NYMEX Light Sweet Crude Oil Future April 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.92 |
97.38 |
0.46 |
0.5% |
96.41 |
High |
97.99 |
97.61 |
-0.38 |
-0.4% |
97.99 |
Low |
96.86 |
96.56 |
-0.30 |
-0.3% |
94.92 |
Close |
97.66 |
96.71 |
-0.95 |
-1.0% |
96.71 |
Range |
1.13 |
1.05 |
-0.08 |
-7.1% |
3.07 |
ATR |
1.45 |
1.42 |
-0.02 |
-1.7% |
0.00 |
Volume |
68,270 |
85,069 |
16,799 |
24.6% |
371,592 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.11 |
99.46 |
97.29 |
|
R3 |
99.06 |
98.41 |
97.00 |
|
R2 |
98.01 |
98.01 |
96.90 |
|
R1 |
97.36 |
97.36 |
96.81 |
97.16 |
PP |
96.96 |
96.96 |
96.96 |
96.86 |
S1 |
96.31 |
96.31 |
96.61 |
96.11 |
S2 |
95.91 |
95.91 |
96.52 |
|
S3 |
94.86 |
95.26 |
96.42 |
|
S4 |
93.81 |
94.21 |
96.13 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.75 |
104.30 |
98.40 |
|
R3 |
102.68 |
101.23 |
97.55 |
|
R2 |
99.61 |
99.61 |
97.27 |
|
R1 |
98.16 |
98.16 |
96.99 |
98.89 |
PP |
96.54 |
96.54 |
96.54 |
96.90 |
S1 |
95.09 |
95.09 |
96.43 |
95.82 |
S2 |
93.47 |
93.47 |
96.15 |
|
S3 |
90.40 |
92.02 |
95.87 |
|
S4 |
87.33 |
88.95 |
95.02 |
|
|
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 |
3.2% |
1.44 |
1.5% |
58% |
False |
False |
74,318 |
10 |
97.99 |
93.54 |
4.45 |
4.6% |
1.42 |
1.5% |
71% |
False |
False |
70,820 |
20 |
97.99 |
91.48 |
6.51 |
6.7% |
1.43 |
1.5% |
80% |
False |
False |
58,832 |
40 |
100.33 |
91.48 |
8.85 |
9.2% |
1.27 |
1.3% |
59% |
False |
False |
42,025 |
60 |
100.33 |
91.48 |
8.85 |
9.2% |
1.31 |
1.4% |
59% |
False |
False |
33,845 |
80 |
101.00 |
91.48 |
9.52 |
9.8% |
1.30 |
1.3% |
55% |
False |
False |
28,879 |
100 |
101.00 |
91.48 |
9.52 |
9.8% |
1.29 |
1.3% |
55% |
False |
False |
24,332 |
120 |
103.06 |
91.48 |
11.58 |
12.0% |
1.24 |
1.3% |
45% |
False |
False |
20,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.07 |
2.618 |
100.36 |
1.618 |
99.31 |
1.000 |
98.66 |
0.618 |
98.26 |
HIGH |
97.61 |
0.618 |
97.21 |
0.500 |
97.09 |
0.382 |
96.96 |
LOW |
96.56 |
0.618 |
95.91 |
1.000 |
95.51 |
1.618 |
94.86 |
2.618 |
93.81 |
4.250 |
92.10 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
97.09 |
96.97 |
PP |
96.96 |
96.88 |
S1 |
96.84 |
96.80 |
|