NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.02 |
96.43 |
0.41 |
0.4% |
93.73 |
High |
96.50 |
97.19 |
0.69 |
0.7% |
96.45 |
Low |
95.30 |
96.20 |
0.90 |
0.9% |
93.13 |
Close |
96.19 |
96.85 |
0.66 |
0.7% |
95.56 |
Range |
1.20 |
0.99 |
-0.21 |
-17.5% |
3.32 |
ATR |
1.31 |
1.29 |
-0.02 |
-1.7% |
0.00 |
Volume |
33,335 |
28,173 |
-5,162 |
-15.5% |
138,396 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.72 |
99.27 |
97.39 |
|
R3 |
98.73 |
98.28 |
97.12 |
|
R2 |
97.74 |
97.74 |
97.03 |
|
R1 |
97.29 |
97.29 |
96.94 |
97.52 |
PP |
96.75 |
96.75 |
96.75 |
96.86 |
S1 |
96.30 |
96.30 |
96.76 |
96.53 |
S2 |
95.76 |
95.76 |
96.67 |
|
S3 |
94.77 |
95.31 |
96.58 |
|
S4 |
93.78 |
94.32 |
96.31 |
|
|
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 |
97.19 |
94.36 |
2.83 |
2.9% |
1.33 |
1.4% |
88% |
True |
False |
36,996 |
10 |
97.19 |
93.13 |
4.06 |
4.2% |
1.27 |
1.3% |
92% |
True |
False |
32,222 |
20 |
98.42 |
91.35 |
7.07 |
7.3% |
1.42 |
1.5% |
78% |
False |
False |
30,217 |
40 |
99.53 |
91.35 |
8.18 |
8.4% |
1.18 |
1.2% |
67% |
False |
False |
23,637 |
60 |
99.53 |
91.35 |
8.18 |
8.4% |
1.18 |
1.2% |
67% |
False |
False |
19,450 |
80 |
100.11 |
91.35 |
8.76 |
9.0% |
1.16 |
1.2% |
63% |
False |
False |
16,872 |
100 |
100.11 |
91.35 |
8.76 |
9.0% |
1.13 |
1.2% |
63% |
False |
False |
14,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.40 |
2.618 |
99.78 |
1.618 |
98.79 |
1.000 |
98.18 |
0.618 |
97.80 |
HIGH |
97.19 |
0.618 |
96.81 |
0.500 |
96.70 |
0.382 |
96.58 |
LOW |
96.20 |
0.618 |
95.59 |
1.000 |
95.21 |
1.618 |
94.60 |
2.618 |
93.61 |
4.250 |
91.99 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.80 |
96.56 |
PP |
96.75 |
96.27 |
S1 |
96.70 |
95.98 |
|