NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
90.62 |
91.00 |
0.38 |
0.4% |
92.73 |
| High |
91.52 |
92.77 |
1.25 |
1.4% |
93.11 |
| Low |
90.62 |
91.00 |
0.38 |
0.4% |
90.40 |
| Close |
91.20 |
92.44 |
1.24 |
1.4% |
91.59 |
| Range |
0.90 |
1.77 |
0.87 |
96.7% |
2.71 |
| ATR |
1.03 |
1.09 |
0.05 |
5.1% |
0.00 |
| Volume |
13,552 |
20,769 |
7,217 |
53.3% |
75,372 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.38 |
96.68 |
93.41 |
|
| R3 |
95.61 |
94.91 |
92.93 |
|
| R2 |
93.84 |
93.84 |
92.76 |
|
| R1 |
93.14 |
93.14 |
92.60 |
93.49 |
| PP |
92.07 |
92.07 |
92.07 |
92.25 |
| S1 |
91.37 |
91.37 |
92.28 |
91.72 |
| S2 |
90.30 |
90.30 |
92.12 |
|
| S3 |
88.53 |
89.60 |
91.95 |
|
| S4 |
86.76 |
87.83 |
91.47 |
|
|
| 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 |
92.77 |
90.40 |
2.37 |
2.6% |
1.19 |
1.3% |
86% |
True |
False |
17,800 |
| 10 |
96.75 |
90.40 |
6.35 |
6.9% |
1.35 |
1.5% |
32% |
False |
False |
13,711 |
| 20 |
97.59 |
90.40 |
7.19 |
7.8% |
0.99 |
1.1% |
28% |
False |
False |
10,227 |
| 40 |
97.59 |
90.40 |
7.19 |
7.8% |
0.94 |
1.0% |
28% |
False |
False |
8,771 |
| 60 |
97.59 |
90.40 |
7.19 |
7.8% |
0.93 |
1.0% |
28% |
False |
False |
7,630 |
| 80 |
98.67 |
90.40 |
8.27 |
8.9% |
0.90 |
1.0% |
25% |
False |
False |
6,251 |
| 100 |
99.49 |
90.40 |
9.09 |
9.8% |
0.88 |
0.9% |
22% |
False |
False |
5,404 |
| 120 |
99.49 |
90.40 |
9.09 |
9.8% |
0.83 |
0.9% |
22% |
False |
False |
4,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.29 |
|
2.618 |
97.40 |
|
1.618 |
95.63 |
|
1.000 |
94.54 |
|
0.618 |
93.86 |
|
HIGH |
92.77 |
|
0.618 |
92.09 |
|
0.500 |
91.89 |
|
0.382 |
91.68 |
|
LOW |
91.00 |
|
0.618 |
89.91 |
|
1.000 |
89.23 |
|
1.618 |
88.14 |
|
2.618 |
86.37 |
|
4.250 |
83.48 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.26 |
92.17 |
| PP |
92.07 |
91.90 |
| S1 |
91.89 |
91.63 |
|