NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.73 |
94.61 |
0.88 |
0.9% |
92.78 |
High |
94.96 |
96.01 |
1.05 |
1.1% |
94.34 |
Low |
93.13 |
94.56 |
1.43 |
1.5% |
91.39 |
Close |
94.40 |
95.82 |
1.42 |
1.5% |
94.03 |
Range |
1.83 |
1.45 |
-0.38 |
-20.8% |
2.95 |
ATR |
1.28 |
1.31 |
0.02 |
1.8% |
0.00 |
Volume |
21,876 |
26,467 |
4,591 |
21.0% |
153,709 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.81 |
99.27 |
96.62 |
|
R3 |
98.36 |
97.82 |
96.22 |
|
R2 |
96.91 |
96.91 |
96.09 |
|
R1 |
96.37 |
96.37 |
95.95 |
96.64 |
PP |
95.46 |
95.46 |
95.46 |
95.60 |
S1 |
94.92 |
94.92 |
95.69 |
95.19 |
S2 |
94.01 |
94.01 |
95.55 |
|
S3 |
92.56 |
93.47 |
95.42 |
|
S4 |
91.11 |
92.02 |
95.02 |
|
|
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 |
96.01 |
92.13 |
3.88 |
4.0% |
1.43 |
1.5% |
95% |
True |
False |
28,645 |
10 |
96.01 |
91.35 |
4.66 |
4.9% |
1.40 |
1.5% |
96% |
True |
False |
29,232 |
20 |
99.53 |
91.35 |
8.18 |
8.5% |
1.29 |
1.3% |
55% |
False |
False |
22,966 |
40 |
99.53 |
91.35 |
8.18 |
8.5% |
1.19 |
1.2% |
55% |
False |
False |
19,415 |
60 |
99.53 |
91.35 |
8.18 |
8.5% |
1.14 |
1.2% |
55% |
False |
False |
16,672 |
80 |
100.11 |
91.35 |
8.76 |
9.1% |
1.15 |
1.2% |
51% |
False |
False |
14,379 |
100 |
100.38 |
91.35 |
9.03 |
9.4% |
1.10 |
1.1% |
50% |
False |
False |
12,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.17 |
2.618 |
99.81 |
1.618 |
98.36 |
1.000 |
97.46 |
0.618 |
96.91 |
HIGH |
96.01 |
0.618 |
95.46 |
0.500 |
95.29 |
0.382 |
95.11 |
LOW |
94.56 |
0.618 |
93.66 |
1.000 |
93.11 |
1.618 |
92.21 |
2.618 |
90.76 |
4.250 |
88.40 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
95.64 |
95.40 |
PP |
95.46 |
94.99 |
S1 |
95.29 |
94.57 |
|