NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.88 |
93.52 |
-0.36 |
-0.4% |
99.02 |
High |
94.26 |
93.94 |
-0.32 |
-0.3% |
99.40 |
Low |
93.15 |
93.26 |
0.11 |
0.1% |
93.67 |
Close |
93.29 |
93.39 |
0.10 |
0.1% |
93.75 |
Range |
1.11 |
0.68 |
-0.43 |
-38.7% |
5.73 |
ATR |
1.20 |
1.16 |
-0.04 |
-3.1% |
0.00 |
Volume |
24,332 |
26,636 |
2,304 |
9.5% |
71,470 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.57 |
95.16 |
93.76 |
|
R3 |
94.89 |
94.48 |
93.58 |
|
R2 |
94.21 |
94.21 |
93.51 |
|
R1 |
93.80 |
93.80 |
93.45 |
93.67 |
PP |
93.53 |
93.53 |
93.53 |
93.46 |
S1 |
93.12 |
93.12 |
93.33 |
92.99 |
S2 |
92.85 |
92.85 |
93.27 |
|
S3 |
92.17 |
92.44 |
93.20 |
|
S4 |
91.49 |
91.76 |
93.02 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.80 |
109.00 |
96.90 |
|
R3 |
107.07 |
103.27 |
95.33 |
|
R2 |
101.34 |
101.34 |
94.80 |
|
R1 |
97.54 |
97.54 |
94.28 |
96.58 |
PP |
95.61 |
95.61 |
95.61 |
95.12 |
S1 |
91.81 |
91.81 |
93.22 |
90.85 |
S2 |
89.88 |
89.88 |
92.70 |
|
S3 |
84.15 |
86.08 |
92.17 |
|
S4 |
78.42 |
80.35 |
90.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.74 |
93.15 |
5.59 |
6.0% |
1.58 |
1.7% |
4% |
False |
False |
21,257 |
10 |
99.53 |
93.15 |
6.38 |
6.8% |
1.18 |
1.3% |
4% |
False |
False |
16,700 |
20 |
99.53 |
93.15 |
6.38 |
6.8% |
1.07 |
1.1% |
4% |
False |
False |
17,023 |
40 |
99.53 |
92.38 |
7.15 |
7.7% |
1.13 |
1.2% |
14% |
False |
False |
15,141 |
60 |
100.11 |
92.38 |
7.73 |
8.3% |
1.10 |
1.2% |
13% |
False |
False |
13,585 |
80 |
100.11 |
92.38 |
7.73 |
8.3% |
1.11 |
1.2% |
13% |
False |
False |
11,210 |
100 |
101.55 |
92.38 |
9.17 |
9.8% |
1.02 |
1.1% |
11% |
False |
False |
9,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.83 |
2.618 |
95.72 |
1.618 |
95.04 |
1.000 |
94.62 |
0.618 |
94.36 |
HIGH |
93.94 |
0.618 |
93.68 |
0.500 |
93.60 |
0.382 |
93.52 |
LOW |
93.26 |
0.618 |
92.84 |
1.000 |
92.58 |
1.618 |
92.16 |
2.618 |
91.48 |
4.250 |
90.37 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.60 |
94.29 |
PP |
93.53 |
93.99 |
S1 |
93.46 |
93.69 |
|