NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
91.93 |
91.70 |
-0.23 |
-0.3% |
93.36 |
| High |
92.32 |
92.68 |
0.36 |
0.4% |
93.78 |
| Low |
90.97 |
91.52 |
0.55 |
0.6% |
90.97 |
| Close |
91.29 |
92.24 |
0.95 |
1.0% |
92.24 |
| Range |
1.35 |
1.16 |
-0.19 |
-14.1% |
2.81 |
| ATR |
1.20 |
1.22 |
0.01 |
1.1% |
0.00 |
| Volume |
60,862 |
54,241 |
-6,621 |
-10.9% |
242,472 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.63 |
95.09 |
92.88 |
|
| R3 |
94.47 |
93.93 |
92.56 |
|
| R2 |
93.31 |
93.31 |
92.45 |
|
| R1 |
92.77 |
92.77 |
92.35 |
93.04 |
| PP |
92.15 |
92.15 |
92.15 |
92.28 |
| S1 |
91.61 |
91.61 |
92.13 |
91.88 |
| S2 |
90.99 |
90.99 |
92.03 |
|
| S3 |
89.83 |
90.45 |
91.92 |
|
| S4 |
88.67 |
89.29 |
91.60 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
99.31 |
93.79 |
|
| R3 |
97.95 |
96.50 |
93.01 |
|
| R2 |
95.14 |
95.14 |
92.76 |
|
| R1 |
93.69 |
93.69 |
92.50 |
93.01 |
| PP |
92.33 |
92.33 |
92.33 |
91.99 |
| S1 |
90.88 |
90.88 |
91.98 |
90.20 |
| S2 |
89.52 |
89.52 |
91.72 |
|
| S3 |
86.71 |
88.07 |
91.47 |
|
| S4 |
83.90 |
85.26 |
90.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.78 |
90.97 |
2.81 |
3.0% |
1.17 |
1.3% |
45% |
False |
False |
48,494 |
| 10 |
98.60 |
90.97 |
7.63 |
8.3% |
1.39 |
1.5% |
17% |
False |
False |
36,603 |
| 20 |
98.60 |
90.97 |
7.63 |
8.3% |
1.13 |
1.2% |
17% |
False |
False |
32,724 |
| 40 |
98.60 |
90.97 |
7.63 |
8.3% |
1.16 |
1.3% |
17% |
False |
False |
35,630 |
| 60 |
99.46 |
90.97 |
8.49 |
9.2% |
1.19 |
1.3% |
15% |
False |
False |
35,508 |
| 80 |
99.46 |
90.97 |
8.49 |
9.2% |
1.24 |
1.3% |
15% |
False |
False |
32,415 |
| 100 |
100.65 |
90.97 |
9.68 |
10.5% |
1.25 |
1.4% |
13% |
False |
False |
30,090 |
| 120 |
100.65 |
90.97 |
9.68 |
10.5% |
1.23 |
1.3% |
13% |
False |
False |
27,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.61 |
|
2.618 |
95.72 |
|
1.618 |
94.56 |
|
1.000 |
93.84 |
|
0.618 |
93.40 |
|
HIGH |
92.68 |
|
0.618 |
92.24 |
|
0.500 |
92.10 |
|
0.382 |
91.96 |
|
LOW |
91.52 |
|
0.618 |
90.80 |
|
1.000 |
90.36 |
|
1.618 |
89.64 |
|
2.618 |
88.48 |
|
4.250 |
86.59 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.19 |
92.20 |
| PP |
92.15 |
92.15 |
| S1 |
92.10 |
92.11 |
|