NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.73 |
92.46 |
-0.27 |
-0.3% |
97.34 |
High |
93.11 |
92.73 |
-0.38 |
-0.4% |
97.34 |
Low |
92.14 |
92.13 |
-0.01 |
0.0% |
92.50 |
Close |
92.26 |
92.16 |
-0.10 |
-0.1% |
92.61 |
Range |
0.97 |
0.60 |
-0.37 |
-38.1% |
4.84 |
ATR |
1.00 |
0.97 |
-0.03 |
-2.9% |
0.00 |
Volume |
9,836 |
14,888 |
5,052 |
51.4% |
27,017 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.14 |
93.75 |
92.49 |
|
R3 |
93.54 |
93.15 |
92.33 |
|
R2 |
92.94 |
92.94 |
92.27 |
|
R1 |
92.55 |
92.55 |
92.22 |
92.45 |
PP |
92.34 |
92.34 |
92.34 |
92.29 |
S1 |
91.95 |
91.95 |
92.11 |
91.85 |
S2 |
91.74 |
91.74 |
92.05 |
|
S3 |
91.14 |
91.35 |
92.00 |
|
S4 |
90.54 |
90.75 |
91.83 |
|
|
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 |
96.75 |
92.13 |
4.62 |
5.0% |
1.33 |
1.4% |
1% |
False |
True |
8,486 |
10 |
97.59 |
92.13 |
5.46 |
5.9% |
0.94 |
1.0% |
1% |
False |
True |
7,501 |
20 |
97.59 |
92.13 |
5.46 |
5.9% |
0.87 |
0.9% |
1% |
False |
True |
7,904 |
40 |
97.59 |
91.97 |
5.62 |
6.1% |
0.88 |
1.0% |
3% |
False |
False |
7,356 |
60 |
98.67 |
91.97 |
6.70 |
7.3% |
0.89 |
1.0% |
3% |
False |
False |
6,268 |
80 |
98.67 |
91.97 |
6.70 |
7.3% |
0.87 |
0.9% |
3% |
False |
False |
5,111 |
100 |
99.49 |
91.97 |
7.52 |
8.2% |
0.83 |
0.9% |
3% |
False |
False |
4,494 |
120 |
99.49 |
91.97 |
7.52 |
8.2% |
0.80 |
0.9% |
3% |
False |
False |
4,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.28 |
2.618 |
94.30 |
1.618 |
93.70 |
1.000 |
93.33 |
0.618 |
93.10 |
HIGH |
92.73 |
0.618 |
92.50 |
0.500 |
92.43 |
0.382 |
92.36 |
LOW |
92.13 |
0.618 |
91.76 |
1.000 |
91.53 |
1.618 |
91.16 |
2.618 |
90.56 |
4.250 |
89.58 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.43 |
93.17 |
PP |
92.34 |
92.83 |
S1 |
92.25 |
92.50 |
|