NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
91.35 |
91.01 |
-0.34 |
-0.4% |
92.73 |
High |
91.68 |
91.89 |
0.21 |
0.2% |
93.11 |
Low |
90.40 |
91.01 |
0.61 |
0.7% |
90.40 |
Close |
90.69 |
91.59 |
0.90 |
1.0% |
91.59 |
Range |
1.28 |
0.88 |
-0.40 |
-31.3% |
2.71 |
ATR |
1.02 |
1.04 |
0.01 |
1.2% |
0.00 |
Volume |
20,175 |
18,660 |
-1,515 |
-7.5% |
75,372 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.14 |
93.74 |
92.07 |
|
R3 |
93.26 |
92.86 |
91.83 |
|
R2 |
92.38 |
92.38 |
91.75 |
|
R1 |
91.98 |
91.98 |
91.67 |
92.18 |
PP |
91.50 |
91.50 |
91.50 |
91.60 |
S1 |
91.10 |
91.10 |
91.51 |
91.30 |
S2 |
90.62 |
90.62 |
91.43 |
|
S3 |
89.74 |
90.22 |
91.35 |
|
S4 |
88.86 |
89.34 |
91.11 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.83 |
98.42 |
93.08 |
|
R3 |
97.12 |
95.71 |
92.34 |
|
R2 |
94.41 |
94.41 |
92.09 |
|
R1 |
93.00 |
93.00 |
91.84 |
92.35 |
PP |
91.70 |
91.70 |
91.70 |
91.38 |
S1 |
90.29 |
90.29 |
91.34 |
89.64 |
S2 |
88.99 |
88.99 |
91.09 |
|
S3 |
86.28 |
87.58 |
90.84 |
|
S4 |
83.57 |
84.87 |
90.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.11 |
90.40 |
2.71 |
3.0% |
1.03 |
1.1% |
44% |
False |
False |
15,074 |
10 |
97.59 |
90.40 |
7.19 |
7.9% |
1.18 |
1.3% |
17% |
False |
False |
10,649 |
20 |
97.59 |
90.40 |
7.19 |
7.9% |
0.93 |
1.0% |
17% |
False |
False |
8,887 |
40 |
97.59 |
90.40 |
7.19 |
7.9% |
0.90 |
1.0% |
17% |
False |
False |
8,211 |
60 |
98.67 |
90.40 |
8.27 |
9.0% |
0.91 |
1.0% |
14% |
False |
False |
6,953 |
80 |
98.67 |
90.40 |
8.27 |
9.0% |
0.90 |
1.0% |
14% |
False |
False |
5,705 |
100 |
99.49 |
90.40 |
9.09 |
9.9% |
0.86 |
0.9% |
13% |
False |
False |
4,951 |
120 |
99.49 |
90.40 |
9.09 |
9.9% |
0.82 |
0.9% |
13% |
False |
False |
4,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.63 |
2.618 |
94.19 |
1.618 |
93.31 |
1.000 |
92.77 |
0.618 |
92.43 |
HIGH |
91.89 |
0.618 |
91.55 |
0.500 |
91.45 |
0.382 |
91.35 |
LOW |
91.01 |
0.618 |
90.47 |
1.000 |
90.13 |
1.618 |
89.59 |
2.618 |
88.71 |
4.250 |
87.27 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
91.54 |
91.53 |
PP |
91.50 |
91.47 |
S1 |
91.45 |
91.41 |
|