NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.69 |
92.43 |
-1.26 |
-1.3% |
99.02 |
High |
93.81 |
92.79 |
-1.02 |
-1.1% |
99.40 |
Low |
92.14 |
91.35 |
-0.79 |
-0.9% |
93.67 |
Close |
92.20 |
91.69 |
-0.51 |
-0.6% |
93.75 |
Range |
1.67 |
1.44 |
-0.23 |
-13.8% |
5.73 |
ATR |
1.20 |
1.21 |
0.02 |
1.5% |
0.00 |
Volume |
23,224 |
32,305 |
9,081 |
39.1% |
71,470 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.26 |
95.42 |
92.48 |
|
R3 |
94.82 |
93.98 |
92.09 |
|
R2 |
93.38 |
93.38 |
91.95 |
|
R1 |
92.54 |
92.54 |
91.82 |
92.24 |
PP |
91.94 |
91.94 |
91.94 |
91.80 |
S1 |
91.10 |
91.10 |
91.56 |
90.80 |
S2 |
90.50 |
90.50 |
91.43 |
|
S3 |
89.06 |
89.66 |
91.29 |
|
S4 |
87.62 |
88.22 |
90.90 |
|
|
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 |
95.43 |
91.35 |
4.08 |
4.4% |
1.33 |
1.5% |
8% |
False |
True |
26,910 |
10 |
99.53 |
91.35 |
8.18 |
8.9% |
1.35 |
1.5% |
4% |
False |
True |
19,190 |
20 |
99.53 |
91.35 |
8.18 |
8.9% |
1.14 |
1.2% |
4% |
False |
True |
18,059 |
40 |
99.53 |
91.35 |
8.18 |
8.9% |
1.16 |
1.3% |
4% |
False |
True |
16,001 |
60 |
100.11 |
91.35 |
8.76 |
9.6% |
1.12 |
1.2% |
4% |
False |
True |
14,202 |
80 |
100.11 |
91.35 |
8.76 |
9.6% |
1.13 |
1.2% |
4% |
False |
True |
11,831 |
100 |
101.55 |
91.35 |
10.20 |
11.1% |
1.04 |
1.1% |
3% |
False |
True |
10,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.91 |
2.618 |
96.56 |
1.618 |
95.12 |
1.000 |
94.23 |
0.618 |
93.68 |
HIGH |
92.79 |
0.618 |
92.24 |
0.500 |
92.07 |
0.382 |
91.90 |
LOW |
91.35 |
0.618 |
90.46 |
1.000 |
89.91 |
1.618 |
89.02 |
2.618 |
87.58 |
4.250 |
85.23 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.07 |
92.65 |
PP |
91.94 |
92.33 |
S1 |
91.82 |
92.01 |
|