NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.76 |
96.02 |
1.26 |
1.3% |
93.73 |
High |
96.42 |
96.50 |
0.08 |
0.1% |
96.45 |
Low |
94.76 |
95.30 |
0.54 |
0.6% |
93.13 |
Close |
96.28 |
96.19 |
-0.09 |
-0.1% |
95.56 |
Range |
1.66 |
1.20 |
-0.46 |
-27.7% |
3.32 |
ATR |
1.32 |
1.31 |
-0.01 |
-0.7% |
0.00 |
Volume |
34,079 |
33,335 |
-744 |
-2.2% |
138,396 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.60 |
99.09 |
96.85 |
|
R3 |
98.40 |
97.89 |
96.52 |
|
R2 |
97.20 |
97.20 |
96.41 |
|
R1 |
96.69 |
96.69 |
96.30 |
96.95 |
PP |
96.00 |
96.00 |
96.00 |
96.12 |
S1 |
95.49 |
95.49 |
96.08 |
95.75 |
S2 |
94.80 |
94.80 |
95.97 |
|
S3 |
93.60 |
94.29 |
95.86 |
|
S4 |
92.40 |
93.09 |
95.53 |
|
|
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 |
96.50 |
94.36 |
2.14 |
2.2% |
1.31 |
1.4% |
86% |
True |
False |
38,682 |
10 |
96.50 |
92.13 |
4.37 |
4.5% |
1.37 |
1.4% |
93% |
True |
False |
33,664 |
20 |
98.74 |
91.35 |
7.39 |
7.7% |
1.42 |
1.5% |
65% |
False |
False |
29,600 |
40 |
99.53 |
91.35 |
8.18 |
8.5% |
1.19 |
1.2% |
59% |
False |
False |
23,027 |
60 |
99.53 |
91.35 |
8.18 |
8.5% |
1.19 |
1.2% |
59% |
False |
False |
19,207 |
80 |
100.11 |
91.35 |
8.76 |
9.1% |
1.15 |
1.2% |
55% |
False |
False |
16,569 |
100 |
100.38 |
91.35 |
9.03 |
9.4% |
1.13 |
1.2% |
54% |
False |
False |
14,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.60 |
2.618 |
99.64 |
1.618 |
98.44 |
1.000 |
97.70 |
0.618 |
97.24 |
HIGH |
96.50 |
0.618 |
96.04 |
0.500 |
95.90 |
0.382 |
95.76 |
LOW |
95.30 |
0.618 |
94.56 |
1.000 |
94.10 |
1.618 |
93.36 |
2.618 |
92.16 |
4.250 |
90.20 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.09 |
95.94 |
PP |
96.00 |
95.68 |
S1 |
95.90 |
95.43 |
|