NYMEX Light Sweet Crude Oil Future May 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.43 |
96.53 |
0.10 |
0.1% |
95.88 |
High |
97.19 |
96.79 |
-0.40 |
-0.4% |
97.19 |
Low |
96.20 |
95.65 |
-0.55 |
-0.6% |
94.36 |
Close |
96.85 |
95.80 |
-1.05 |
-1.1% |
95.80 |
Range |
0.99 |
1.14 |
0.15 |
15.2% |
2.83 |
ATR |
1.29 |
1.28 |
-0.01 |
-0.5% |
0.00 |
Volume |
28,173 |
36,059 |
7,886 |
28.0% |
167,592 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.50 |
98.79 |
96.43 |
|
R3 |
98.36 |
97.65 |
96.11 |
|
R2 |
97.22 |
97.22 |
96.01 |
|
R1 |
96.51 |
96.51 |
95.90 |
96.30 |
PP |
96.08 |
96.08 |
96.08 |
95.97 |
S1 |
95.37 |
95.37 |
95.70 |
95.16 |
S2 |
94.94 |
94.94 |
95.59 |
|
S3 |
93.80 |
94.23 |
95.49 |
|
S4 |
92.66 |
93.09 |
95.17 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.27 |
102.87 |
97.36 |
|
R3 |
101.44 |
100.04 |
96.58 |
|
R2 |
98.61 |
98.61 |
96.32 |
|
R1 |
97.21 |
97.21 |
96.06 |
96.50 |
PP |
95.78 |
95.78 |
95.78 |
95.43 |
S1 |
94.38 |
94.38 |
95.54 |
93.67 |
S2 |
92.95 |
92.95 |
95.28 |
|
S3 |
90.12 |
91.55 |
95.02 |
|
S4 |
87.29 |
88.72 |
94.24 |
|
|
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 |
3.0% |
1.33 |
1.4% |
51% |
False |
False |
33,518 |
10 |
97.19 |
93.13 |
4.06 |
4.2% |
1.29 |
1.3% |
66% |
False |
False |
33,183 |
20 |
97.19 |
91.35 |
5.84 |
6.1% |
1.31 |
1.4% |
76% |
False |
False |
31,449 |
40 |
99.53 |
91.35 |
8.18 |
8.5% |
1.16 |
1.2% |
54% |
False |
False |
24,086 |
60 |
99.53 |
91.35 |
8.18 |
8.5% |
1.19 |
1.2% |
54% |
False |
False |
19,849 |
80 |
100.11 |
91.35 |
8.76 |
9.1% |
1.16 |
1.2% |
51% |
False |
False |
17,293 |
100 |
100.11 |
91.35 |
8.76 |
9.1% |
1.14 |
1.2% |
51% |
False |
False |
14,589 |
120 |
101.55 |
91.35 |
10.20 |
10.6% |
1.06 |
1.1% |
44% |
False |
False |
12,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.64 |
2.618 |
99.77 |
1.618 |
98.63 |
1.000 |
97.93 |
0.618 |
97.49 |
HIGH |
96.79 |
0.618 |
96.35 |
0.500 |
96.22 |
0.382 |
96.09 |
LOW |
95.65 |
0.618 |
94.95 |
1.000 |
94.51 |
1.618 |
93.81 |
2.618 |
92.67 |
4.250 |
90.81 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.22 |
96.25 |
PP |
96.08 |
96.10 |
S1 |
95.94 |
95.95 |
|