NYMEX Light Sweet Crude Oil Future April 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 |
96.82 |
96.41 |
-0.41 |
-0.4% |
94.10 |
| High |
97.19 |
96.72 |
-0.47 |
-0.5% |
97.27 |
| Low |
95.78 |
94.92 |
-0.86 |
-0.9% |
93.54 |
| Close |
96.22 |
95.36 |
-0.86 |
-0.9% |
96.22 |
| Range |
1.41 |
1.80 |
0.39 |
27.7% |
3.73 |
| ATR |
1.42 |
1.45 |
0.03 |
1.9% |
0.00 |
| Volume |
110,356 |
76,813 |
-33,543 |
-30.4% |
293,226 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.07 |
100.01 |
96.35 |
|
| R3 |
99.27 |
98.21 |
95.86 |
|
| R2 |
97.47 |
97.47 |
95.69 |
|
| R1 |
96.41 |
96.41 |
95.53 |
96.04 |
| PP |
95.67 |
95.67 |
95.67 |
95.48 |
| S1 |
94.61 |
94.61 |
95.20 |
94.24 |
| S2 |
93.87 |
93.87 |
95.03 |
|
| S3 |
92.07 |
92.81 |
94.87 |
|
| S4 |
90.27 |
91.01 |
94.37 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.87 |
105.27 |
98.27 |
|
| R3 |
103.14 |
101.54 |
97.25 |
|
| R2 |
99.41 |
99.41 |
96.90 |
|
| R1 |
97.81 |
97.81 |
96.56 |
98.61 |
| PP |
95.68 |
95.68 |
95.68 |
96.08 |
| S1 |
94.08 |
94.08 |
95.88 |
94.88 |
| S2 |
91.95 |
91.95 |
95.54 |
|
| S3 |
88.22 |
90.35 |
95.19 |
|
| S4 |
84.49 |
86.62 |
94.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.27 |
93.54 |
3.73 |
3.9% |
1.56 |
1.6% |
49% |
False |
False |
74,007 |
| 10 |
97.27 |
91.62 |
5.65 |
5.9% |
1.47 |
1.5% |
66% |
False |
False |
62,006 |
| 20 |
100.33 |
91.48 |
8.85 |
9.3% |
1.50 |
1.6% |
44% |
False |
False |
48,420 |
| 40 |
100.33 |
91.48 |
8.85 |
9.3% |
1.32 |
1.4% |
44% |
False |
False |
35,849 |
| 60 |
100.33 |
91.48 |
8.85 |
9.3% |
1.29 |
1.4% |
44% |
False |
False |
29,987 |
| 80 |
101.00 |
91.48 |
9.52 |
10.0% |
1.30 |
1.4% |
41% |
False |
False |
25,598 |
| 100 |
101.62 |
91.48 |
10.14 |
10.6% |
1.27 |
1.3% |
38% |
False |
False |
21,549 |
| 120 |
103.06 |
91.48 |
11.58 |
12.1% |
1.23 |
1.3% |
34% |
False |
False |
18,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.37 |
|
2.618 |
101.43 |
|
1.618 |
99.63 |
|
1.000 |
98.52 |
|
0.618 |
97.83 |
|
HIGH |
96.72 |
|
0.618 |
96.03 |
|
0.500 |
95.82 |
|
0.382 |
95.61 |
|
LOW |
94.92 |
|
0.618 |
93.81 |
|
1.000 |
93.12 |
|
1.618 |
92.01 |
|
2.618 |
90.21 |
|
4.250 |
87.27 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.82 |
96.10 |
| PP |
95.67 |
95.85 |
| S1 |
95.51 |
95.61 |
|