NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
91.01 |
91.63 |
0.62 |
0.7% |
92.73 |
High |
91.89 |
91.63 |
-0.26 |
-0.3% |
93.11 |
Low |
91.01 |
90.49 |
-0.52 |
-0.6% |
90.40 |
Close |
91.59 |
90.75 |
-0.84 |
-0.9% |
91.59 |
Range |
0.88 |
1.14 |
0.26 |
29.5% |
2.71 |
ATR |
1.04 |
1.04 |
0.01 |
0.7% |
0.00 |
Volume |
18,660 |
15,847 |
-2,813 |
-15.1% |
75,372 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.38 |
93.70 |
91.38 |
|
R3 |
93.24 |
92.56 |
91.06 |
|
R2 |
92.10 |
92.10 |
90.96 |
|
R1 |
91.42 |
91.42 |
90.85 |
91.19 |
PP |
90.96 |
90.96 |
90.96 |
90.84 |
S1 |
90.28 |
90.28 |
90.65 |
90.05 |
S2 |
89.82 |
89.82 |
90.54 |
|
S3 |
88.68 |
89.14 |
90.44 |
|
S4 |
87.54 |
88.00 |
90.12 |
|
|
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 |
92.73 |
90.40 |
2.33 |
2.6% |
1.06 |
1.2% |
15% |
False |
False |
16,276 |
10 |
97.34 |
90.40 |
6.94 |
7.6% |
1.19 |
1.3% |
5% |
False |
False |
11,823 |
20 |
97.59 |
90.40 |
7.19 |
7.9% |
0.95 |
1.0% |
5% |
False |
False |
9,179 |
40 |
97.59 |
90.40 |
7.19 |
7.9% |
0.91 |
1.0% |
5% |
False |
False |
8,443 |
60 |
97.78 |
90.40 |
7.38 |
8.1% |
0.91 |
1.0% |
5% |
False |
False |
7,168 |
80 |
98.67 |
90.40 |
8.27 |
9.1% |
0.89 |
1.0% |
4% |
False |
False |
5,883 |
100 |
99.49 |
90.40 |
9.09 |
10.0% |
0.86 |
0.9% |
4% |
False |
False |
5,103 |
120 |
99.49 |
90.40 |
9.09 |
10.0% |
0.82 |
0.9% |
4% |
False |
False |
4,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.48 |
2.618 |
94.61 |
1.618 |
93.47 |
1.000 |
92.77 |
0.618 |
92.33 |
HIGH |
91.63 |
0.618 |
91.19 |
0.500 |
91.06 |
0.382 |
90.93 |
LOW |
90.49 |
0.618 |
89.79 |
1.000 |
89.35 |
1.618 |
88.65 |
2.618 |
87.51 |
4.250 |
85.65 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
91.06 |
91.15 |
PP |
90.96 |
91.01 |
S1 |
90.85 |
90.88 |
|