NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
91.70 |
92.30 |
0.60 |
0.7% |
93.36 |
High |
92.68 |
92.32 |
-0.36 |
-0.4% |
93.78 |
Low |
91.52 |
91.00 |
-0.52 |
-0.6% |
90.97 |
Close |
92.24 |
91.35 |
-0.89 |
-1.0% |
92.24 |
Range |
1.16 |
1.32 |
0.16 |
13.8% |
2.81 |
ATR |
1.22 |
1.23 |
0.01 |
0.6% |
0.00 |
Volume |
54,241 |
54,469 |
228 |
0.4% |
242,472 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.52 |
94.75 |
92.08 |
|
R3 |
94.20 |
93.43 |
91.71 |
|
R2 |
92.88 |
92.88 |
91.59 |
|
R1 |
92.11 |
92.11 |
91.47 |
91.84 |
PP |
91.56 |
91.56 |
91.56 |
91.42 |
S1 |
90.79 |
90.79 |
91.23 |
90.52 |
S2 |
90.24 |
90.24 |
91.11 |
|
S3 |
88.92 |
89.47 |
90.99 |
|
S4 |
87.60 |
88.15 |
90.62 |
|
|
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 |
93.42 |
90.97 |
2.45 |
2.7% |
1.21 |
1.3% |
16% |
False |
False |
50,822 |
10 |
98.50 |
90.97 |
7.53 |
8.2% |
1.42 |
1.6% |
5% |
False |
False |
40,921 |
20 |
98.60 |
90.97 |
7.63 |
8.4% |
1.15 |
1.3% |
5% |
False |
False |
33,415 |
40 |
98.60 |
90.97 |
7.63 |
8.4% |
1.16 |
1.3% |
5% |
False |
False |
35,738 |
60 |
98.82 |
90.97 |
7.85 |
8.6% |
1.18 |
1.3% |
5% |
False |
False |
35,979 |
80 |
99.46 |
90.97 |
8.49 |
9.3% |
1.22 |
1.3% |
4% |
False |
False |
32,807 |
100 |
100.65 |
90.97 |
9.68 |
10.6% |
1.25 |
1.4% |
4% |
False |
False |
30,487 |
120 |
100.65 |
90.97 |
9.68 |
10.6% |
1.23 |
1.3% |
4% |
False |
False |
28,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.93 |
2.618 |
95.78 |
1.618 |
94.46 |
1.000 |
93.64 |
0.618 |
93.14 |
HIGH |
92.32 |
0.618 |
91.82 |
0.500 |
91.66 |
0.382 |
91.50 |
LOW |
91.00 |
0.618 |
90.18 |
1.000 |
89.68 |
1.618 |
88.86 |
2.618 |
87.54 |
4.250 |
85.39 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
91.66 |
91.83 |
PP |
91.56 |
91.67 |
S1 |
91.45 |
91.51 |
|