NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
98.55 |
95.66 |
-2.89 |
-2.9% |
100.21 |
| High |
99.08 |
95.91 |
-3.17 |
-3.2% |
100.55 |
| Low |
95.53 |
94.05 |
-1.48 |
-1.5% |
94.05 |
| Close |
95.62 |
95.62 |
0.00 |
0.0% |
95.62 |
| Range |
3.55 |
1.86 |
-1.69 |
-47.6% |
6.50 |
| ATR |
1.36 |
1.40 |
0.04 |
2.6% |
0.00 |
| Volume |
45,275 |
102,410 |
57,135 |
126.2% |
233,012 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.77 |
100.06 |
96.64 |
|
| R3 |
98.91 |
98.20 |
96.13 |
|
| R2 |
97.05 |
97.05 |
95.96 |
|
| R1 |
96.34 |
96.34 |
95.79 |
95.77 |
| PP |
95.19 |
95.19 |
95.19 |
94.91 |
| S1 |
94.48 |
94.48 |
95.45 |
93.91 |
| S2 |
93.33 |
93.33 |
95.28 |
|
| S3 |
91.47 |
92.62 |
95.11 |
|
| S4 |
89.61 |
90.76 |
94.60 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.24 |
112.43 |
99.20 |
|
| R3 |
109.74 |
105.93 |
97.41 |
|
| R2 |
103.24 |
103.24 |
96.81 |
|
| R1 |
99.43 |
99.43 |
96.22 |
98.09 |
| PP |
96.74 |
96.74 |
96.74 |
96.07 |
| S1 |
92.93 |
92.93 |
95.02 |
91.59 |
| S2 |
90.24 |
90.24 |
94.43 |
|
| S3 |
83.74 |
86.43 |
93.83 |
|
| S4 |
77.24 |
79.93 |
92.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.79 |
94.05 |
6.74 |
7.0% |
1.85 |
1.9% |
23% |
False |
True |
49,947 |
| 10 |
100.79 |
94.05 |
6.74 |
7.0% |
1.38 |
1.4% |
23% |
False |
True |
47,570 |
| 20 |
100.79 |
94.05 |
6.74 |
7.0% |
1.23 |
1.3% |
23% |
False |
True |
53,244 |
| 40 |
100.79 |
92.35 |
8.44 |
8.8% |
1.35 |
1.4% |
39% |
False |
False |
47,258 |
| 60 |
101.81 |
92.35 |
9.46 |
9.9% |
1.38 |
1.4% |
35% |
False |
False |
44,638 |
| 80 |
102.29 |
92.35 |
9.94 |
10.4% |
1.38 |
1.4% |
33% |
False |
False |
38,855 |
| 100 |
104.37 |
92.35 |
12.02 |
12.6% |
1.37 |
1.4% |
27% |
False |
False |
33,890 |
| 120 |
104.37 |
92.35 |
12.02 |
12.6% |
1.36 |
1.4% |
27% |
False |
False |
30,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.82 |
|
2.618 |
100.78 |
|
1.618 |
98.92 |
|
1.000 |
97.77 |
|
0.618 |
97.06 |
|
HIGH |
95.91 |
|
0.618 |
95.20 |
|
0.500 |
94.98 |
|
0.382 |
94.76 |
|
LOW |
94.05 |
|
0.618 |
92.90 |
|
1.000 |
92.19 |
|
1.618 |
91.04 |
|
2.618 |
89.18 |
|
4.250 |
86.15 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.41 |
96.78 |
| PP |
95.19 |
96.39 |
| S1 |
94.98 |
96.01 |
|