NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
96.72 |
96.92 |
0.20 |
0.2% |
94.10 |
| High |
97.25 |
97.99 |
0.74 |
0.8% |
97.27 |
| Low |
95.94 |
96.86 |
0.92 |
1.0% |
93.54 |
| Close |
96.88 |
97.66 |
0.78 |
0.8% |
96.22 |
| Range |
1.31 |
1.13 |
-0.18 |
-13.7% |
3.73 |
| ATR |
1.47 |
1.45 |
-0.02 |
-1.7% |
0.00 |
| Volume |
72,385 |
68,270 |
-4,115 |
-5.7% |
293,226 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.89 |
100.41 |
98.28 |
|
| R3 |
99.76 |
99.28 |
97.97 |
|
| R2 |
98.63 |
98.63 |
97.87 |
|
| R1 |
98.15 |
98.15 |
97.76 |
98.39 |
| PP |
97.50 |
97.50 |
97.50 |
97.63 |
| S1 |
97.02 |
97.02 |
97.56 |
97.26 |
| S2 |
96.37 |
96.37 |
97.45 |
|
| S3 |
95.24 |
95.89 |
97.35 |
|
| S4 |
94.11 |
94.76 |
97.04 |
|
|
| 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 |
97.99 |
94.92 |
3.07 |
3.1% |
1.52 |
1.6% |
89% |
True |
False |
79,375 |
| 10 |
97.99 |
93.54 |
4.45 |
4.6% |
1.42 |
1.5% |
93% |
True |
False |
67,327 |
| 20 |
98.92 |
91.48 |
7.44 |
7.6% |
1.55 |
1.6% |
83% |
False |
False |
55,946 |
| 40 |
100.33 |
91.48 |
8.85 |
9.1% |
1.31 |
1.3% |
70% |
False |
False |
40,355 |
| 60 |
100.33 |
91.48 |
8.85 |
9.1% |
1.31 |
1.3% |
70% |
False |
False |
32,721 |
| 80 |
101.00 |
91.48 |
9.52 |
9.7% |
1.31 |
1.3% |
65% |
False |
False |
27,875 |
| 100 |
101.36 |
91.48 |
9.88 |
10.1% |
1.29 |
1.3% |
63% |
False |
False |
23,520 |
| 120 |
103.06 |
91.48 |
11.58 |
11.9% |
1.24 |
1.3% |
53% |
False |
False |
20,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.79 |
|
2.618 |
100.95 |
|
1.618 |
99.82 |
|
1.000 |
99.12 |
|
0.618 |
98.69 |
|
HIGH |
97.99 |
|
0.618 |
97.56 |
|
0.500 |
97.43 |
|
0.382 |
97.29 |
|
LOW |
96.86 |
|
0.618 |
96.16 |
|
1.000 |
95.73 |
|
1.618 |
95.03 |
|
2.618 |
93.90 |
|
4.250 |
92.06 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.58 |
97.31 |
| PP |
97.50 |
96.97 |
| S1 |
97.43 |
96.62 |
|