NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.41 |
91.35 |
-1.06 |
-1.1% |
97.34 |
High |
92.41 |
91.68 |
-0.73 |
-0.8% |
97.34 |
Low |
91.00 |
90.40 |
-0.60 |
-0.7% |
92.50 |
Close |
91.07 |
90.69 |
-0.38 |
-0.4% |
92.61 |
Range |
1.41 |
1.28 |
-0.13 |
-9.2% |
4.84 |
ATR |
1.00 |
1.02 |
0.02 |
2.0% |
0.00 |
Volume |
11,813 |
20,175 |
8,362 |
70.8% |
27,017 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.76 |
94.01 |
91.39 |
|
R3 |
93.48 |
92.73 |
91.04 |
|
R2 |
92.20 |
92.20 |
90.92 |
|
R1 |
91.45 |
91.45 |
90.81 |
91.19 |
PP |
90.92 |
90.92 |
90.92 |
90.79 |
S1 |
90.17 |
90.17 |
90.57 |
89.91 |
S2 |
89.64 |
89.64 |
90.46 |
|
S3 |
88.36 |
88.89 |
90.34 |
|
S4 |
87.08 |
87.61 |
89.99 |
|
|
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 |
94.21 |
90.40 |
3.81 |
4.2% |
1.19 |
1.3% |
8% |
False |
True |
12,765 |
10 |
97.59 |
90.40 |
7.19 |
7.9% |
1.13 |
1.2% |
4% |
False |
True |
9,213 |
20 |
97.59 |
90.40 |
7.19 |
7.9% |
0.93 |
1.0% |
4% |
False |
True |
8,735 |
40 |
97.59 |
90.40 |
7.19 |
7.9% |
0.92 |
1.0% |
4% |
False |
True |
7,849 |
60 |
98.67 |
90.40 |
8.27 |
9.1% |
0.90 |
1.0% |
4% |
False |
True |
6,682 |
80 |
98.67 |
90.40 |
8.27 |
9.1% |
0.89 |
1.0% |
4% |
False |
True |
5,486 |
100 |
99.49 |
90.40 |
9.09 |
10.0% |
0.85 |
0.9% |
3% |
False |
True |
4,785 |
120 |
99.49 |
90.40 |
9.09 |
10.0% |
0.81 |
0.9% |
3% |
False |
True |
4,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.12 |
2.618 |
95.03 |
1.618 |
93.75 |
1.000 |
92.96 |
0.618 |
92.47 |
HIGH |
91.68 |
0.618 |
91.19 |
0.500 |
91.04 |
0.382 |
90.89 |
LOW |
90.40 |
0.618 |
89.61 |
1.000 |
89.12 |
1.618 |
88.33 |
2.618 |
87.05 |
4.250 |
84.96 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
91.04 |
91.57 |
PP |
90.92 |
91.27 |
S1 |
90.81 |
90.98 |
|