NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.44 |
92.49 |
0.05 |
0.1% |
91.63 |
High |
92.96 |
93.59 |
0.63 |
0.7% |
92.96 |
Low |
92.29 |
92.12 |
-0.17 |
-0.2% |
90.49 |
Close |
92.70 |
93.03 |
0.33 |
0.4% |
92.70 |
Range |
0.67 |
1.47 |
0.80 |
119.4% |
2.47 |
ATR |
1.05 |
1.08 |
0.03 |
2.9% |
0.00 |
Volume |
7,781 |
6,656 |
-1,125 |
-14.5% |
75,251 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.32 |
96.65 |
93.84 |
|
R3 |
95.85 |
95.18 |
93.43 |
|
R2 |
94.38 |
94.38 |
93.30 |
|
R1 |
93.71 |
93.71 |
93.16 |
94.05 |
PP |
92.91 |
92.91 |
92.91 |
93.08 |
S1 |
92.24 |
92.24 |
92.90 |
92.58 |
S2 |
91.44 |
91.44 |
92.76 |
|
S3 |
89.97 |
90.77 |
92.63 |
|
S4 |
88.50 |
89.30 |
92.22 |
|
|
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 |
93.59 |
90.62 |
2.97 |
3.2% |
1.12 |
1.2% |
81% |
True |
False |
13,212 |
10 |
93.59 |
90.40 |
3.19 |
3.4% |
1.09 |
1.2% |
82% |
True |
False |
14,744 |
20 |
97.59 |
90.40 |
7.19 |
7.7% |
1.02 |
1.1% |
37% |
False |
False |
10,941 |
40 |
97.59 |
90.40 |
7.19 |
7.7% |
0.95 |
1.0% |
37% |
False |
False |
9,157 |
60 |
97.59 |
90.40 |
7.19 |
7.7% |
0.92 |
1.0% |
37% |
False |
False |
7,957 |
80 |
98.67 |
90.40 |
8.27 |
8.9% |
0.92 |
1.0% |
32% |
False |
False |
6,599 |
100 |
99.49 |
90.40 |
9.09 |
9.8% |
0.88 |
0.9% |
29% |
False |
False |
5,685 |
120 |
99.49 |
90.40 |
9.09 |
9.8% |
0.84 |
0.9% |
29% |
False |
False |
5,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.84 |
2.618 |
97.44 |
1.618 |
95.97 |
1.000 |
95.06 |
0.618 |
94.50 |
HIGH |
93.59 |
0.618 |
93.03 |
0.500 |
92.86 |
0.382 |
92.68 |
LOW |
92.12 |
0.618 |
91.21 |
1.000 |
90.65 |
1.618 |
89.74 |
2.618 |
88.27 |
4.250 |
85.87 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
92.97 |
92.92 |
PP |
92.91 |
92.81 |
S1 |
92.86 |
92.70 |
|