |
9.4% |
1.29 |
1.4% |
33% |
False |
False |
28,743 |
| 60 |
100.33 |
91.48 |
8.85 |
9.4% |
1.26 |
1.3% |
33% |
False |
False |
25,127 |
| 80 |
101.00 |
91.48 |
9.52 |
10.1% |
1.27 |
1.3% |
31% |
False |
False |
21,310 |
| 100 |
103.06 |
91.48 |
11.58 |
12.3% |
1.27 |
1.3% |
26% |
False |
False |
18,072 |
| 120 |
103.06 |
91.48 |
11.58 |
12.3% |
1.20 |
1.3% |
26% |
False |
False |
15,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.08 |
|
2.618 |
97.45 |
|
1.618 |
96.45 |
|
1.000 |
95.83 |
|
0.618 |
95.45 |
|
HIGH |
94.83 |
|
0.618 |
94.45 |
|
0.500 |
94.33 |
|
0.382 |
94.21 |
|
LOW |
93.83 |
|
0.618 |
93.21 |
|
1.000 |
92.83 |
|
1.618 |
92.21 |
|
2.618 |
91.21 |
|
4.250 |
89.58 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.40 |
94.18 |
| PP |
94.37 |
93.91 |
| S1 |
94.33 |
93.65 |
|