NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 23-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.30 |
94.23 |
0.93 |
1.0% |
91.63 |
High |
94.45 |
94.56 |
0.11 |
0.1% |
92.96 |
Low |
93.30 |
93.90 |
0.60 |
0.6% |
90.49 |
Close |
94.23 |
94.10 |
-0.13 |
-0.1% |
92.70 |
Range |
1.15 |
0.66 |
-0.49 |
-42.6% |
2.47 |
ATR |
1.10 |
1.07 |
-0.03 |
-2.9% |
0.00 |
Volume |
7,046 |
18,316 |
11,270 |
159.9% |
75,251 |
|
Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.17 |
95.79 |
94.46 |
|
R3 |
95.51 |
95.13 |
94.28 |
|
R2 |
94.85 |
94.85 |
94.22 |
|
R1 |
94.47 |
94.47 |
94.16 |
94.33 |
PP |
94.19 |
94.19 |
94.19 |
94.12 |
S1 |
93.81 |
93.81 |
94.04 |
93.67 |
S2 |
93.53 |
93.53 |
93.98 |
|
S3 |
92.87 |
93.15 |
93.92 |
|
S4 |
92.21 |
92.49 |
93.74 |
|
|
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 |
94.56 |
91.81 |
2.75 |
2.9% |
0.95 |
1.0% |
83% |
True |
False |
11,420 |
10 |
94.56 |
90.40 |
4.16 |
4.4% |
1.07 |
1.1% |
89% |
True |
False |
14,610 |
20 |
97.59 |
90.40 |
7.19 |
7.6% |
1.06 |
1.1% |
51% |
False |
False |
11,219 |
40 |
97.59 |
90.40 |
7.19 |
7.6% |
0.94 |
1.0% |
51% |
False |
False |
9,454 |
60 |
97.59 |
90.40 |
7.19 |
7.6% |
0.92 |
1.0% |
51% |
False |
False |
8,239 |
80 |
98.67 |
90.40 |
8.27 |
8.8% |
0.92 |
1.0% |
45% |
False |
False |
6,887 |
100 |
98.67 |
90.40 |
8.27 |
8.8% |
0.88 |
0.9% |
45% |
False |
False |
5,870 |
120 |
99.49 |
90.40 |
9.09 |
9.7% |
0.84 |
0.9% |
41% |
False |
False |
5,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.37 |
2.618 |
96.29 |
1.618 |
95.63 |
1.000 |
95.22 |
0.618 |
94.97 |
HIGH |
94.56 |
0.618 |
94.31 |
0.500 |
94.23 |
0.382 |
94.15 |
LOW |
93.90 |
0.618 |
93.49 |
1.000 |
93.24 |
1.618 |
92.83 |
2.618 |
92.17 |
4.250 |
91.10 |
|
|
Fisher Pivots for day following 23-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.23 |
93.85 |
PP |
94.19 |
93.59 |
S1 |
94.14 |
93.34 |
|