NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
98.70 |
98.09 |
-0.61 |
-0.6% |
97.86 |
High |
98.74 |
98.42 |
-0.32 |
-0.3% |
99.53 |
Low |
97.68 |
95.14 |
-2.54 |
-2.6% |
97.44 |
Close |
97.99 |
95.20 |
-2.79 |
-2.8% |
99.18 |
Range |
1.06 |
3.28 |
2.22 |
209.4% |
2.09 |
ATR |
1.00 |
1.16 |
0.16 |
16.4% |
0.00 |
Volume |
15,835 |
11,430 |
-4,405 |
-27.8% |
44,564 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.09 |
103.93 |
97.00 |
|
R3 |
102.81 |
100.65 |
96.10 |
|
R2 |
99.53 |
99.53 |
95.80 |
|
R1 |
97.37 |
97.37 |
95.50 |
96.81 |
PP |
96.25 |
96.25 |
96.25 |
95.98 |
S1 |
94.09 |
94.09 |
94.90 |
93.53 |
S2 |
92.97 |
92.97 |
94.60 |
|
S3 |
89.69 |
90.81 |
94.30 |
|
S4 |
86.41 |
87.53 |
93.40 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.99 |
104.17 |
100.33 |
|
R3 |
102.90 |
102.08 |
99.75 |
|
R2 |
100.81 |
100.81 |
99.56 |
|
R1 |
99.99 |
99.99 |
99.37 |
100.40 |
PP |
98.72 |
98.72 |
98.72 |
98.92 |
S1 |
97.90 |
97.90 |
98.99 |
98.31 |
S2 |
96.63 |
96.63 |
98.80 |
|
S3 |
94.54 |
95.81 |
98.61 |
|
S4 |
92.45 |
93.72 |
98.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.53 |
95.14 |
4.39 |
4.6% |
1.37 |
1.4% |
1% |
False |
True |
11,470 |
10 |
99.53 |
95.14 |
4.39 |
4.6% |
1.10 |
1.2% |
1% |
False |
True |
14,080 |
20 |
99.53 |
95.14 |
4.39 |
4.6% |
1.01 |
1.1% |
1% |
False |
True |
16,723 |
40 |
99.53 |
92.38 |
7.15 |
7.5% |
1.12 |
1.2% |
39% |
False |
False |
14,049 |
60 |
100.11 |
92.38 |
7.73 |
8.1% |
1.11 |
1.2% |
36% |
False |
False |
12,574 |
80 |
100.11 |
92.38 |
7.73 |
8.1% |
1.09 |
1.1% |
36% |
False |
False |
10,374 |
100 |
101.55 |
92.38 |
9.17 |
9.6% |
1.01 |
1.1% |
31% |
False |
False |
8,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.36 |
2.618 |
107.01 |
1.618 |
103.73 |
1.000 |
101.70 |
0.618 |
100.45 |
HIGH |
98.42 |
0.618 |
97.17 |
0.500 |
96.78 |
0.382 |
96.39 |
LOW |
95.14 |
0.618 |
93.11 |
1.000 |
91.86 |
1.618 |
89.83 |
2.618 |
86.55 |
4.250 |
81.20 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.78 |
97.27 |
PP |
96.25 |
96.58 |
S1 |
95.73 |
95.89 |
|