NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.95 |
93.05 |
0.10 |
0.1% |
98.14 |
| High |
93.42 |
93.24 |
-0.18 |
-0.2% |
98.50 |
| Low |
92.78 |
91.64 |
-1.14 |
-1.2% |
93.10 |
| Close |
92.84 |
91.71 |
-1.13 |
-1.2% |
93.24 |
| Range |
0.64 |
1.60 |
0.96 |
150.0% |
5.40 |
| ATR |
1.16 |
1.19 |
0.03 |
2.7% |
0.00 |
| Volume |
36,699 |
47,841 |
11,142 |
30.4% |
112,274 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.00 |
95.95 |
92.59 |
|
| R3 |
95.40 |
94.35 |
92.15 |
|
| R2 |
93.80 |
93.80 |
92.00 |
|
| R1 |
92.75 |
92.75 |
91.86 |
92.48 |
| PP |
92.20 |
92.20 |
92.20 |
92.06 |
| S1 |
91.15 |
91.15 |
91.56 |
90.88 |
| S2 |
90.60 |
90.60 |
91.42 |
|
| S3 |
89.00 |
89.55 |
91.27 |
|
| S4 |
87.40 |
87.95 |
90.83 |
|
|
| 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 |
97.74 |
91.64 |
6.10 |
6.7% |
1.67 |
1.8% |
1% |
False |
True |
38,105 |
| 10 |
98.60 |
91.64 |
6.96 |
7.6% |
1.28 |
1.4% |
1% |
False |
True |
28,463 |
| 20 |
98.60 |
91.64 |
6.96 |
7.6% |
1.11 |
1.2% |
1% |
False |
True |
31,018 |
| 40 |
98.60 |
91.64 |
6.96 |
7.6% |
1.17 |
1.3% |
1% |
False |
True |
33,856 |
| 60 |
99.46 |
91.64 |
7.82 |
8.5% |
1.18 |
1.3% |
1% |
False |
True |
34,463 |
| 80 |
99.46 |
91.64 |
7.82 |
8.5% |
1.24 |
1.4% |
1% |
False |
True |
31,364 |
| 100 |
100.65 |
91.64 |
9.01 |
9.8% |
1.24 |
1.4% |
1% |
False |
True |
29,297 |
| 120 |
100.65 |
91.64 |
9.01 |
9.8% |
1.23 |
1.3% |
1% |
False |
True |
27,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.04 |
|
2.618 |
97.43 |
|
1.618 |
95.83 |
|
1.000 |
94.84 |
|
0.618 |
94.23 |
|
HIGH |
93.24 |
|
0.618 |
92.63 |
|
0.500 |
92.44 |
|
0.382 |
92.25 |
|
LOW |
91.64 |
|
0.618 |
90.65 |
|
1.000 |
90.04 |
|
1.618 |
89.05 |
|
2.618 |
87.45 |
|
4.250 |
84.84 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.44 |
92.71 |
| PP |
92.20 |
92.38 |
| S1 |
91.95 |
92.04 |
|