NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
95.66 |
94.46 |
-1.20 |
-1.3% |
100.21 |
| High |
95.91 |
94.74 |
-1.17 |
-1.2% |
100.55 |
| Low |
94.05 |
93.38 |
-0.67 |
-0.7% |
94.05 |
| Close |
95.62 |
93.58 |
-2.04 |
-2.1% |
95.62 |
| Range |
1.86 |
1.36 |
-0.50 |
-26.9% |
6.50 |
| ATR |
1.40 |
1.46 |
0.06 |
4.3% |
0.00 |
| Volume |
102,410 |
83,125 |
-19,285 |
-18.8% |
233,012 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.98 |
97.14 |
94.33 |
|
| R3 |
96.62 |
95.78 |
93.95 |
|
| R2 |
95.26 |
95.26 |
93.83 |
|
| R1 |
94.42 |
94.42 |
93.70 |
94.16 |
| PP |
93.90 |
93.90 |
93.90 |
93.77 |
| S1 |
93.06 |
93.06 |
93.46 |
92.80 |
| S2 |
92.54 |
92.54 |
93.33 |
|
| S3 |
91.18 |
91.70 |
93.21 |
|
| S4 |
89.82 |
90.34 |
92.83 |
|
|
| 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 |
100.55 |
93.38 |
7.17 |
7.7% |
1.86 |
2.0% |
3% |
False |
True |
63,227 |
| 10 |
100.79 |
93.38 |
7.41 |
7.9% |
1.35 |
1.4% |
3% |
False |
True |
50,071 |
| 20 |
100.79 |
93.38 |
7.41 |
7.9% |
1.25 |
1.3% |
3% |
False |
True |
52,813 |
| 40 |
100.79 |
92.35 |
8.44 |
9.0% |
1.34 |
1.4% |
15% |
False |
False |
48,479 |
| 60 |
101.81 |
92.35 |
9.46 |
10.1% |
1.37 |
1.5% |
13% |
False |
False |
45,496 |
| 80 |
102.29 |
92.35 |
9.94 |
10.6% |
1.38 |
1.5% |
12% |
False |
False |
39,673 |
| 100 |
104.37 |
92.35 |
12.02 |
12.8% |
1.38 |
1.5% |
10% |
False |
False |
34,616 |
| 120 |
104.37 |
92.35 |
12.02 |
12.8% |
1.36 |
1.5% |
10% |
False |
False |
30,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.52 |
|
2.618 |
98.30 |
|
1.618 |
96.94 |
|
1.000 |
96.10 |
|
0.618 |
95.58 |
|
HIGH |
94.74 |
|
0.618 |
94.22 |
|
0.500 |
94.06 |
|
0.382 |
93.90 |
|
LOW |
93.38 |
|
0.618 |
92.54 |
|
1.000 |
92.02 |
|
1.618 |
91.18 |
|
2.618 |
89.82 |
|
4.250 |
87.60 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.06 |
96.23 |
| PP |
93.90 |
95.35 |
| S1 |
93.74 |
94.46 |
|