NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.00 |
92.27 |
0.27 |
0.3% |
90.76 |
| High |
92.38 |
92.37 |
-0.01 |
0.0% |
92.74 |
| Low |
91.65 |
91.30 |
-0.35 |
-0.4% |
90.40 |
| Close |
92.10 |
91.41 |
-0.69 |
-0.7% |
92.10 |
| Range |
0.73 |
1.07 |
0.34 |
46.6% |
2.34 |
| ATR |
0.96 |
0.97 |
0.01 |
0.8% |
0.00 |
| Volume |
18,615 |
11,496 |
-7,119 |
-38.2% |
45,937 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.90 |
94.23 |
92.00 |
|
| R3 |
93.83 |
93.16 |
91.70 |
|
| R2 |
92.76 |
92.76 |
91.61 |
|
| R1 |
92.09 |
92.09 |
91.51 |
91.89 |
| PP |
91.69 |
91.69 |
91.69 |
91.60 |
| S1 |
91.02 |
91.02 |
91.31 |
90.82 |
| S2 |
90.62 |
90.62 |
91.21 |
|
| S3 |
89.55 |
89.95 |
91.12 |
|
| S4 |
88.48 |
88.88 |
90.82 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.77 |
97.77 |
93.39 |
|
| R3 |
96.43 |
95.43 |
92.74 |
|
| R2 |
94.09 |
94.09 |
92.53 |
|
| R1 |
93.09 |
93.09 |
92.31 |
93.59 |
| PP |
91.75 |
91.75 |
91.75 |
92.00 |
| S1 |
90.75 |
90.75 |
91.89 |
91.25 |
| S2 |
89.41 |
89.41 |
91.67 |
|
| S3 |
87.07 |
88.41 |
91.46 |
|
| S4 |
84.73 |
86.07 |
90.81 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.92 |
|
2.618 |
95.17 |
|
1.618 |
94.10 |
|
1.000 |
93.44 |
|
0.618 |
93.03 |
|
HIGH |
92.37 |
|
0.618 |
91.96 |
|
0.500 |
91.84 |
|
0.382 |
91.71 |
|
LOW |
91.30 |
|
0.618 |
90.64 |
|
1.000 |
90.23 |
|
1.618 |
89.57 |
|
2.618 |
88.50 |
|
4.250 |
86.75 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.84 |
92.02 |
| PP |
91.69 |
91.82 |
| S1 |
91.55 |
91.61 |
|