NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.04 |
93.22 |
-0.82 |
-0.9% |
92.49 |
High |
94.26 |
94.68 |
0.42 |
0.4% |
94.56 |
Low |
92.93 |
93.22 |
0.29 |
0.3% |
92.12 |
Close |
93.12 |
94.54 |
1.42 |
1.5% |
93.88 |
Range |
1.33 |
1.46 |
0.13 |
9.8% |
2.44 |
ATR |
1.08 |
1.11 |
0.03 |
3.2% |
0.00 |
Volume |
10,081 |
10,801 |
720 |
7.1% |
52,716 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.53 |
97.99 |
95.34 |
|
R3 |
97.07 |
96.53 |
94.94 |
|
R2 |
95.61 |
95.61 |
94.81 |
|
R1 |
95.07 |
95.07 |
94.67 |
95.34 |
PP |
94.15 |
94.15 |
94.15 |
94.28 |
S1 |
93.61 |
93.61 |
94.41 |
93.88 |
S2 |
92.69 |
92.69 |
94.27 |
|
S3 |
91.23 |
92.15 |
94.14 |
|
S4 |
89.77 |
90.69 |
93.74 |
|
|
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 |
94.68 |
92.93 |
1.75 |
1.9% |
1.10 |
1.2% |
92% |
True |
False |
13,388 |
10 |
94.68 |
90.62 |
4.06 |
4.3% |
1.11 |
1.2% |
97% |
True |
False |
13,300 |
20 |
97.34 |
90.40 |
6.94 |
7.3% |
1.15 |
1.2% |
60% |
False |
False |
12,561 |
40 |
97.59 |
90.40 |
7.19 |
7.6% |
0.95 |
1.0% |
58% |
False |
False |
10,043 |
60 |
97.59 |
90.40 |
7.19 |
7.6% |
0.95 |
1.0% |
58% |
False |
False |
8,787 |
80 |
98.67 |
90.40 |
8.27 |
8.7% |
0.93 |
1.0% |
50% |
False |
False |
7,338 |
100 |
98.67 |
90.40 |
8.27 |
8.7% |
0.89 |
0.9% |
50% |
False |
False |
6,195 |
120 |
99.49 |
90.40 |
9.09 |
9.6% |
0.86 |
0.9% |
46% |
False |
False |
5,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.89 |
2.618 |
98.50 |
1.618 |
97.04 |
1.000 |
96.14 |
0.618 |
95.58 |
HIGH |
94.68 |
0.618 |
94.12 |
0.500 |
93.95 |
0.382 |
93.78 |
LOW |
93.22 |
0.618 |
92.32 |
1.000 |
91.76 |
1.618 |
90.86 |
2.618 |
89.40 |
4.250 |
87.02 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.34 |
94.30 |
PP |
94.15 |
94.05 |
S1 |
93.95 |
93.81 |
|