NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.05 |
91.93 |
-1.12 |
-1.2% |
98.14 |
| High |
93.24 |
92.32 |
-0.92 |
-1.0% |
98.50 |
| Low |
91.64 |
90.97 |
-0.67 |
-0.7% |
93.10 |
| Close |
91.71 |
91.29 |
-0.42 |
-0.5% |
93.24 |
| Range |
1.60 |
1.35 |
-0.25 |
-15.6% |
5.40 |
| ATR |
1.19 |
1.20 |
0.01 |
0.9% |
0.00 |
| Volume |
47,841 |
60,862 |
13,021 |
27.2% |
112,274 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.58 |
94.78 |
92.03 |
|
| R3 |
94.23 |
93.43 |
91.66 |
|
| R2 |
92.88 |
92.88 |
91.54 |
|
| R1 |
92.08 |
92.08 |
91.41 |
91.81 |
| PP |
91.53 |
91.53 |
91.53 |
91.39 |
| S1 |
90.73 |
90.73 |
91.17 |
90.46 |
| S2 |
90.18 |
90.18 |
91.04 |
|
| S3 |
88.83 |
89.38 |
90.92 |
|
| S4 |
87.48 |
88.03 |
90.55 |
|
|
| 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 |
94.90 |
90.97 |
3.93 |
4.3% |
1.30 |
1.4% |
8% |
False |
True |
46,037 |
| 10 |
98.60 |
90.97 |
7.63 |
8.4% |
1.32 |
1.4% |
4% |
False |
True |
32,441 |
| 20 |
98.60 |
90.97 |
7.63 |
8.4% |
1.12 |
1.2% |
4% |
False |
True |
32,397 |
| 40 |
98.60 |
90.97 |
7.63 |
8.4% |
1.17 |
1.3% |
4% |
False |
True |
34,779 |
| 60 |
99.46 |
90.97 |
8.49 |
9.3% |
1.19 |
1.3% |
4% |
False |
True |
34,967 |
| 80 |
99.46 |
90.97 |
8.49 |
9.3% |
1.24 |
1.4% |
4% |
False |
True |
31,976 |
| 100 |
100.65 |
90.97 |
9.68 |
10.6% |
1.25 |
1.4% |
3% |
False |
True |
29,725 |
| 120 |
100.65 |
90.97 |
9.68 |
10.6% |
1.22 |
1.3% |
3% |
False |
True |
27,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.06 |
|
2.618 |
95.85 |
|
1.618 |
94.50 |
|
1.000 |
93.67 |
|
0.618 |
93.15 |
|
HIGH |
92.32 |
|
0.618 |
91.80 |
|
0.500 |
91.65 |
|
0.382 |
91.49 |
|
LOW |
90.97 |
|
0.618 |
90.14 |
|
1.000 |
89.62 |
|
1.618 |
88.79 |
|
2.618 |
87.44 |
|
4.250 |
85.23 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.65 |
92.20 |
| PP |
91.53 |
91.89 |
| S1 |
91.41 |
91.59 |
|