NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
97.94 |
97.42 |
-0.52 |
-0.5% |
96.97 |
High |
97.94 |
97.74 |
-0.20 |
-0.2% |
98.60 |
Low |
96.91 |
94.54 |
-2.37 |
-2.4% |
96.54 |
Close |
97.28 |
94.63 |
-2.65 |
-2.7% |
98.19 |
Range |
1.03 |
3.20 |
2.17 |
210.7% |
2.06 |
ATR |
1.01 |
1.16 |
0.16 |
15.5% |
0.00 |
Volume |
24,885 |
21,200 |
-3,685 |
-14.8% |
75,267 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.24 |
103.13 |
96.39 |
|
R3 |
102.04 |
99.93 |
95.51 |
|
R2 |
98.84 |
98.84 |
95.22 |
|
R1 |
96.73 |
96.73 |
94.92 |
96.19 |
PP |
95.64 |
95.64 |
95.64 |
95.36 |
S1 |
93.53 |
93.53 |
94.34 |
92.99 |
S2 |
92.44 |
92.44 |
94.04 |
|
S3 |
89.24 |
90.33 |
93.75 |
|
S4 |
86.04 |
87.13 |
92.87 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.96 |
103.13 |
99.32 |
|
R3 |
101.90 |
101.07 |
98.76 |
|
R2 |
99.84 |
99.84 |
98.57 |
|
R1 |
99.01 |
99.01 |
98.38 |
99.43 |
PP |
97.78 |
97.78 |
97.78 |
97.98 |
S1 |
96.95 |
96.95 |
98.00 |
97.37 |
S2 |
95.72 |
95.72 |
97.81 |
|
S3 |
93.66 |
94.89 |
97.62 |
|
S4 |
91.60 |
92.83 |
97.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.60 |
94.54 |
4.06 |
4.3% |
1.34 |
1.4% |
2% |
False |
True |
18,845 |
10 |
98.60 |
94.54 |
4.06 |
4.3% |
1.08 |
1.1% |
2% |
False |
True |
25,123 |
20 |
98.60 |
94.54 |
4.06 |
4.3% |
1.02 |
1.1% |
2% |
False |
True |
33,534 |
40 |
98.60 |
92.21 |
6.39 |
6.8% |
1.15 |
1.2% |
38% |
False |
False |
32,976 |
60 |
99.46 |
92.21 |
7.25 |
7.7% |
1.19 |
1.3% |
33% |
False |
False |
33,379 |
80 |
99.46 |
92.21 |
7.25 |
7.7% |
1.24 |
1.3% |
33% |
False |
False |
30,224 |
100 |
100.65 |
92.21 |
8.44 |
8.9% |
1.23 |
1.3% |
29% |
False |
False |
28,249 |
120 |
100.65 |
92.21 |
8.44 |
8.9% |
1.21 |
1.3% |
29% |
False |
False |
26,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.34 |
2.618 |
106.12 |
1.618 |
102.92 |
1.000 |
100.94 |
0.618 |
99.72 |
HIGH |
97.74 |
0.618 |
96.52 |
0.500 |
96.14 |
0.382 |
95.76 |
LOW |
94.54 |
0.618 |
92.56 |
1.000 |
91.34 |
1.618 |
89.36 |
2.618 |
86.16 |
4.250 |
80.94 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
96.14 |
96.52 |
PP |
95.64 |
95.89 |
S1 |
95.13 |
95.26 |
|