NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.01 |
95.31 |
1.30 |
1.4% |
93.07 |
| High |
95.60 |
95.69 |
0.09 |
0.1% |
95.53 |
| Low |
94.01 |
94.56 |
0.55 |
0.6% |
92.68 |
| Close |
95.46 |
95.38 |
-0.08 |
-0.1% |
94.76 |
| Range |
1.59 |
1.13 |
-0.46 |
-28.9% |
2.85 |
| ATR |
1.27 |
1.26 |
-0.01 |
-0.8% |
0.00 |
| Volume |
41,754 |
43,294 |
1,540 |
3.7% |
192,430 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.60 |
98.12 |
96.00 |
|
| R3 |
97.47 |
96.99 |
95.69 |
|
| R2 |
96.34 |
96.34 |
95.59 |
|
| R1 |
95.86 |
95.86 |
95.48 |
96.10 |
| PP |
95.21 |
95.21 |
95.21 |
95.33 |
| S1 |
94.73 |
94.73 |
95.28 |
94.97 |
| S2 |
94.08 |
94.08 |
95.17 |
|
| S3 |
92.95 |
93.60 |
95.07 |
|
| S4 |
91.82 |
92.47 |
94.76 |
|
|
| 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 |
95.69 |
93.67 |
2.02 |
2.1% |
1.20 |
1.3% |
85% |
True |
False |
50,562 |
| 10 |
95.69 |
91.60 |
4.09 |
4.3% |
1.28 |
1.3% |
92% |
True |
False |
46,354 |
| 20 |
97.94 |
90.97 |
6.97 |
7.3% |
1.36 |
1.4% |
63% |
False |
False |
44,568 |
| 40 |
98.60 |
90.97 |
7.63 |
8.0% |
1.16 |
1.2% |
58% |
False |
False |
39,069 |
| 60 |
98.60 |
90.97 |
7.63 |
8.0% |
1.19 |
1.3% |
58% |
False |
False |
37,509 |
| 80 |
99.46 |
90.97 |
8.49 |
8.9% |
1.21 |
1.3% |
52% |
False |
False |
36,057 |
| 100 |
99.49 |
90.97 |
8.52 |
8.9% |
1.24 |
1.3% |
52% |
False |
False |
33,063 |
| 120 |
100.65 |
90.97 |
9.68 |
10.1% |
1.24 |
1.3% |
46% |
False |
False |
30,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.49 |
|
2.618 |
98.65 |
|
1.618 |
97.52 |
|
1.000 |
96.82 |
|
0.618 |
96.39 |
|
HIGH |
95.69 |
|
0.618 |
95.26 |
|
0.500 |
95.13 |
|
0.382 |
94.99 |
|
LOW |
94.56 |
|
0.618 |
93.86 |
|
1.000 |
93.43 |
|
1.618 |
92.73 |
|
2.618 |
91.60 |
|
4.250 |
89.76 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.30 |
95.15 |
| PP |
95.21 |
94.91 |
| S1 |
95.13 |
94.68 |
|