NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
94.50 |
94.55 |
0.05 |
0.1% |
94.04 |
High |
95.31 |
94.84 |
-0.47 |
-0.5% |
95.31 |
Low |
94.50 |
93.79 |
-0.71 |
-0.8% |
92.93 |
Close |
94.95 |
93.87 |
-1.08 |
-1.1% |
93.87 |
Range |
0.81 |
1.05 |
0.24 |
29.6% |
2.38 |
ATR |
1.08 |
1.08 |
0.01 |
0.5% |
0.00 |
Volume |
12,472 |
9,669 |
-2,803 |
-22.5% |
52,194 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.32 |
96.64 |
94.45 |
|
R3 |
96.27 |
95.59 |
94.16 |
|
R2 |
95.22 |
95.22 |
94.06 |
|
R1 |
94.54 |
94.54 |
93.97 |
94.36 |
PP |
94.17 |
94.17 |
94.17 |
94.07 |
S1 |
93.49 |
93.49 |
93.77 |
93.31 |
S2 |
93.12 |
93.12 |
93.68 |
|
S3 |
92.07 |
92.44 |
93.58 |
|
S4 |
91.02 |
91.39 |
93.29 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.18 |
99.90 |
95.18 |
|
R3 |
98.80 |
97.52 |
94.52 |
|
R2 |
96.42 |
96.42 |
94.31 |
|
R1 |
95.14 |
95.14 |
94.09 |
94.59 |
PP |
94.04 |
94.04 |
94.04 |
93.76 |
S1 |
92.76 |
92.76 |
93.65 |
92.21 |
S2 |
91.66 |
91.66 |
93.43 |
|
S3 |
89.28 |
90.38 |
93.22 |
|
S4 |
86.90 |
88.00 |
92.56 |
|
|
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% |
1.11 |
1.2% |
39% |
False |
False |
10,438 |
10 |
95.31 |
92.12 |
3.19 |
3.4% |
1.04 |
1.1% |
55% |
False |
False |
11,269 |
20 |
95.31 |
90.40 |
4.91 |
5.2% |
1.09 |
1.2% |
71% |
False |
False |
13,132 |
40 |
97.59 |
90.40 |
7.19 |
7.7% |
0.94 |
1.0% |
48% |
False |
False |
10,482 |
60 |
97.59 |
90.40 |
7.19 |
7.7% |
0.95 |
1.0% |
48% |
False |
False |
8,973 |
80 |
98.67 |
90.40 |
8.27 |
8.8% |
0.94 |
1.0% |
42% |
False |
False |
7,662 |
100 |
98.67 |
90.40 |
8.27 |
8.8% |
0.90 |
1.0% |
42% |
False |
False |
6,437 |
120 |
99.49 |
90.40 |
9.09 |
9.7% |
0.87 |
0.9% |
38% |
False |
False |
5,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.30 |
2.618 |
97.59 |
1.618 |
96.54 |
1.000 |
95.89 |
0.618 |
95.49 |
HIGH |
94.84 |
0.618 |
94.44 |
0.500 |
94.32 |
0.382 |
94.19 |
LOW |
93.79 |
0.618 |
93.14 |
1.000 |
92.74 |
1.618 |
92.09 |
2.618 |
91.04 |
4.250 |
89.33 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
94.32 |
94.55 |
PP |
94.17 |
94.32 |
S1 |
94.02 |
94.10 |
|