NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
92.49 |
93.30 |
0.81 |
0.9% |
91.63 |
High |
93.59 |
94.45 |
0.86 |
0.9% |
92.96 |
Low |
92.12 |
93.30 |
1.18 |
1.3% |
90.49 |
Close |
93.03 |
94.23 |
1.20 |
1.3% |
92.70 |
Range |
1.47 |
1.15 |
-0.32 |
-21.8% |
2.47 |
ATR |
1.08 |
1.10 |
0.02 |
2.3% |
0.00 |
Volume |
6,656 |
7,046 |
390 |
5.9% |
75,251 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.44 |
96.99 |
94.86 |
|
R3 |
96.29 |
95.84 |
94.55 |
|
R2 |
95.14 |
95.14 |
94.44 |
|
R1 |
94.69 |
94.69 |
94.34 |
94.92 |
PP |
93.99 |
93.99 |
93.99 |
94.11 |
S1 |
93.54 |
93.54 |
94.12 |
93.77 |
S2 |
92.84 |
92.84 |
94.02 |
|
S3 |
91.69 |
92.39 |
93.91 |
|
S4 |
90.54 |
91.24 |
93.60 |
|
|
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 |
94.45 |
91.00 |
3.45 |
3.7% |
1.17 |
1.2% |
94% |
True |
False |
11,910 |
10 |
94.45 |
90.40 |
4.05 |
4.3% |
1.15 |
1.2% |
95% |
True |
False |
13,960 |
20 |
97.59 |
90.40 |
7.19 |
7.6% |
1.04 |
1.1% |
53% |
False |
False |
10,730 |
40 |
97.59 |
90.40 |
7.19 |
7.6% |
0.95 |
1.0% |
53% |
False |
False |
9,177 |
60 |
97.59 |
90.40 |
7.19 |
7.6% |
0.92 |
1.0% |
53% |
False |
False |
7,998 |
80 |
98.67 |
90.40 |
8.27 |
8.8% |
0.93 |
1.0% |
46% |
False |
False |
6,670 |
100 |
98.67 |
90.40 |
8.27 |
8.8% |
0.88 |
0.9% |
46% |
False |
False |
5,715 |
120 |
99.49 |
90.40 |
9.09 |
9.6% |
0.84 |
0.9% |
42% |
False |
False |
5,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.34 |
2.618 |
97.46 |
1.618 |
96.31 |
1.000 |
95.60 |
0.618 |
95.16 |
HIGH |
94.45 |
0.618 |
94.01 |
0.500 |
93.88 |
0.382 |
93.74 |
LOW |
93.30 |
0.618 |
92.59 |
1.000 |
92.15 |
1.618 |
91.44 |
2.618 |
90.29 |
4.250 |
88.41 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.11 |
93.92 |
PP |
93.99 |
93.60 |
S1 |
93.88 |
93.29 |
|