NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
93.22 |
94.33 |
1.11 |
1.2% |
92.49 |
High |
94.68 |
94.68 |
0.00 |
0.0% |
94.56 |
Low |
93.22 |
93.80 |
0.58 |
0.6% |
92.12 |
Close |
94.54 |
94.47 |
-0.07 |
-0.1% |
93.88 |
Range |
1.46 |
0.88 |
-0.58 |
-39.7% |
2.44 |
ATR |
1.11 |
1.10 |
-0.02 |
-1.5% |
0.00 |
Volume |
10,801 |
9,171 |
-1,630 |
-15.1% |
52,716 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.96 |
96.59 |
94.95 |
|
R3 |
96.08 |
95.71 |
94.71 |
|
R2 |
95.20 |
95.20 |
94.63 |
|
R1 |
94.83 |
94.83 |
94.55 |
95.02 |
PP |
94.32 |
94.32 |
94.32 |
94.41 |
S1 |
93.95 |
93.95 |
94.39 |
94.14 |
S2 |
93.44 |
93.44 |
94.31 |
|
S3 |
92.56 |
93.07 |
94.23 |
|
S4 |
91.68 |
92.19 |
93.99 |
|
|
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% |
1.05 |
1.1% |
88% |
True |
False |
13,813 |
10 |
94.68 |
91.00 |
3.68 |
3.9% |
1.11 |
1.2% |
94% |
True |
False |
12,862 |
20 |
96.75 |
90.40 |
6.35 |
6.7% |
1.17 |
1.2% |
64% |
False |
False |
12,554 |
40 |
97.59 |
90.40 |
7.19 |
7.6% |
0.94 |
1.0% |
57% |
False |
False |
10,132 |
60 |
97.59 |
90.40 |
7.19 |
7.6% |
0.96 |
1.0% |
57% |
False |
False |
8,813 |
80 |
98.67 |
90.40 |
8.27 |
8.8% |
0.93 |
1.0% |
49% |
False |
False |
7,414 |
100 |
98.67 |
90.40 |
8.27 |
8.8% |
0.89 |
0.9% |
49% |
False |
False |
6,263 |
120 |
99.49 |
90.40 |
9.09 |
9.6% |
0.86 |
0.9% |
45% |
False |
False |
5,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.42 |
2.618 |
96.98 |
1.618 |
96.10 |
1.000 |
95.56 |
0.618 |
95.22 |
HIGH |
94.68 |
0.618 |
94.34 |
0.500 |
94.24 |
0.382 |
94.14 |
LOW |
93.80 |
0.618 |
93.26 |
1.000 |
92.92 |
1.618 |
92.38 |
2.618 |
91.50 |
4.250 |
90.06 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.39 |
94.25 |
PP |
94.32 |
94.03 |
S1 |
94.24 |
93.81 |
|