NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.43 |
92.19 |
-0.24 |
-0.3% |
93.88 |
High |
92.79 |
93.17 |
0.38 |
0.4% |
94.26 |
Low |
91.35 |
91.97 |
0.62 |
0.7% |
91.35 |
Close |
91.69 |
92.68 |
0.99 |
1.1% |
92.68 |
Range |
1.44 |
1.20 |
-0.24 |
-16.7% |
2.91 |
ATR |
1.21 |
1.23 |
0.02 |
1.6% |
0.00 |
Volume |
32,305 |
34,739 |
2,434 |
7.5% |
141,236 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.21 |
95.64 |
93.34 |
|
R3 |
95.01 |
94.44 |
93.01 |
|
R2 |
93.81 |
93.81 |
92.90 |
|
R1 |
93.24 |
93.24 |
92.79 |
93.53 |
PP |
92.61 |
92.61 |
92.61 |
92.75 |
S1 |
92.04 |
92.04 |
92.57 |
92.33 |
S2 |
91.41 |
91.41 |
92.46 |
|
S3 |
90.21 |
90.84 |
92.35 |
|
S4 |
89.01 |
89.64 |
92.02 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.49 |
100.00 |
94.28 |
|
R3 |
98.58 |
97.09 |
93.48 |
|
R2 |
95.67 |
95.67 |
93.21 |
|
R1 |
94.18 |
94.18 |
92.95 |
93.47 |
PP |
92.76 |
92.76 |
92.76 |
92.41 |
S1 |
91.27 |
91.27 |
92.41 |
90.56 |
S2 |
89.85 |
89.85 |
92.15 |
|
S3 |
86.94 |
88.36 |
91.88 |
|
S4 |
84.03 |
85.45 |
91.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.26 |
91.35 |
2.91 |
3.1% |
1.22 |
1.3% |
46% |
False |
False |
28,247 |
10 |
99.53 |
91.35 |
8.18 |
8.8% |
1.42 |
1.5% |
16% |
False |
False |
21,811 |
20 |
99.53 |
91.35 |
8.18 |
8.8% |
1.14 |
1.2% |
16% |
False |
False |
18,682 |
40 |
99.53 |
91.35 |
8.18 |
8.8% |
1.14 |
1.2% |
16% |
False |
False |
16,644 |
60 |
100.11 |
91.35 |
8.76 |
9.5% |
1.13 |
1.2% |
15% |
False |
False |
14,673 |
80 |
100.11 |
91.35 |
8.76 |
9.5% |
1.13 |
1.2% |
15% |
False |
False |
12,201 |
100 |
101.55 |
91.35 |
10.20 |
11.0% |
1.05 |
1.1% |
13% |
False |
False |
10,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.27 |
2.618 |
96.31 |
1.618 |
95.11 |
1.000 |
94.37 |
0.618 |
93.91 |
HIGH |
93.17 |
0.618 |
92.71 |
0.500 |
92.57 |
0.382 |
92.43 |
LOW |
91.97 |
0.618 |
91.23 |
1.000 |
90.77 |
1.618 |
90.03 |
2.618 |
88.83 |
4.250 |
86.87 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.64 |
92.65 |
PP |
92.61 |
92.61 |
S1 |
92.57 |
92.58 |
|