NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.96 |
92.58 |
-1.38 |
-1.5% |
100.15 |
| High |
94.18 |
92.93 |
-1.25 |
-1.3% |
100.42 |
| Low |
92.26 |
91.24 |
-1.02 |
-1.1% |
93.86 |
| Close |
92.33 |
91.66 |
-0.67 |
-0.7% |
93.96 |
| Range |
1.92 |
1.69 |
-0.23 |
-12.0% |
6.56 |
| ATR |
1.44 |
1.46 |
0.02 |
1.2% |
0.00 |
| Volume |
244,855 |
255,784 |
10,929 |
4.5% |
699,033 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.01 |
96.03 |
92.59 |
|
| R3 |
95.32 |
94.34 |
92.12 |
|
| R2 |
93.63 |
93.63 |
91.97 |
|
| R1 |
92.65 |
92.65 |
91.81 |
92.30 |
| PP |
91.94 |
91.94 |
91.94 |
91.77 |
| S1 |
90.96 |
90.96 |
91.51 |
90.61 |
| S2 |
90.25 |
90.25 |
91.35 |
|
| S3 |
88.56 |
89.27 |
91.20 |
|
| S4 |
86.87 |
87.58 |
90.73 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
111.42 |
97.57 |
|
| R3 |
109.20 |
104.86 |
95.76 |
|
| R2 |
102.64 |
102.64 |
95.16 |
|
| R1 |
98.30 |
98.30 |
94.56 |
97.19 |
| PP |
96.08 |
96.08 |
96.08 |
95.53 |
| S1 |
91.74 |
91.74 |
93.36 |
90.63 |
| S2 |
89.52 |
89.52 |
92.76 |
|
| S3 |
82.96 |
85.18 |
92.16 |
|
| S4 |
76.40 |
78.62 |
90.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.74 |
91.24 |
4.50 |
4.9% |
1.55 |
1.7% |
9% |
False |
True |
216,544 |
| 10 |
100.75 |
91.24 |
9.51 |
10.4% |
1.59 |
1.7% |
4% |
False |
True |
175,909 |
| 20 |
100.75 |
91.24 |
9.51 |
10.4% |
1.35 |
1.5% |
4% |
False |
True |
153,558 |
| 40 |
100.75 |
91.24 |
9.51 |
10.4% |
1.42 |
1.6% |
4% |
False |
True |
108,277 |
| 60 |
102.49 |
91.24 |
11.25 |
12.3% |
1.43 |
1.6% |
4% |
False |
True |
84,454 |
| 80 |
103.73 |
91.24 |
12.49 |
13.6% |
1.46 |
1.6% |
3% |
False |
True |
69,268 |
| 100 |
106.22 |
91.24 |
14.98 |
16.3% |
1.47 |
1.6% |
3% |
False |
True |
57,804 |
| 120 |
106.22 |
91.24 |
14.98 |
16.3% |
1.43 |
1.6% |
3% |
False |
True |
49,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.11 |
|
2.618 |
97.35 |
|
1.618 |
95.66 |
|
1.000 |
94.62 |
|
0.618 |
93.97 |
|
HIGH |
92.93 |
|
0.618 |
92.28 |
|
0.500 |
92.09 |
|
0.382 |
91.89 |
|
LOW |
91.24 |
|
0.618 |
90.20 |
|
1.000 |
89.55 |
|
1.618 |
88.51 |
|
2.618 |
86.82 |
|
4.250 |
84.06 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.09 |
92.73 |
| PP |
91.94 |
92.37 |
| S1 |
91.80 |
92.02 |
|