NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.64 |
93.36 |
-1.28 |
-1.4% |
98.14 |
| High |
94.90 |
93.78 |
-1.12 |
-1.2% |
98.50 |
| Low |
93.10 |
92.67 |
-0.43 |
-0.5% |
93.10 |
| Close |
93.24 |
92.84 |
-0.40 |
-0.4% |
93.24 |
| Range |
1.80 |
1.11 |
-0.69 |
-38.3% |
5.40 |
| ATR |
1.21 |
1.20 |
-0.01 |
-0.6% |
0.00 |
| Volume |
41,957 |
42,829 |
872 |
2.1% |
112,274 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.43 |
95.74 |
93.45 |
|
| R3 |
95.32 |
94.63 |
93.15 |
|
| R2 |
94.21 |
94.21 |
93.04 |
|
| R1 |
93.52 |
93.52 |
92.94 |
93.31 |
| PP |
93.10 |
93.10 |
93.10 |
92.99 |
| S1 |
92.41 |
92.41 |
92.74 |
92.20 |
| S2 |
91.99 |
91.99 |
92.64 |
|
| S3 |
90.88 |
91.30 |
92.53 |
|
| S4 |
89.77 |
90.19 |
92.23 |
|
|
| 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 |
98.50 |
92.67 |
5.83 |
6.3% |
1.62 |
1.7% |
3% |
False |
True |
31,020 |
| 10 |
98.60 |
92.67 |
5.93 |
6.4% |
1.17 |
1.3% |
3% |
False |
True |
27,570 |
| 20 |
98.60 |
92.67 |
5.93 |
6.4% |
1.08 |
1.2% |
3% |
False |
True |
30,522 |
| 40 |
98.60 |
92.21 |
6.39 |
6.9% |
1.16 |
1.2% |
10% |
False |
False |
33,567 |
| 60 |
99.46 |
92.21 |
7.25 |
7.8% |
1.20 |
1.3% |
9% |
False |
False |
33,976 |
| 80 |
99.46 |
92.21 |
7.25 |
7.8% |
1.24 |
1.3% |
9% |
False |
False |
30,764 |
| 100 |
100.65 |
92.21 |
8.44 |
9.1% |
1.24 |
1.3% |
7% |
False |
False |
28,779 |
| 120 |
100.65 |
92.21 |
8.44 |
9.1% |
1.22 |
1.3% |
7% |
False |
False |
26,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.50 |
|
2.618 |
96.69 |
|
1.618 |
95.58 |
|
1.000 |
94.89 |
|
0.618 |
94.47 |
|
HIGH |
93.78 |
|
0.618 |
93.36 |
|
0.500 |
93.23 |
|
0.382 |
93.09 |
|
LOW |
92.67 |
|
0.618 |
91.98 |
|
1.000 |
91.56 |
|
1.618 |
90.87 |
|
2.618 |
89.76 |
|
4.250 |
87.95 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.23 |
95.21 |
| PP |
93.10 |
94.42 |
| S1 |
92.97 |
93.63 |
|