NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 17-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.11 |
92.44 |
0.33 |
0.4% |
91.63 |
High |
92.59 |
92.96 |
0.37 |
0.4% |
92.96 |
Low |
91.81 |
92.29 |
0.48 |
0.5% |
90.49 |
Close |
92.13 |
92.70 |
0.57 |
0.6% |
92.70 |
Range |
0.78 |
0.67 |
-0.11 |
-14.1% |
2.47 |
ATR |
1.06 |
1.05 |
-0.02 |
-1.6% |
0.00 |
Volume |
17,302 |
7,781 |
-9,521 |
-55.0% |
75,251 |
|
Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.66 |
94.35 |
93.07 |
|
R3 |
93.99 |
93.68 |
92.88 |
|
R2 |
93.32 |
93.32 |
92.82 |
|
R1 |
93.01 |
93.01 |
92.76 |
93.17 |
PP |
92.65 |
92.65 |
92.65 |
92.73 |
S1 |
92.34 |
92.34 |
92.64 |
92.50 |
S2 |
91.98 |
91.98 |
92.58 |
|
S3 |
91.31 |
91.67 |
92.52 |
|
S4 |
90.64 |
91.00 |
92.33 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.46 |
98.55 |
94.06 |
|
R3 |
96.99 |
96.08 |
93.38 |
|
R2 |
94.52 |
94.52 |
93.15 |
|
R1 |
93.61 |
93.61 |
92.93 |
94.07 |
PP |
92.05 |
92.05 |
92.05 |
92.28 |
S1 |
91.14 |
91.14 |
92.47 |
91.60 |
S2 |
89.58 |
89.58 |
92.25 |
|
S3 |
87.11 |
88.67 |
92.02 |
|
S4 |
84.64 |
86.20 |
91.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.96 |
90.49 |
2.47 |
2.7% |
1.05 |
1.1% |
89% |
True |
False |
15,050 |
10 |
93.11 |
90.40 |
2.71 |
2.9% |
1.04 |
1.1% |
85% |
False |
False |
15,062 |
20 |
97.59 |
90.40 |
7.19 |
7.8% |
0.99 |
1.1% |
32% |
False |
False |
11,051 |
40 |
97.59 |
90.40 |
7.19 |
7.8% |
0.94 |
1.0% |
32% |
False |
False |
9,081 |
60 |
97.59 |
90.40 |
7.19 |
7.8% |
0.93 |
1.0% |
32% |
False |
False |
7,937 |
80 |
98.67 |
90.40 |
8.27 |
8.9% |
0.90 |
1.0% |
28% |
False |
False |
6,538 |
100 |
99.49 |
90.40 |
9.09 |
9.8% |
0.88 |
0.9% |
25% |
False |
False |
5,627 |
120 |
99.49 |
90.40 |
9.09 |
9.8% |
0.83 |
0.9% |
25% |
False |
False |
4,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.81 |
2.618 |
94.71 |
1.618 |
94.04 |
1.000 |
93.63 |
0.618 |
93.37 |
HIGH |
92.96 |
0.618 |
92.70 |
0.500 |
92.63 |
0.382 |
92.55 |
LOW |
92.29 |
0.618 |
91.88 |
1.000 |
91.62 |
1.618 |
91.21 |
2.618 |
90.54 |
4.250 |
89.44 |
|
|
Fisher Pivots for day following 17-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.68 |
92.46 |
PP |
92.65 |
92.22 |
S1 |
92.63 |
91.98 |
|