NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.30 |
92.83 |
0.53 |
0.6% |
94.18 |
| High |
93.38 |
92.88 |
-0.50 |
-0.5% |
94.59 |
| Low |
91.99 |
91.43 |
-0.56 |
-0.6% |
91.24 |
| Close |
92.72 |
91.80 |
-0.92 |
-1.0% |
92.72 |
| Range |
1.39 |
1.45 |
0.06 |
4.3% |
3.35 |
| ATR |
1.48 |
1.47 |
0.00 |
-0.1% |
0.00 |
| Volume |
255,988 |
212,208 |
-43,780 |
-17.1% |
1,123,188 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.39 |
95.54 |
92.60 |
|
| R3 |
94.94 |
94.09 |
92.20 |
|
| R2 |
93.49 |
93.49 |
92.07 |
|
| R1 |
92.64 |
92.64 |
91.93 |
92.34 |
| PP |
92.04 |
92.04 |
92.04 |
91.89 |
| S1 |
91.19 |
91.19 |
91.67 |
90.89 |
| S2 |
90.59 |
90.59 |
91.53 |
|
| S3 |
89.14 |
89.74 |
91.40 |
|
| S4 |
87.69 |
88.29 |
91.00 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.90 |
101.16 |
94.56 |
|
| R3 |
99.55 |
97.81 |
93.64 |
|
| R2 |
96.20 |
96.20 |
93.33 |
|
| R1 |
94.46 |
94.46 |
93.03 |
93.66 |
| PP |
92.85 |
92.85 |
92.85 |
92.45 |
| S1 |
91.11 |
91.11 |
92.41 |
90.31 |
| S2 |
89.50 |
89.50 |
92.11 |
|
| S3 |
86.15 |
87.76 |
91.80 |
|
| S4 |
82.80 |
84.41 |
90.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.22 |
91.24 |
2.98 |
3.2% |
1.46 |
1.6% |
19% |
False |
False |
229,203 |
| 10 |
100.42 |
91.24 |
9.18 |
10.0% |
1.68 |
1.8% |
6% |
False |
False |
203,442 |
| 20 |
100.75 |
91.24 |
9.51 |
10.4% |
1.38 |
1.5% |
6% |
False |
False |
164,732 |
| 40 |
100.75 |
91.24 |
9.51 |
10.4% |
1.40 |
1.5% |
6% |
False |
False |
117,421 |
| 60 |
101.85 |
91.24 |
10.61 |
11.6% |
1.42 |
1.5% |
5% |
False |
False |
91,400 |
| 80 |
103.73 |
91.24 |
12.49 |
13.6% |
1.44 |
1.6% |
4% |
False |
False |
74,720 |
| 100 |
106.22 |
91.24 |
14.98 |
16.3% |
1.48 |
1.6% |
4% |
False |
False |
62,354 |
| 120 |
106.22 |
91.24 |
14.98 |
16.3% |
1.44 |
1.6% |
4% |
False |
False |
53,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.04 |
|
2.618 |
96.68 |
|
1.618 |
95.23 |
|
1.000 |
94.33 |
|
0.618 |
93.78 |
|
HIGH |
92.88 |
|
0.618 |
92.33 |
|
0.500 |
92.16 |
|
0.382 |
91.98 |
|
LOW |
91.43 |
|
0.618 |
90.53 |
|
1.000 |
89.98 |
|
1.618 |
89.08 |
|
2.618 |
87.63 |
|
4.250 |
85.27 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.16 |
92.31 |
| PP |
92.04 |
92.14 |
| S1 |
91.92 |
91.97 |
|