NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.58 |
93.73 |
0.15 |
0.2% |
92.78 |
| High |
94.34 |
94.96 |
0.62 |
0.7% |
94.34 |
| Low |
93.41 |
93.13 |
-0.28 |
-0.3% |
91.39 |
| Close |
94.03 |
94.40 |
0.37 |
0.4% |
94.03 |
| Range |
0.93 |
1.83 |
0.90 |
96.8% |
2.95 |
| ATR |
1.24 |
1.28 |
0.04 |
3.4% |
0.00 |
| Volume |
25,844 |
21,876 |
-3,968 |
-15.4% |
153,709 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.65 |
98.86 |
95.41 |
|
| R3 |
97.82 |
97.03 |
94.90 |
|
| R2 |
95.99 |
95.99 |
94.74 |
|
| R1 |
95.20 |
95.20 |
94.57 |
95.60 |
| PP |
94.16 |
94.16 |
94.16 |
94.36 |
| S1 |
93.37 |
93.37 |
94.23 |
93.77 |
| S2 |
92.33 |
92.33 |
94.06 |
|
| S3 |
90.50 |
91.54 |
93.90 |
|
| S4 |
88.67 |
89.71 |
93.39 |
|
|
| 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 |
94.96 |
91.54 |
3.42 |
3.6% |
1.36 |
1.4% |
84% |
True |
False |
28,950 |
| 10 |
94.96 |
91.35 |
3.61 |
3.8% |
1.32 |
1.4% |
84% |
True |
False |
29,248 |
| 20 |
99.53 |
91.35 |
8.18 |
8.7% |
1.25 |
1.3% |
37% |
False |
False |
22,829 |
| 40 |
99.53 |
91.35 |
8.18 |
8.7% |
1.20 |
1.3% |
37% |
False |
False |
18,963 |
| 60 |
99.53 |
91.35 |
8.18 |
8.7% |
1.13 |
1.2% |
37% |
False |
False |
16,461 |
| 80 |
100.11 |
91.35 |
8.76 |
9.3% |
1.14 |
1.2% |
35% |
False |
False |
14,098 |
| 100 |
101.55 |
91.35 |
10.20 |
10.8% |
1.10 |
1.2% |
30% |
False |
False |
12,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.74 |
|
2.618 |
99.75 |
|
1.618 |
97.92 |
|
1.000 |
96.79 |
|
0.618 |
96.09 |
|
HIGH |
94.96 |
|
0.618 |
94.26 |
|
0.500 |
94.05 |
|
0.382 |
93.83 |
|
LOW |
93.13 |
|
0.618 |
92.00 |
|
1.000 |
91.30 |
|
1.618 |
90.17 |
|
2.618 |
88.34 |
|
4.250 |
85.35 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.28 |
94.28 |
| PP |
94.16 |
94.16 |
| S1 |
94.05 |
94.05 |
|