NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
96.75 |
93.94 |
-2.81 |
-2.9% |
97.34 |
High |
96.75 |
94.21 |
-2.54 |
-2.6% |
97.34 |
Low |
93.93 |
92.50 |
-1.43 |
-1.5% |
92.50 |
Close |
93.95 |
92.61 |
-1.34 |
-1.4% |
92.61 |
Range |
2.82 |
1.71 |
-1.11 |
-39.4% |
4.84 |
ATR |
0.95 |
1.00 |
0.05 |
5.7% |
0.00 |
Volume |
4,459 |
7,116 |
2,657 |
59.6% |
27,017 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.24 |
97.13 |
93.55 |
|
R3 |
96.53 |
95.42 |
93.08 |
|
R2 |
94.82 |
94.82 |
92.92 |
|
R1 |
93.71 |
93.71 |
92.77 |
93.41 |
PP |
93.11 |
93.11 |
93.11 |
92.96 |
S1 |
92.00 |
92.00 |
92.45 |
91.70 |
S2 |
91.40 |
91.40 |
92.30 |
|
S3 |
89.69 |
90.29 |
92.14 |
|
S4 |
87.98 |
88.58 |
91.67 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.67 |
105.48 |
95.27 |
|
R3 |
103.83 |
100.64 |
93.94 |
|
R2 |
98.99 |
98.99 |
93.50 |
|
R1 |
95.80 |
95.80 |
93.05 |
94.98 |
PP |
94.15 |
94.15 |
94.15 |
93.74 |
S1 |
90.96 |
90.96 |
92.17 |
90.14 |
S2 |
89.31 |
89.31 |
91.72 |
|
S3 |
84.47 |
86.12 |
91.28 |
|
S4 |
79.63 |
81.28 |
89.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.59 |
92.50 |
5.09 |
5.5% |
1.32 |
1.4% |
2% |
False |
True |
6,224 |
10 |
97.59 |
92.50 |
5.09 |
5.5% |
0.94 |
1.0% |
2% |
False |
True |
7,041 |
20 |
97.59 |
92.50 |
5.09 |
5.5% |
0.84 |
0.9% |
2% |
False |
True |
7,712 |
40 |
97.59 |
91.97 |
5.62 |
6.1% |
0.90 |
1.0% |
11% |
False |
False |
6,973 |
60 |
98.67 |
91.97 |
6.70 |
7.2% |
0.91 |
1.0% |
10% |
False |
False |
5,922 |
80 |
98.67 |
91.97 |
6.70 |
7.2% |
0.86 |
0.9% |
10% |
False |
False |
4,829 |
100 |
99.49 |
91.97 |
7.52 |
8.1% |
0.83 |
0.9% |
9% |
False |
False |
4,297 |
120 |
99.49 |
91.97 |
7.52 |
8.1% |
0.80 |
0.9% |
9% |
False |
False |
3,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.48 |
2.618 |
98.69 |
1.618 |
96.98 |
1.000 |
95.92 |
0.618 |
95.27 |
HIGH |
94.21 |
0.618 |
93.56 |
0.500 |
93.36 |
0.382 |
93.15 |
LOW |
92.50 |
0.618 |
91.44 |
1.000 |
90.79 |
1.618 |
89.73 |
2.618 |
88.02 |
4.250 |
85.23 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.36 |
94.63 |
PP |
93.11 |
93.95 |
S1 |
92.86 |
93.28 |
|