NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.96 |
94.01 |
-0.95 |
-1.0% |
93.07 |
| High |
95.16 |
95.60 |
0.44 |
0.5% |
95.53 |
| Low |
93.67 |
94.01 |
0.34 |
0.4% |
92.68 |
| Close |
93.97 |
95.46 |
1.49 |
1.6% |
94.76 |
| Range |
1.49 |
1.59 |
0.10 |
6.7% |
2.85 |
| ATR |
1.24 |
1.27 |
0.03 |
2.3% |
0.00 |
| Volume |
43,375 |
41,754 |
-1,621 |
-3.7% |
192,430 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.79 |
99.22 |
96.33 |
|
| R3 |
98.20 |
97.63 |
95.90 |
|
| R2 |
96.61 |
96.61 |
95.75 |
|
| R1 |
96.04 |
96.04 |
95.61 |
96.33 |
| PP |
95.02 |
95.02 |
95.02 |
95.17 |
| S1 |
94.45 |
94.45 |
95.31 |
94.74 |
| S2 |
93.43 |
93.43 |
95.17 |
|
| S3 |
91.84 |
92.86 |
95.02 |
|
| S4 |
90.25 |
91.27 |
94.59 |
|
|
| 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 |
95.60 |
93.67 |
1.93 |
2.0% |
1.25 |
1.3% |
93% |
True |
False |
48,776 |
| 10 |
95.60 |
91.17 |
4.43 |
4.6% |
1.28 |
1.3% |
97% |
True |
False |
46,309 |
| 20 |
98.50 |
90.97 |
7.53 |
7.9% |
1.35 |
1.4% |
60% |
False |
False |
43,615 |
| 40 |
98.60 |
90.97 |
7.63 |
8.0% |
1.17 |
1.2% |
59% |
False |
False |
38,728 |
| 60 |
98.60 |
90.97 |
7.63 |
8.0% |
1.19 |
1.2% |
59% |
False |
False |
37,604 |
| 80 |
99.46 |
90.97 |
8.49 |
8.9% |
1.21 |
1.3% |
53% |
False |
False |
35,911 |
| 100 |
99.49 |
90.97 |
8.52 |
8.9% |
1.24 |
1.3% |
53% |
False |
False |
32,789 |
| 120 |
100.65 |
90.97 |
9.68 |
10.1% |
1.24 |
1.3% |
46% |
False |
False |
30,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.36 |
|
2.618 |
99.76 |
|
1.618 |
98.17 |
|
1.000 |
97.19 |
|
0.618 |
96.58 |
|
HIGH |
95.60 |
|
0.618 |
94.99 |
|
0.500 |
94.81 |
|
0.382 |
94.62 |
|
LOW |
94.01 |
|
0.618 |
93.03 |
|
1.000 |
92.42 |
|
1.618 |
91.44 |
|
2.618 |
89.85 |
|
4.250 |
87.25 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.24 |
95.19 |
| PP |
95.02 |
94.91 |
| S1 |
94.81 |
94.64 |
|