NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.52 |
93.69 |
0.17 |
0.2% |
99.02 |
High |
93.94 |
93.81 |
-0.13 |
-0.1% |
99.40 |
Low |
93.26 |
92.14 |
-1.12 |
-1.2% |
93.67 |
Close |
93.39 |
92.20 |
-1.19 |
-1.3% |
93.75 |
Range |
0.68 |
1.67 |
0.99 |
145.6% |
5.73 |
ATR |
1.16 |
1.20 |
0.04 |
3.1% |
0.00 |
Volume |
26,636 |
23,224 |
-3,412 |
-12.8% |
71,470 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.73 |
96.63 |
93.12 |
|
R3 |
96.06 |
94.96 |
92.66 |
|
R2 |
94.39 |
94.39 |
92.51 |
|
R1 |
93.29 |
93.29 |
92.35 |
93.01 |
PP |
92.72 |
92.72 |
92.72 |
92.57 |
S1 |
91.62 |
91.62 |
92.05 |
91.34 |
S2 |
91.05 |
91.05 |
91.89 |
|
S3 |
89.38 |
89.95 |
91.74 |
|
S4 |
87.71 |
88.28 |
91.28 |
|
|
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 |
98.42 |
92.14 |
6.28 |
6.8% |
1.70 |
1.8% |
1% |
False |
True |
22,735 |
10 |
99.53 |
92.14 |
7.39 |
8.0% |
1.30 |
1.4% |
1% |
False |
True |
17,295 |
20 |
99.53 |
92.14 |
7.39 |
8.0% |
1.13 |
1.2% |
1% |
False |
True |
17,375 |
40 |
99.53 |
92.14 |
7.39 |
8.0% |
1.15 |
1.2% |
1% |
False |
True |
15,450 |
60 |
100.11 |
92.14 |
7.97 |
8.6% |
1.11 |
1.2% |
1% |
False |
True |
13,847 |
80 |
100.11 |
92.14 |
7.97 |
8.6% |
1.12 |
1.2% |
1% |
False |
True |
11,456 |
100 |
101.55 |
92.14 |
9.41 |
10.2% |
1.03 |
1.1% |
1% |
False |
True |
9,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.91 |
2.618 |
98.18 |
1.618 |
96.51 |
1.000 |
95.48 |
0.618 |
94.84 |
HIGH |
93.81 |
0.618 |
93.17 |
0.500 |
92.98 |
0.382 |
92.78 |
LOW |
92.14 |
0.618 |
91.11 |
1.000 |
90.47 |
1.618 |
89.44 |
2.618 |
87.77 |
4.250 |
85.04 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.98 |
93.20 |
PP |
92.72 |
92.87 |
S1 |
92.46 |
92.53 |
|