NYMEX Light Sweet Crude Oil Future September 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 |
95.02 |
94.90 |
-0.12 |
-0.1% |
94.15 |
| High |
95.02 |
95.18 |
0.16 |
0.2% |
95.62 |
| Low |
94.45 |
92.49 |
-1.96 |
-2.1% |
93.85 |
| Close |
94.76 |
92.51 |
-2.25 |
-2.4% |
95.21 |
| Range |
0.57 |
2.69 |
2.12 |
371.9% |
1.77 |
| ATR |
0.69 |
0.83 |
0.14 |
20.8% |
0.00 |
| Volume |
5,771 |
6,235 |
464 |
8.0% |
16,898 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.46 |
99.68 |
93.99 |
|
| R3 |
98.77 |
96.99 |
93.25 |
|
| R2 |
96.08 |
96.08 |
93.00 |
|
| R1 |
94.30 |
94.30 |
92.76 |
93.85 |
| PP |
93.39 |
93.39 |
93.39 |
93.17 |
| S1 |
91.61 |
91.61 |
92.26 |
91.16 |
| S2 |
90.70 |
90.70 |
92.02 |
|
| S3 |
88.01 |
88.92 |
91.77 |
|
| S4 |
85.32 |
86.23 |
91.03 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.20 |
99.48 |
96.18 |
|
| R3 |
98.43 |
97.71 |
95.70 |
|
| R2 |
96.66 |
96.66 |
95.53 |
|
| R1 |
95.94 |
95.94 |
95.37 |
96.30 |
| PP |
94.89 |
94.89 |
94.89 |
95.08 |
| S1 |
94.17 |
94.17 |
95.05 |
94.53 |
| S2 |
93.12 |
93.12 |
94.89 |
|
| S3 |
91.35 |
92.40 |
94.72 |
|
| S4 |
89.58 |
90.63 |
94.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.61 |
|
2.618 |
102.22 |
|
1.618 |
99.53 |
|
1.000 |
97.87 |
|
0.618 |
96.84 |
|
HIGH |
95.18 |
|
0.618 |
94.15 |
|
0.500 |
93.84 |
|
0.382 |
93.52 |
|
LOW |
92.49 |
|
0.618 |
90.83 |
|
1.000 |
89.80 |
|
1.618 |
88.14 |
|
2.618 |
85.45 |
|
4.250 |
81.06 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.84 |
94.04 |
| PP |
93.39 |
93.53 |
| S1 |
92.95 |
93.02 |
|