NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.88 |
95.88 |
0.00 |
0.0% |
93.73 |
High |
96.31 |
96.00 |
-0.31 |
-0.3% |
96.45 |
Low |
95.13 |
94.36 |
-0.77 |
-0.8% |
93.13 |
Close |
95.56 |
94.74 |
-0.82 |
-0.9% |
95.56 |
Range |
1.18 |
1.64 |
0.46 |
39.0% |
3.32 |
ATR |
1.27 |
1.29 |
0.03 |
2.1% |
0.00 |
Volume |
53,450 |
35,946 |
-17,504 |
-32.7% |
138,396 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.95 |
98.99 |
95.64 |
|
R3 |
98.31 |
97.35 |
95.19 |
|
R2 |
96.67 |
96.67 |
95.04 |
|
R1 |
95.71 |
95.71 |
94.89 |
95.37 |
PP |
95.03 |
95.03 |
95.03 |
94.87 |
S1 |
94.07 |
94.07 |
94.59 |
93.73 |
S2 |
93.39 |
93.39 |
94.44 |
|
S3 |
91.75 |
92.43 |
94.29 |
|
S4 |
90.11 |
90.79 |
93.84 |
|
|
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% |
1.39 |
1.5% |
48% |
False |
False |
34,868 |
10 |
96.45 |
91.39 |
5.06 |
5.3% |
1.33 |
1.4% |
66% |
False |
False |
32,805 |
20 |
99.53 |
91.35 |
8.18 |
8.6% |
1.38 |
1.5% |
41% |
False |
False |
27,308 |
40 |
99.53 |
91.35 |
8.18 |
8.6% |
1.19 |
1.3% |
41% |
False |
False |
21,745 |
60 |
99.53 |
91.35 |
8.18 |
8.6% |
1.16 |
1.2% |
41% |
False |
False |
18,427 |
80 |
100.11 |
91.35 |
8.76 |
9.2% |
1.15 |
1.2% |
39% |
False |
False |
15,841 |
100 |
100.38 |
91.35 |
9.03 |
9.5% |
1.11 |
1.2% |
38% |
False |
False |
13,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.97 |
2.618 |
100.29 |
1.618 |
98.65 |
1.000 |
97.64 |
0.618 |
97.01 |
HIGH |
96.00 |
0.618 |
95.37 |
0.500 |
95.18 |
0.382 |
94.99 |
LOW |
94.36 |
0.618 |
93.35 |
1.000 |
92.72 |
1.618 |
91.71 |
2.618 |
90.07 |
4.250 |
87.39 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
95.18 |
95.41 |
PP |
95.03 |
95.18 |
S1 |
94.89 |
94.96 |
|