NYMEX Light Sweet Crude Oil Future June 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
95.31 |
95.63 |
0.32 |
0.3% |
93.07 |
High |
95.69 |
96.29 |
0.60 |
0.6% |
95.53 |
Low |
94.56 |
95.36 |
0.80 |
0.8% |
92.68 |
Close |
95.38 |
95.93 |
0.55 |
0.6% |
94.76 |
Range |
1.13 |
0.93 |
-0.20 |
-17.7% |
2.85 |
ATR |
1.26 |
1.23 |
-0.02 |
-1.9% |
0.00 |
Volume |
43,294 |
41,132 |
-2,162 |
-5.0% |
192,430 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.65 |
98.22 |
96.44 |
|
R3 |
97.72 |
97.29 |
96.19 |
|
R2 |
96.79 |
96.79 |
96.10 |
|
R1 |
96.36 |
96.36 |
96.02 |
96.58 |
PP |
95.86 |
95.86 |
95.86 |
95.97 |
S1 |
95.43 |
95.43 |
95.84 |
95.65 |
S2 |
94.93 |
94.93 |
95.76 |
|
S3 |
94.00 |
94.50 |
95.67 |
|
S4 |
93.07 |
93.57 |
95.42 |
|
|
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 |
96.29 |
93.67 |
2.62 |
2.7% |
1.24 |
1.3% |
86% |
True |
False |
47,645 |
10 |
96.29 |
92.57 |
3.72 |
3.9% |
1.18 |
1.2% |
90% |
True |
False |
44,808 |
20 |
97.74 |
90.97 |
6.77 |
7.1% |
1.35 |
1.4% |
73% |
False |
False |
45,380 |
40 |
98.60 |
90.97 |
7.63 |
8.0% |
1.15 |
1.2% |
65% |
False |
False |
39,780 |
60 |
98.60 |
90.97 |
7.63 |
8.0% |
1.18 |
1.2% |
65% |
False |
False |
37,414 |
80 |
99.46 |
90.97 |
8.49 |
8.9% |
1.21 |
1.3% |
58% |
False |
False |
36,315 |
100 |
99.46 |
90.97 |
8.49 |
8.9% |
1.24 |
1.3% |
58% |
False |
False |
33,288 |
120 |
100.65 |
90.97 |
9.68 |
10.1% |
1.23 |
1.3% |
51% |
False |
False |
31,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.24 |
2.618 |
98.72 |
1.618 |
97.79 |
1.000 |
97.22 |
0.618 |
96.86 |
HIGH |
96.29 |
0.618 |
95.93 |
0.500 |
95.83 |
0.382 |
95.72 |
LOW |
95.36 |
0.618 |
94.79 |
1.000 |
94.43 |
1.618 |
93.86 |
2.618 |
92.93 |
4.250 |
91.41 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
95.90 |
95.67 |
PP |
95.86 |
95.41 |
S1 |
95.83 |
95.15 |
|