NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.94 |
92.73 |
-1.21 |
-1.3% |
97.34 |
High |
94.21 |
93.11 |
-1.10 |
-1.2% |
97.34 |
Low |
92.50 |
92.14 |
-0.36 |
-0.4% |
92.50 |
Close |
92.61 |
92.26 |
-0.35 |
-0.4% |
92.61 |
Range |
1.71 |
0.97 |
-0.74 |
-43.3% |
4.84 |
ATR |
1.00 |
1.00 |
0.00 |
-0.2% |
0.00 |
Volume |
7,116 |
9,836 |
2,720 |
38.2% |
27,017 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.41 |
94.81 |
92.79 |
|
R3 |
94.44 |
93.84 |
92.53 |
|
R2 |
93.47 |
93.47 |
92.44 |
|
R1 |
92.87 |
92.87 |
92.35 |
92.69 |
PP |
92.50 |
92.50 |
92.50 |
92.41 |
S1 |
91.90 |
91.90 |
92.17 |
91.72 |
S2 |
91.53 |
91.53 |
92.08 |
|
S3 |
90.56 |
90.93 |
91.99 |
|
S4 |
89.59 |
89.96 |
91.73 |
|
|
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 |
97.34 |
92.14 |
5.20 |
5.6% |
1.32 |
1.4% |
2% |
False |
True |
7,370 |
10 |
97.59 |
92.14 |
5.45 |
5.9% |
0.94 |
1.0% |
2% |
False |
True |
7,139 |
20 |
97.59 |
92.14 |
5.45 |
5.9% |
0.85 |
0.9% |
2% |
False |
True |
7,591 |
40 |
97.59 |
91.97 |
5.62 |
6.1% |
0.89 |
1.0% |
5% |
False |
False |
7,119 |
60 |
98.67 |
91.97 |
6.70 |
7.3% |
0.90 |
1.0% |
4% |
False |
False |
6,057 |
80 |
98.67 |
91.97 |
6.70 |
7.3% |
0.87 |
0.9% |
4% |
False |
False |
4,935 |
100 |
99.49 |
91.97 |
7.52 |
8.2% |
0.83 |
0.9% |
4% |
False |
False |
4,365 |
120 |
99.49 |
91.97 |
7.52 |
8.2% |
0.80 |
0.9% |
4% |
False |
False |
4,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.23 |
2.618 |
95.65 |
1.618 |
94.68 |
1.000 |
94.08 |
0.618 |
93.71 |
HIGH |
93.11 |
0.618 |
92.74 |
0.500 |
92.63 |
0.382 |
92.51 |
LOW |
92.14 |
0.618 |
91.54 |
1.000 |
91.17 |
1.618 |
90.57 |
2.618 |
89.60 |
4.250 |
88.02 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.63 |
94.45 |
PP |
92.50 |
93.72 |
S1 |
92.38 |
92.99 |
|