NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
91.00 |
92.11 |
1.11 |
1.2% |
92.73 |
High |
92.77 |
92.59 |
-0.18 |
-0.2% |
93.11 |
Low |
91.00 |
91.81 |
0.81 |
0.9% |
90.40 |
Close |
92.44 |
92.13 |
-0.31 |
-0.3% |
91.59 |
Range |
1.77 |
0.78 |
-0.99 |
-55.9% |
2.71 |
ATR |
1.09 |
1.06 |
-0.02 |
-2.0% |
0.00 |
Volume |
20,769 |
17,302 |
-3,467 |
-16.7% |
75,372 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.52 |
94.10 |
92.56 |
|
R3 |
93.74 |
93.32 |
92.34 |
|
R2 |
92.96 |
92.96 |
92.27 |
|
R1 |
92.54 |
92.54 |
92.20 |
92.75 |
PP |
92.18 |
92.18 |
92.18 |
92.28 |
S1 |
91.76 |
91.76 |
92.06 |
91.97 |
S2 |
91.40 |
91.40 |
91.99 |
|
S3 |
90.62 |
90.98 |
91.92 |
|
S4 |
89.84 |
90.20 |
91.70 |
|
|
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 |
90.49 |
2.28 |
2.5% |
1.09 |
1.2% |
72% |
False |
False |
17,226 |
10 |
94.21 |
90.40 |
3.81 |
4.1% |
1.14 |
1.2% |
45% |
False |
False |
14,995 |
20 |
97.59 |
90.40 |
7.19 |
7.8% |
0.99 |
1.1% |
24% |
False |
False |
10,900 |
40 |
97.59 |
90.40 |
7.19 |
7.8% |
0.93 |
1.0% |
24% |
False |
False |
9,111 |
60 |
97.59 |
90.40 |
7.19 |
7.8% |
0.93 |
1.0% |
24% |
False |
False |
7,853 |
80 |
98.67 |
90.40 |
8.27 |
9.0% |
0.90 |
1.0% |
21% |
False |
False |
6,456 |
100 |
99.49 |
90.40 |
9.09 |
9.9% |
0.87 |
0.9% |
19% |
False |
False |
5,564 |
120 |
99.49 |
90.40 |
9.09 |
9.9% |
0.83 |
0.9% |
19% |
False |
False |
4,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.91 |
2.618 |
94.63 |
1.618 |
93.85 |
1.000 |
93.37 |
0.618 |
93.07 |
HIGH |
92.59 |
0.618 |
92.29 |
0.500 |
92.20 |
0.382 |
92.11 |
LOW |
91.81 |
0.618 |
91.33 |
1.000 |
91.03 |
1.618 |
90.55 |
2.618 |
89.77 |
4.250 |
88.50 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.20 |
91.99 |
PP |
92.18 |
91.84 |
S1 |
92.15 |
91.70 |
|