NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.78 |
94.11 |
0.33 |
0.4% |
100.21 |
| High |
94.37 |
94.33 |
-0.04 |
0.0% |
100.55 |
| Low |
93.52 |
92.46 |
-1.06 |
-1.1% |
94.05 |
| Close |
93.84 |
92.53 |
-1.31 |
-1.4% |
95.62 |
| Range |
0.85 |
1.87 |
1.02 |
120.0% |
6.50 |
| ATR |
1.41 |
1.45 |
0.03 |
2.3% |
0.00 |
| Volume |
75,534 |
118,472 |
42,938 |
56.8% |
233,012 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.72 |
97.49 |
93.56 |
|
| R3 |
96.85 |
95.62 |
93.04 |
|
| R2 |
94.98 |
94.98 |
92.87 |
|
| R1 |
93.75 |
93.75 |
92.70 |
93.43 |
| PP |
93.11 |
93.11 |
93.11 |
92.95 |
| S1 |
91.88 |
91.88 |
92.36 |
91.56 |
| S2 |
91.24 |
91.24 |
92.19 |
|
| S3 |
89.37 |
90.01 |
92.02 |
|
| S4 |
87.50 |
88.14 |
91.50 |
|
|
| 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 |
99.08 |
92.46 |
6.62 |
7.2% |
1.90 |
2.1% |
1% |
False |
True |
84,963 |
| 10 |
100.79 |
92.46 |
8.33 |
9.0% |
1.48 |
1.6% |
1% |
False |
True |
58,470 |
| 20 |
100.79 |
92.46 |
8.33 |
9.0% |
1.29 |
1.4% |
1% |
False |
True |
57,416 |
| 40 |
100.79 |
92.35 |
8.44 |
9.1% |
1.35 |
1.5% |
2% |
False |
False |
51,335 |
| 60 |
101.81 |
92.35 |
9.46 |
10.2% |
1.36 |
1.5% |
2% |
False |
False |
47,474 |
| 80 |
102.29 |
92.35 |
9.94 |
10.7% |
1.39 |
1.5% |
2% |
False |
False |
41,690 |
| 100 |
104.37 |
92.35 |
12.02 |
13.0% |
1.38 |
1.5% |
1% |
False |
False |
36,330 |
| 120 |
104.37 |
92.35 |
12.02 |
13.0% |
1.36 |
1.5% |
1% |
False |
False |
32,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.28 |
|
2.618 |
99.23 |
|
1.618 |
97.36 |
|
1.000 |
96.20 |
|
0.618 |
95.49 |
|
HIGH |
94.33 |
|
0.618 |
93.62 |
|
0.500 |
93.40 |
|
0.382 |
93.17 |
|
LOW |
92.46 |
|
0.618 |
91.30 |
|
1.000 |
90.59 |
|
1.618 |
89.43 |
|
2.618 |
87.56 |
|
4.250 |
84.51 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.40 |
93.60 |
| PP |
93.11 |
93.24 |
| S1 |
92.82 |
92.89 |
|