NYMEX Light Sweet Crude Oil Future March 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 |
97.37 |
96.90 |
-0.47 |
-0.5% |
94.25 |
| High |
97.80 |
97.18 |
-0.62 |
-0.6% |
97.84 |
| Low |
96.25 |
95.21 |
-1.04 |
-1.1% |
93.65 |
| Close |
96.64 |
95.72 |
-0.92 |
-1.0% |
96.64 |
| Range |
1.55 |
1.97 |
0.42 |
27.1% |
4.19 |
| ATR |
1.51 |
1.54 |
0.03 |
2.2% |
0.00 |
| Volume |
239,673 |
235,110 |
-4,563 |
-1.9% |
1,010,961 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.95 |
100.80 |
96.80 |
|
| R3 |
99.98 |
98.83 |
96.26 |
|
| R2 |
98.01 |
98.01 |
96.08 |
|
| R1 |
96.86 |
96.86 |
95.90 |
96.45 |
| PP |
96.04 |
96.04 |
96.04 |
95.83 |
| S1 |
94.89 |
94.89 |
95.54 |
94.48 |
| S2 |
94.07 |
94.07 |
95.36 |
|
| S3 |
92.10 |
92.92 |
95.18 |
|
| S4 |
90.13 |
90.95 |
94.64 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.61 |
106.82 |
98.94 |
|
| R3 |
104.42 |
102.63 |
97.79 |
|
| R2 |
100.23 |
100.23 |
97.41 |
|
| R1 |
98.44 |
98.44 |
97.02 |
99.34 |
| PP |
96.04 |
96.04 |
96.04 |
96.49 |
| S1 |
94.25 |
94.25 |
96.26 |
95.15 |
| S2 |
91.85 |
91.85 |
95.87 |
|
| S3 |
87.66 |
90.06 |
95.49 |
|
| S4 |
83.47 |
85.87 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.84 |
93.65 |
4.19 |
4.4% |
1.71 |
1.8% |
49% |
False |
False |
249,214 |
| 10 |
97.84 |
91.65 |
6.19 |
6.5% |
1.56 |
1.6% |
66% |
False |
False |
201,099 |
| 20 |
100.79 |
91.47 |
9.32 |
9.7% |
1.60 |
1.7% |
46% |
False |
False |
139,793 |
| 40 |
100.79 |
91.47 |
9.32 |
9.7% |
1.40 |
1.5% |
46% |
False |
False |
95,401 |
| 60 |
100.79 |
91.47 |
9.32 |
9.7% |
1.38 |
1.4% |
46% |
False |
False |
77,314 |
| 80 |
101.81 |
91.47 |
10.34 |
10.8% |
1.41 |
1.5% |
41% |
False |
False |
67,127 |
| 100 |
103.14 |
91.47 |
11.67 |
12.2% |
1.40 |
1.5% |
36% |
False |
False |
57,285 |
| 120 |
104.37 |
91.47 |
12.90 |
13.5% |
1.39 |
1.5% |
33% |
False |
False |
49,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.55 |
|
2.618 |
102.34 |
|
1.618 |
100.37 |
|
1.000 |
99.15 |
|
0.618 |
98.40 |
|
HIGH |
97.18 |
|
0.618 |
96.43 |
|
0.500 |
96.20 |
|
0.382 |
95.96 |
|
LOW |
95.21 |
|
0.618 |
93.99 |
|
1.000 |
93.24 |
|
1.618 |
92.02 |
|
2.618 |
90.05 |
|
4.250 |
86.84 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.20 |
96.53 |
| PP |
96.04 |
96.26 |
| S1 |
95.88 |
95.99 |
|