NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.00 |
96.30 |
1.30 |
1.4% |
93.02 |
High |
96.58 |
97.27 |
0.69 |
0.7% |
94.83 |
Low |
94.96 |
96.08 |
1.12 |
1.2% |
91.62 |
Close |
96.37 |
96.76 |
0.39 |
0.4% |
94.44 |
Range |
1.62 |
1.19 |
-0.43 |
-26.5% |
3.21 |
ATR |
1.44 |
1.42 |
-0.02 |
-1.2% |
0.00 |
Volume |
55,268 |
83,131 |
27,863 |
50.4% |
250,030 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.27 |
99.71 |
97.41 |
|
R3 |
99.08 |
98.52 |
97.09 |
|
R2 |
97.89 |
97.89 |
96.98 |
|
R1 |
97.33 |
97.33 |
96.87 |
97.61 |
PP |
96.70 |
96.70 |
96.70 |
96.85 |
S1 |
96.14 |
96.14 |
96.65 |
96.42 |
S2 |
95.51 |
95.51 |
96.54 |
|
S3 |
94.32 |
94.95 |
96.43 |
|
S4 |
93.13 |
93.76 |
96.11 |
|
|
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 |
97.27 |
93.54 |
3.73 |
3.9% |
1.33 |
1.4% |
86% |
True |
False |
55,278 |
10 |
97.27 |
91.48 |
5.79 |
6.0% |
1.44 |
1.5% |
91% |
True |
False |
53,344 |
20 |
100.33 |
91.48 |
8.85 |
9.1% |
1.41 |
1.5% |
60% |
False |
False |
40,804 |
40 |
100.33 |
91.48 |
8.85 |
9.1% |
1.30 |
1.3% |
60% |
False |
False |
32,108 |
60 |
100.33 |
91.48 |
8.85 |
9.1% |
1.26 |
1.3% |
60% |
False |
False |
27,237 |
80 |
101.00 |
91.48 |
9.52 |
9.8% |
1.29 |
1.3% |
55% |
False |
False |
23,399 |
100 |
101.62 |
91.48 |
10.14 |
10.5% |
1.27 |
1.3% |
52% |
False |
False |
19,783 |
120 |
103.06 |
91.48 |
11.58 |
12.0% |
1.22 |
1.3% |
46% |
False |
False |
17,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.33 |
2.618 |
100.39 |
1.618 |
99.20 |
1.000 |
98.46 |
0.618 |
98.01 |
HIGH |
97.27 |
0.618 |
96.82 |
0.500 |
96.68 |
0.382 |
96.53 |
LOW |
96.08 |
0.618 |
95.34 |
1.000 |
94.89 |
1.618 |
94.15 |
2.618 |
92.96 |
4.250 |
91.02 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.73 |
96.31 |
PP |
96.70 |
95.86 |
S1 |
96.68 |
95.41 |
|