NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.88 |
94.76 |
-1.12 |
-1.2% |
93.73 |
High |
96.00 |
96.42 |
0.42 |
0.4% |
96.45 |
Low |
94.36 |
94.76 |
0.40 |
0.4% |
93.13 |
Close |
94.74 |
96.28 |
1.54 |
1.6% |
95.56 |
Range |
1.64 |
1.66 |
0.02 |
1.2% |
3.32 |
ATR |
1.29 |
1.32 |
0.03 |
2.1% |
0.00 |
Volume |
35,946 |
34,079 |
-1,867 |
-5.2% |
138,396 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.80 |
100.20 |
97.19 |
|
R3 |
99.14 |
98.54 |
96.74 |
|
R2 |
97.48 |
97.48 |
96.58 |
|
R1 |
96.88 |
96.88 |
96.43 |
97.18 |
PP |
95.82 |
95.82 |
95.82 |
95.97 |
S1 |
95.22 |
95.22 |
96.13 |
95.52 |
S2 |
94.16 |
94.16 |
95.98 |
|
S3 |
92.50 |
93.56 |
95.82 |
|
S4 |
90.84 |
91.90 |
95.37 |
|
|
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 |
94.36 |
2.09 |
2.2% |
1.36 |
1.4% |
92% |
False |
False |
37,309 |
10 |
96.45 |
91.54 |
4.91 |
5.1% |
1.36 |
1.4% |
97% |
False |
False |
33,129 |
20 |
99.40 |
91.35 |
8.05 |
8.4% |
1.41 |
1.5% |
61% |
False |
False |
28,741 |
40 |
99.53 |
91.35 |
8.18 |
8.5% |
1.20 |
1.2% |
60% |
False |
False |
22,412 |
60 |
99.53 |
91.35 |
8.18 |
8.5% |
1.18 |
1.2% |
60% |
False |
False |
18,916 |
80 |
100.11 |
91.35 |
8.76 |
9.1% |
1.15 |
1.2% |
56% |
False |
False |
16,221 |
100 |
100.38 |
91.35 |
9.03 |
9.4% |
1.12 |
1.2% |
55% |
False |
False |
13,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.48 |
2.618 |
100.77 |
1.618 |
99.11 |
1.000 |
98.08 |
0.618 |
97.45 |
HIGH |
96.42 |
0.618 |
95.79 |
0.500 |
95.59 |
0.382 |
95.39 |
LOW |
94.76 |
0.618 |
93.73 |
1.000 |
93.10 |
1.618 |
92.07 |
2.618 |
90.41 |
4.250 |
87.71 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.05 |
95.98 |
PP |
95.82 |
95.69 |
S1 |
95.59 |
95.39 |
|