NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
95.52 |
95.46 |
-0.06 |
-0.1% |
95.09 |
| High |
95.67 |
95.46 |
-0.21 |
-0.2% |
96.63 |
| Low |
95.26 |
93.23 |
-2.03 |
-2.1% |
94.70 |
| Close |
95.60 |
93.23 |
-2.37 |
-2.5% |
96.18 |
| Range |
0.41 |
2.23 |
1.82 |
443.9% |
1.93 |
| ATR |
0.72 |
0.84 |
0.12 |
16.3% |
0.00 |
| Volume |
3,445 |
2,779 |
-666 |
-19.3% |
12,008 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.66 |
99.18 |
94.46 |
|
| R3 |
98.43 |
96.95 |
93.84 |
|
| R2 |
96.20 |
96.20 |
93.64 |
|
| R1 |
94.72 |
94.72 |
93.43 |
94.35 |
| PP |
93.97 |
93.97 |
93.97 |
93.79 |
| S1 |
92.49 |
92.49 |
93.03 |
92.12 |
| S2 |
91.74 |
91.74 |
92.82 |
|
| S3 |
89.51 |
90.26 |
92.62 |
|
| S4 |
87.28 |
88.03 |
92.00 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.63 |
100.83 |
97.24 |
|
| R3 |
99.70 |
98.90 |
96.71 |
|
| R2 |
97.77 |
97.77 |
96.53 |
|
| R1 |
96.97 |
96.97 |
96.36 |
97.37 |
| PP |
95.84 |
95.84 |
95.84 |
96.04 |
| S1 |
95.04 |
95.04 |
96.00 |
95.44 |
| S2 |
93.91 |
93.91 |
95.83 |
|
| S3 |
91.98 |
93.11 |
95.65 |
|
| S4 |
90.05 |
91.18 |
95.12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.94 |
|
2.618 |
101.30 |
|
1.618 |
99.07 |
|
1.000 |
97.69 |
|
0.618 |
96.84 |
|
HIGH |
95.46 |
|
0.618 |
94.61 |
|
0.500 |
94.35 |
|
0.382 |
94.08 |
|
LOW |
93.23 |
|
0.618 |
91.85 |
|
1.000 |
91.00 |
|
1.618 |
89.62 |
|
2.618 |
87.39 |
|
4.250 |
83.75 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.35 |
94.81 |
| PP |
93.97 |
94.28 |
| S1 |
93.60 |
93.76 |
|