NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
91.22 |
91.68 |
0.46 |
0.5% |
93.36 |
| High |
92.26 |
93.57 |
1.31 |
1.4% |
93.78 |
| Low |
91.17 |
91.60 |
0.43 |
0.5% |
90.97 |
| Close |
91.85 |
93.18 |
1.33 |
1.4% |
92.24 |
| Range |
1.09 |
1.97 |
0.88 |
80.7% |
2.81 |
| ATR |
1.22 |
1.27 |
0.05 |
4.4% |
0.00 |
| Volume |
42,842 |
56,593 |
13,751 |
32.1% |
242,472 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.69 |
97.91 |
94.26 |
|
| R3 |
96.72 |
95.94 |
93.72 |
|
| R2 |
94.75 |
94.75 |
93.54 |
|
| R1 |
93.97 |
93.97 |
93.36 |
94.36 |
| PP |
92.78 |
92.78 |
92.78 |
92.98 |
| S1 |
92.00 |
92.00 |
93.00 |
92.39 |
| S2 |
90.81 |
90.81 |
92.82 |
|
| S3 |
88.84 |
90.03 |
92.64 |
|
| S4 |
86.87 |
88.06 |
92.10 |
|
|
| 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 |
93.57 |
90.97 |
2.60 |
2.8% |
1.38 |
1.5% |
85% |
True |
False |
53,801 |
| 10 |
97.74 |
90.97 |
6.77 |
7.3% |
1.52 |
1.6% |
33% |
False |
False |
45,953 |
| 20 |
98.60 |
90.97 |
7.63 |
8.2% |
1.19 |
1.3% |
29% |
False |
False |
35,427 |
| 40 |
98.60 |
90.97 |
7.63 |
8.2% |
1.17 |
1.3% |
29% |
False |
False |
35,533 |
| 60 |
98.60 |
90.97 |
7.63 |
8.2% |
1.19 |
1.3% |
29% |
False |
False |
36,196 |
| 80 |
99.46 |
90.97 |
8.49 |
9.1% |
1.22 |
1.3% |
26% |
False |
False |
33,339 |
| 100 |
100.65 |
90.97 |
9.68 |
10.4% |
1.27 |
1.4% |
23% |
False |
False |
30,955 |
| 120 |
100.65 |
90.97 |
9.68 |
10.4% |
1.23 |
1.3% |
23% |
False |
False |
28,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.94 |
|
2.618 |
98.73 |
|
1.618 |
96.76 |
|
1.000 |
95.54 |
|
0.618 |
94.79 |
|
HIGH |
93.57 |
|
0.618 |
92.82 |
|
0.500 |
92.59 |
|
0.382 |
92.35 |
|
LOW |
91.60 |
|
0.618 |
90.38 |
|
1.000 |
89.63 |
|
1.618 |
88.41 |
|
2.618 |
86.44 |
|
4.250 |
83.23 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.98 |
92.88 |
| PP |
92.78 |
92.58 |
| S1 |
92.59 |
92.29 |
|