NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.65 |
94.29 |
1.64 |
1.8% |
94.18 |
| High |
94.64 |
94.64 |
0.00 |
0.0% |
94.59 |
| Low |
92.43 |
93.60 |
1.17 |
1.3% |
91.24 |
| Close |
94.17 |
93.96 |
-0.21 |
-0.2% |
92.72 |
| Range |
2.21 |
1.04 |
-1.17 |
-52.9% |
3.35 |
| ATR |
1.52 |
1.49 |
-0.03 |
-2.3% |
0.00 |
| Volume |
263,295 |
165,135 |
-98,160 |
-37.3% |
1,123,188 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.19 |
96.61 |
94.53 |
|
| R3 |
96.15 |
95.57 |
94.25 |
|
| R2 |
95.11 |
95.11 |
94.15 |
|
| R1 |
94.53 |
94.53 |
94.06 |
94.30 |
| PP |
94.07 |
94.07 |
94.07 |
93.95 |
| S1 |
93.49 |
93.49 |
93.86 |
93.26 |
| S2 |
93.03 |
93.03 |
93.77 |
|
| S3 |
91.99 |
92.45 |
93.67 |
|
| S4 |
90.95 |
91.41 |
93.39 |
|
|
| 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 |
94.64 |
91.43 |
3.21 |
3.4% |
1.49 |
1.6% |
79% |
True |
False |
228,020 |
| 10 |
95.74 |
91.24 |
4.50 |
4.8% |
1.52 |
1.6% |
60% |
False |
False |
222,282 |
| 20 |
100.75 |
91.24 |
9.51 |
10.1% |
1.42 |
1.5% |
29% |
False |
False |
180,424 |
| 40 |
100.75 |
91.24 |
9.51 |
10.1% |
1.41 |
1.5% |
29% |
False |
False |
130,542 |
| 60 |
100.75 |
91.24 |
9.51 |
10.1% |
1.41 |
1.5% |
29% |
False |
False |
100,787 |
| 80 |
102.52 |
91.24 |
11.28 |
12.0% |
1.44 |
1.5% |
24% |
False |
False |
82,540 |
| 100 |
106.22 |
91.24 |
14.98 |
15.9% |
1.49 |
1.6% |
18% |
False |
False |
68,657 |
| 120 |
106.22 |
91.24 |
14.98 |
15.9% |
1.44 |
1.5% |
18% |
False |
False |
58,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.06 |
|
2.618 |
97.36 |
|
1.618 |
96.32 |
|
1.000 |
95.68 |
|
0.618 |
95.28 |
|
HIGH |
94.64 |
|
0.618 |
94.24 |
|
0.500 |
94.12 |
|
0.382 |
94.00 |
|
LOW |
93.60 |
|
0.618 |
92.96 |
|
1.000 |
92.56 |
|
1.618 |
91.92 |
|
2.618 |
90.88 |
|
4.250 |
89.18 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.12 |
93.66 |
| PP |
94.07 |
93.37 |
| S1 |
94.01 |
93.07 |
|