NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.85 |
93.58 |
-0.27 |
-0.3% |
92.78 |
| High |
94.06 |
94.34 |
0.28 |
0.3% |
94.34 |
| Low |
93.15 |
93.41 |
0.26 |
0.3% |
91.39 |
| Close |
93.48 |
94.03 |
0.55 |
0.6% |
94.03 |
| Range |
0.91 |
0.93 |
0.02 |
2.2% |
2.95 |
| ATR |
1.26 |
1.24 |
-0.02 |
-1.9% |
0.00 |
| Volume |
26,456 |
25,844 |
-612 |
-2.3% |
153,709 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.72 |
96.30 |
94.54 |
|
| R3 |
95.79 |
95.37 |
94.29 |
|
| R2 |
94.86 |
94.86 |
94.20 |
|
| R1 |
94.44 |
94.44 |
94.12 |
94.65 |
| PP |
93.93 |
93.93 |
93.93 |
94.03 |
| S1 |
93.51 |
93.51 |
93.94 |
93.72 |
| S2 |
93.00 |
93.00 |
93.86 |
|
| S3 |
92.07 |
92.58 |
93.77 |
|
| S4 |
91.14 |
91.65 |
93.52 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.10 |
101.02 |
95.65 |
|
| R3 |
99.15 |
98.07 |
94.84 |
|
| R2 |
96.20 |
96.20 |
94.57 |
|
| R1 |
95.12 |
95.12 |
94.30 |
95.66 |
| PP |
93.25 |
93.25 |
93.25 |
93.53 |
| S1 |
92.17 |
92.17 |
93.76 |
92.71 |
| S2 |
90.30 |
90.30 |
93.49 |
|
| S3 |
87.35 |
89.22 |
93.22 |
|
| S4 |
84.40 |
86.27 |
92.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.34 |
91.39 |
2.95 |
3.1% |
1.28 |
1.4% |
89% |
True |
False |
30,741 |
| 10 |
94.34 |
91.35 |
2.99 |
3.2% |
1.25 |
1.3% |
90% |
True |
False |
29,494 |
| 20 |
99.53 |
91.35 |
8.18 |
8.7% |
1.23 |
1.3% |
33% |
False |
False |
22,671 |
| 40 |
99.53 |
91.35 |
8.18 |
8.7% |
1.18 |
1.3% |
33% |
False |
False |
18,619 |
| 60 |
99.53 |
91.35 |
8.18 |
8.7% |
1.13 |
1.2% |
33% |
False |
False |
16,332 |
| 80 |
100.11 |
91.35 |
8.76 |
9.3% |
1.13 |
1.2% |
31% |
False |
False |
13,868 |
| 100 |
101.55 |
91.35 |
10.20 |
10.8% |
1.08 |
1.2% |
26% |
False |
False |
11,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.29 |
|
2.618 |
96.77 |
|
1.618 |
95.84 |
|
1.000 |
95.27 |
|
0.618 |
94.91 |
|
HIGH |
94.34 |
|
0.618 |
93.98 |
|
0.500 |
93.88 |
|
0.382 |
93.77 |
|
LOW |
93.41 |
|
0.618 |
92.84 |
|
1.000 |
92.48 |
|
1.618 |
91.91 |
|
2.618 |
90.98 |
|
4.250 |
89.46 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.98 |
93.77 |
| PP |
93.93 |
93.50 |
| S1 |
93.88 |
93.24 |
|