NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.01 |
94.95 |
-0.06 |
-0.1% |
93.07 |
High |
95.53 |
95.42 |
-0.11 |
-0.1% |
95.53 |
Low |
94.79 |
94.35 |
-0.44 |
-0.5% |
92.68 |
Close |
95.05 |
94.76 |
-0.29 |
-0.3% |
94.76 |
Range |
0.74 |
1.07 |
0.33 |
44.6% |
2.85 |
ATR |
1.23 |
1.22 |
-0.01 |
-0.9% |
0.00 |
Volume |
55,716 |
68,671 |
12,955 |
23.3% |
192,430 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.05 |
97.48 |
95.35 |
|
R3 |
96.98 |
96.41 |
95.05 |
|
R2 |
95.91 |
95.91 |
94.96 |
|
R1 |
95.34 |
95.34 |
94.86 |
95.09 |
PP |
94.84 |
94.84 |
94.84 |
94.72 |
S1 |
94.27 |
94.27 |
94.66 |
94.02 |
S2 |
93.77 |
93.77 |
94.56 |
|
S3 |
92.70 |
93.20 |
94.47 |
|
S4 |
91.63 |
92.13 |
94.17 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.87 |
101.67 |
96.33 |
|
R3 |
100.02 |
98.82 |
95.54 |
|
R2 |
97.17 |
97.17 |
95.28 |
|
R1 |
95.97 |
95.97 |
95.02 |
96.57 |
PP |
94.32 |
94.32 |
94.32 |
94.63 |
S1 |
93.12 |
93.12 |
94.50 |
93.72 |
S2 |
91.47 |
91.47 |
94.24 |
|
S3 |
88.62 |
90.27 |
93.98 |
|
S4 |
85.77 |
87.42 |
93.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.53 |
92.68 |
2.85 |
3.0% |
1.16 |
1.2% |
73% |
False |
False |
45,792 |
10 |
95.53 |
91.00 |
4.53 |
4.8% |
1.22 |
1.3% |
83% |
False |
False |
48,667 |
20 |
98.60 |
90.97 |
7.63 |
8.1% |
1.27 |
1.3% |
50% |
False |
False |
40,554 |
40 |
98.60 |
90.97 |
7.63 |
8.1% |
1.16 |
1.2% |
50% |
False |
False |
38,083 |
60 |
98.60 |
90.97 |
7.63 |
8.1% |
1.16 |
1.2% |
50% |
False |
False |
37,096 |
80 |
99.46 |
90.97 |
8.49 |
9.0% |
1.21 |
1.3% |
45% |
False |
False |
35,267 |
100 |
99.49 |
90.97 |
8.52 |
9.0% |
1.24 |
1.3% |
44% |
False |
False |
32,387 |
120 |
100.65 |
90.97 |
9.68 |
10.2% |
1.24 |
1.3% |
39% |
False |
False |
30,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.97 |
2.618 |
98.22 |
1.618 |
97.15 |
1.000 |
96.49 |
0.618 |
96.08 |
HIGH |
95.42 |
0.618 |
95.01 |
0.500 |
94.89 |
0.382 |
94.76 |
LOW |
94.35 |
0.618 |
93.69 |
1.000 |
93.28 |
1.618 |
92.62 |
2.618 |
91.55 |
4.250 |
89.80 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.89 |
94.75 |
PP |
94.84 |
94.75 |
S1 |
94.80 |
94.74 |
|