NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.19 |
92.78 |
0.59 |
0.6% |
93.88 |
| High |
93.17 |
92.78 |
-0.39 |
-0.4% |
94.26 |
| Low |
91.97 |
91.39 |
-0.58 |
-0.6% |
91.35 |
| Close |
92.68 |
91.74 |
-0.94 |
-1.0% |
92.68 |
| Range |
1.20 |
1.39 |
0.19 |
15.8% |
2.91 |
| ATR |
1.23 |
1.24 |
0.01 |
0.9% |
0.00 |
| Volume |
34,739 |
30,835 |
-3,904 |
-11.2% |
141,236 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.14 |
95.33 |
92.50 |
|
| R3 |
94.75 |
93.94 |
92.12 |
|
| R2 |
93.36 |
93.36 |
91.99 |
|
| R1 |
92.55 |
92.55 |
91.87 |
92.26 |
| PP |
91.97 |
91.97 |
91.97 |
91.83 |
| S1 |
91.16 |
91.16 |
91.61 |
90.87 |
| S2 |
90.58 |
90.58 |
91.49 |
|
| S3 |
89.19 |
89.77 |
91.36 |
|
| S4 |
87.80 |
88.38 |
90.98 |
|
|
| 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 |
93.94 |
91.35 |
2.59 |
2.8% |
1.28 |
1.4% |
15% |
False |
False |
29,547 |
| 10 |
99.40 |
91.35 |
8.05 |
8.8% |
1.46 |
1.6% |
5% |
False |
False |
24,354 |
| 20 |
99.53 |
91.35 |
8.18 |
8.9% |
1.17 |
1.3% |
5% |
False |
False |
19,141 |
| 40 |
99.53 |
91.35 |
8.18 |
8.9% |
1.15 |
1.3% |
5% |
False |
False |
17,060 |
| 60 |
99.53 |
91.35 |
8.18 |
8.9% |
1.13 |
1.2% |
5% |
False |
False |
15,022 |
| 80 |
100.11 |
91.35 |
8.76 |
9.5% |
1.12 |
1.2% |
4% |
False |
False |
12,536 |
| 100 |
101.55 |
91.35 |
10.20 |
11.1% |
1.06 |
1.2% |
4% |
False |
False |
10,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.69 |
|
2.618 |
96.42 |
|
1.618 |
95.03 |
|
1.000 |
94.17 |
|
0.618 |
93.64 |
|
HIGH |
92.78 |
|
0.618 |
92.25 |
|
0.500 |
92.09 |
|
0.382 |
91.92 |
|
LOW |
91.39 |
|
0.618 |
90.53 |
|
1.000 |
90.00 |
|
1.618 |
89.14 |
|
2.618 |
87.75 |
|
4.250 |
85.48 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.09 |
92.26 |
| PP |
91.97 |
92.09 |
| S1 |
91.86 |
91.91 |
|