NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.41 |
95.25 |
-1.16 |
-1.2% |
94.10 |
High |
96.72 |
97.18 |
0.46 |
0.5% |
97.27 |
Low |
94.92 |
95.25 |
0.33 |
0.3% |
93.54 |
Close |
95.36 |
96.96 |
1.60 |
1.7% |
96.22 |
Range |
1.80 |
1.93 |
0.13 |
7.2% |
3.73 |
ATR |
1.45 |
1.48 |
0.03 |
2.4% |
0.00 |
Volume |
76,813 |
69,055 |
-7,758 |
-10.1% |
293,226 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.25 |
101.54 |
98.02 |
|
R3 |
100.32 |
99.61 |
97.49 |
|
R2 |
98.39 |
98.39 |
97.31 |
|
R1 |
97.68 |
97.68 |
97.14 |
98.04 |
PP |
96.46 |
96.46 |
96.46 |
96.64 |
S1 |
95.75 |
95.75 |
96.78 |
96.11 |
S2 |
94.53 |
94.53 |
96.61 |
|
S3 |
92.60 |
93.82 |
96.43 |
|
S4 |
90.67 |
91.89 |
95.90 |
|
|
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 |
94.92 |
2.35 |
2.4% |
1.59 |
1.6% |
87% |
False |
False |
78,924 |
10 |
97.27 |
91.67 |
5.60 |
5.8% |
1.52 |
1.6% |
94% |
False |
False |
62,939 |
20 |
100.15 |
91.48 |
8.67 |
8.9% |
1.54 |
1.6% |
63% |
False |
False |
51,417 |
40 |
100.33 |
91.48 |
8.85 |
9.1% |
1.33 |
1.4% |
62% |
False |
False |
37,293 |
60 |
100.33 |
91.48 |
8.85 |
9.1% |
1.31 |
1.4% |
62% |
False |
False |
31,007 |
80 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
58% |
False |
False |
26,375 |
100 |
101.62 |
91.48 |
10.14 |
10.5% |
1.28 |
1.3% |
54% |
False |
False |
22,200 |
120 |
103.06 |
91.48 |
11.58 |
11.9% |
1.24 |
1.3% |
47% |
False |
False |
19,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.38 |
2.618 |
102.23 |
1.618 |
100.30 |
1.000 |
99.11 |
0.618 |
98.37 |
HIGH |
97.18 |
0.618 |
96.44 |
0.500 |
96.22 |
0.382 |
95.99 |
LOW |
95.25 |
0.618 |
94.06 |
1.000 |
93.32 |
1.618 |
92.13 |
2.618 |
90.20 |
4.250 |
87.05 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.71 |
96.66 |
PP |
96.46 |
96.36 |
S1 |
96.22 |
96.06 |
|