NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.33 |
94.50 |
0.17 |
0.2% |
92.49 |
High |
94.68 |
95.31 |
0.63 |
0.7% |
94.56 |
Low |
93.80 |
94.50 |
0.70 |
0.7% |
92.12 |
Close |
94.47 |
94.95 |
0.48 |
0.5% |
93.88 |
Range |
0.88 |
0.81 |
-0.07 |
-8.0% |
2.44 |
ATR |
1.10 |
1.08 |
-0.02 |
-1.7% |
0.00 |
Volume |
9,171 |
12,472 |
3,301 |
36.0% |
52,716 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.35 |
96.96 |
95.40 |
|
R3 |
96.54 |
96.15 |
95.17 |
|
R2 |
95.73 |
95.73 |
95.10 |
|
R1 |
95.34 |
95.34 |
95.02 |
95.54 |
PP |
94.92 |
94.92 |
94.92 |
95.02 |
S1 |
94.53 |
94.53 |
94.88 |
94.73 |
S2 |
94.11 |
94.11 |
94.80 |
|
S3 |
93.30 |
93.72 |
94.73 |
|
S4 |
92.49 |
92.91 |
94.50 |
|
|
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 |
95.31 |
92.93 |
2.38 |
2.5% |
1.08 |
1.1% |
85% |
True |
False |
12,644 |
10 |
95.31 |
91.81 |
3.50 |
3.7% |
1.01 |
1.1% |
90% |
True |
False |
12,032 |
20 |
96.75 |
90.40 |
6.35 |
6.7% |
1.18 |
1.2% |
72% |
False |
False |
12,871 |
40 |
97.59 |
90.40 |
7.19 |
7.6% |
0.95 |
1.0% |
63% |
False |
False |
10,394 |
60 |
97.59 |
90.40 |
7.19 |
7.6% |
0.95 |
1.0% |
63% |
False |
False |
8,912 |
80 |
98.67 |
90.40 |
8.27 |
8.7% |
0.94 |
1.0% |
55% |
False |
False |
7,555 |
100 |
98.67 |
90.40 |
8.27 |
8.7% |
0.89 |
0.9% |
55% |
False |
False |
6,356 |
120 |
99.49 |
90.40 |
9.09 |
9.6% |
0.87 |
0.9% |
50% |
False |
False |
5,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.75 |
2.618 |
97.43 |
1.618 |
96.62 |
1.000 |
96.12 |
0.618 |
95.81 |
HIGH |
95.31 |
0.618 |
95.00 |
0.500 |
94.91 |
0.382 |
94.81 |
LOW |
94.50 |
0.618 |
94.00 |
1.000 |
93.69 |
1.618 |
93.19 |
2.618 |
92.38 |
4.250 |
91.06 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.94 |
94.72 |
PP |
94.92 |
94.49 |
S1 |
94.91 |
94.27 |
|