NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
97.42 |
94.64 |
-2.78 |
-2.9% |
98.14 |
| High |
97.74 |
94.90 |
-2.84 |
-2.9% |
98.50 |
| Low |
94.54 |
93.10 |
-1.44 |
-1.5% |
93.10 |
| Close |
94.63 |
93.24 |
-1.39 |
-1.5% |
93.24 |
| Range |
3.20 |
1.80 |
-1.40 |
-43.8% |
5.40 |
| ATR |
1.16 |
1.21 |
0.05 |
3.9% |
0.00 |
| Volume |
21,200 |
41,957 |
20,757 |
97.9% |
112,274 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.15 |
97.99 |
94.23 |
|
| R3 |
97.35 |
96.19 |
93.74 |
|
| R2 |
95.55 |
95.55 |
93.57 |
|
| R1 |
94.39 |
94.39 |
93.41 |
94.07 |
| PP |
93.75 |
93.75 |
93.75 |
93.59 |
| S1 |
92.59 |
92.59 |
93.08 |
92.27 |
| S2 |
91.95 |
91.95 |
92.91 |
|
| S3 |
90.15 |
90.79 |
92.75 |
|
| S4 |
88.35 |
88.99 |
92.25 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.15 |
107.59 |
96.21 |
|
| R3 |
105.75 |
102.19 |
94.73 |
|
| R2 |
100.35 |
100.35 |
94.23 |
|
| R1 |
96.79 |
96.79 |
93.74 |
95.87 |
| PP |
94.95 |
94.95 |
94.95 |
94.49 |
| S1 |
91.39 |
91.39 |
92.75 |
90.47 |
| S2 |
89.55 |
89.55 |
92.25 |
|
| S3 |
84.15 |
85.99 |
91.76 |
|
| S4 |
78.75 |
80.59 |
90.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.60 |
93.10 |
5.50 |
5.9% |
1.60 |
1.7% |
3% |
False |
True |
24,712 |
| 10 |
98.60 |
93.10 |
5.50 |
5.9% |
1.19 |
1.3% |
3% |
False |
True |
26,897 |
| 20 |
98.60 |
93.10 |
5.50 |
5.9% |
1.06 |
1.1% |
3% |
False |
True |
32,076 |
| 40 |
98.60 |
92.21 |
6.39 |
6.9% |
1.16 |
1.2% |
16% |
False |
False |
33,349 |
| 60 |
99.46 |
92.21 |
7.25 |
7.8% |
1.21 |
1.3% |
14% |
False |
False |
33,626 |
| 80 |
99.46 |
92.21 |
7.25 |
7.8% |
1.24 |
1.3% |
14% |
False |
False |
30,484 |
| 100 |
100.65 |
92.21 |
8.44 |
9.1% |
1.23 |
1.3% |
12% |
False |
False |
28,507 |
| 120 |
100.65 |
92.21 |
8.44 |
9.1% |
1.22 |
1.3% |
12% |
False |
False |
26,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.55 |
|
2.618 |
99.61 |
|
1.618 |
97.81 |
|
1.000 |
96.70 |
|
0.618 |
96.01 |
|
HIGH |
94.90 |
|
0.618 |
94.21 |
|
0.500 |
94.00 |
|
0.382 |
93.79 |
|
LOW |
93.10 |
|
0.618 |
91.99 |
|
1.000 |
91.30 |
|
1.618 |
90.19 |
|
2.618 |
88.39 |
|
4.250 |
85.45 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.00 |
95.52 |
| PP |
93.75 |
94.76 |
| S1 |
93.49 |
94.00 |
|