NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.70 |
95.88 |
0.18 |
0.2% |
93.73 |
High |
96.45 |
96.31 |
-0.14 |
-0.1% |
96.45 |
Low |
95.59 |
95.13 |
-0.46 |
-0.5% |
93.13 |
Close |
95.95 |
95.56 |
-0.39 |
-0.4% |
95.56 |
Range |
0.86 |
1.18 |
0.32 |
37.2% |
3.32 |
ATR |
1.27 |
1.27 |
-0.01 |
-0.5% |
0.00 |
Volume |
36,603 |
53,450 |
16,847 |
46.0% |
138,396 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.21 |
98.56 |
96.21 |
|
R3 |
98.03 |
97.38 |
95.88 |
|
R2 |
96.85 |
96.85 |
95.78 |
|
R1 |
96.20 |
96.20 |
95.67 |
95.94 |
PP |
95.67 |
95.67 |
95.67 |
95.53 |
S1 |
95.02 |
95.02 |
95.45 |
94.76 |
S2 |
94.49 |
94.49 |
95.34 |
|
S3 |
93.31 |
93.84 |
95.24 |
|
S4 |
92.13 |
92.66 |
94.91 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.01 |
103.60 |
97.39 |
|
R3 |
101.69 |
100.28 |
96.47 |
|
R2 |
98.37 |
98.37 |
96.17 |
|
R1 |
96.96 |
96.96 |
95.86 |
97.67 |
PP |
95.05 |
95.05 |
95.05 |
95.40 |
S1 |
93.64 |
93.64 |
95.26 |
94.35 |
S2 |
91.73 |
91.73 |
94.95 |
|
S3 |
88.41 |
90.32 |
94.65 |
|
S4 |
85.09 |
87.00 |
93.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.45 |
93.13 |
3.32 |
3.5% |
1.25 |
1.3% |
73% |
False |
False |
32,848 |
10 |
96.45 |
91.39 |
5.06 |
5.3% |
1.29 |
1.3% |
82% |
False |
False |
32,684 |
20 |
99.53 |
91.35 |
8.18 |
8.6% |
1.32 |
1.4% |
51% |
False |
False |
25,937 |
40 |
99.53 |
91.35 |
8.18 |
8.6% |
1.18 |
1.2% |
51% |
False |
False |
21,142 |
60 |
99.53 |
91.35 |
8.18 |
8.6% |
1.14 |
1.2% |
51% |
False |
False |
17,929 |
80 |
100.11 |
91.35 |
8.76 |
9.2% |
1.14 |
1.2% |
48% |
False |
False |
15,426 |
100 |
100.38 |
91.35 |
9.03 |
9.4% |
1.10 |
1.2% |
47% |
False |
False |
13,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.33 |
2.618 |
99.40 |
1.618 |
98.22 |
1.000 |
97.49 |
0.618 |
97.04 |
HIGH |
96.31 |
0.618 |
95.86 |
0.500 |
95.72 |
0.382 |
95.58 |
LOW |
95.13 |
0.618 |
94.40 |
1.000 |
93.95 |
1.618 |
93.22 |
2.618 |
92.04 |
4.250 |
90.12 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
95.72 |
95.54 |
PP |
95.67 |
95.52 |
S1 |
95.61 |
95.51 |
|