NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.30 |
96.82 |
0.52 |
0.5% |
94.10 |
High |
97.27 |
97.19 |
-0.08 |
-0.1% |
97.27 |
Low |
96.08 |
95.78 |
-0.30 |
-0.3% |
93.54 |
Close |
96.76 |
96.22 |
-0.54 |
-0.6% |
96.22 |
Range |
1.19 |
1.41 |
0.22 |
18.5% |
3.73 |
ATR |
1.42 |
1.42 |
0.00 |
-0.1% |
0.00 |
Volume |
83,131 |
110,356 |
27,225 |
32.7% |
293,226 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.63 |
99.83 |
97.00 |
|
R3 |
99.22 |
98.42 |
96.61 |
|
R2 |
97.81 |
97.81 |
96.48 |
|
R1 |
97.01 |
97.01 |
96.35 |
96.71 |
PP |
96.40 |
96.40 |
96.40 |
96.24 |
S1 |
95.60 |
95.60 |
96.09 |
95.30 |
S2 |
94.99 |
94.99 |
95.96 |
|
S3 |
93.58 |
94.19 |
95.83 |
|
S4 |
92.17 |
92.78 |
95.44 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.87 |
105.27 |
98.27 |
|
R3 |
103.14 |
101.54 |
97.25 |
|
R2 |
99.41 |
99.41 |
96.90 |
|
R1 |
97.81 |
97.81 |
96.56 |
98.61 |
PP |
95.68 |
95.68 |
95.68 |
96.08 |
S1 |
94.08 |
94.08 |
95.88 |
94.88 |
S2 |
91.95 |
91.95 |
95.54 |
|
S3 |
88.22 |
90.35 |
95.19 |
|
S4 |
84.49 |
86.62 |
94.17 |
|
|
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% |
1.40 |
1.5% |
72% |
False |
False |
67,323 |
10 |
97.27 |
91.62 |
5.65 |
5.9% |
1.42 |
1.5% |
81% |
False |
False |
59,893 |
20 |
100.33 |
91.48 |
8.85 |
9.2% |
1.44 |
1.5% |
54% |
False |
False |
45,209 |
40 |
100.33 |
91.48 |
8.85 |
9.2% |
1.30 |
1.4% |
54% |
False |
False |
34,463 |
60 |
100.33 |
91.48 |
8.85 |
9.2% |
1.27 |
1.3% |
54% |
False |
False |
28,918 |
80 |
101.00 |
91.48 |
9.52 |
9.9% |
1.29 |
1.3% |
50% |
False |
False |
24,707 |
100 |
101.62 |
91.48 |
10.14 |
10.5% |
1.27 |
1.3% |
47% |
False |
False |
20,834 |
120 |
103.06 |
91.48 |
11.58 |
12.0% |
1.23 |
1.3% |
41% |
False |
False |
18,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.18 |
2.618 |
100.88 |
1.618 |
99.47 |
1.000 |
98.60 |
0.618 |
98.06 |
HIGH |
97.19 |
0.618 |
96.65 |
0.500 |
96.49 |
0.382 |
96.32 |
LOW |
95.78 |
0.618 |
94.91 |
1.000 |
94.37 |
1.618 |
93.50 |
2.618 |
92.09 |
4.250 |
89.79 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.49 |
96.19 |
PP |
96.40 |
96.15 |
S1 |
96.31 |
96.12 |
|