NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.23 |
94.00 |
-0.23 |
-0.2% |
92.49 |
High |
94.56 |
94.38 |
-0.18 |
-0.2% |
94.56 |
Low |
93.90 |
93.46 |
-0.44 |
-0.5% |
92.12 |
Close |
94.10 |
93.88 |
-0.22 |
-0.2% |
93.88 |
Range |
0.66 |
0.92 |
0.26 |
39.4% |
2.44 |
ATR |
1.07 |
1.06 |
-0.01 |
-1.0% |
0.00 |
Volume |
18,316 |
20,698 |
2,382 |
13.0% |
52,716 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.67 |
96.19 |
94.39 |
|
R3 |
95.75 |
95.27 |
94.13 |
|
R2 |
94.83 |
94.83 |
94.05 |
|
R1 |
94.35 |
94.35 |
93.96 |
94.13 |
PP |
93.91 |
93.91 |
93.91 |
93.80 |
S1 |
93.43 |
93.43 |
93.80 |
93.21 |
S2 |
92.99 |
92.99 |
93.71 |
|
S3 |
92.07 |
92.51 |
93.63 |
|
S4 |
91.15 |
91.59 |
93.37 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.84 |
99.80 |
95.22 |
|
R3 |
98.40 |
97.36 |
94.55 |
|
R2 |
95.96 |
95.96 |
94.33 |
|
R1 |
94.92 |
94.92 |
94.10 |
95.44 |
PP |
93.52 |
93.52 |
93.52 |
93.78 |
S1 |
92.48 |
92.48 |
93.66 |
93.00 |
S2 |
91.08 |
91.08 |
93.43 |
|
S3 |
88.64 |
90.04 |
93.21 |
|
S4 |
86.20 |
87.60 |
92.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.56 |
92.12 |
2.44 |
2.6% |
0.97 |
1.0% |
72% |
False |
False |
12,099 |
10 |
94.56 |
90.49 |
4.07 |
4.3% |
1.03 |
1.1% |
83% |
False |
False |
14,662 |
20 |
97.59 |
90.40 |
7.19 |
7.7% |
1.08 |
1.2% |
48% |
False |
False |
11,937 |
40 |
97.59 |
90.40 |
7.19 |
7.7% |
0.94 |
1.0% |
48% |
False |
False |
9,847 |
60 |
97.59 |
90.40 |
7.19 |
7.7% |
0.92 |
1.0% |
48% |
False |
False |
8,535 |
80 |
98.67 |
90.40 |
8.27 |
8.8% |
0.93 |
1.0% |
42% |
False |
False |
7,127 |
100 |
98.67 |
90.40 |
8.27 |
8.8% |
0.88 |
0.9% |
42% |
False |
False |
6,048 |
120 |
99.49 |
90.40 |
9.09 |
9.7% |
0.85 |
0.9% |
38% |
False |
False |
5,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.29 |
2.618 |
96.79 |
1.618 |
95.87 |
1.000 |
95.30 |
0.618 |
94.95 |
HIGH |
94.38 |
0.618 |
94.03 |
0.500 |
93.92 |
0.382 |
93.81 |
LOW |
93.46 |
0.618 |
92.89 |
1.000 |
92.54 |
1.618 |
91.97 |
2.618 |
91.05 |
4.250 |
89.55 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
93.92 |
93.93 |
PP |
93.91 |
93.91 |
S1 |
93.89 |
93.90 |
|