NYMEX Light Sweet Crude Oil Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.29 |
94.25 |
-0.04 |
0.0% |
93.08 |
| High |
95.07 |
95.46 |
0.39 |
0.4% |
95.07 |
| Low |
94.06 |
93.65 |
-0.41 |
-0.4% |
91.65 |
| Close |
94.59 |
94.97 |
0.38 |
0.4% |
94.59 |
| Range |
1.01 |
1.81 |
0.80 |
79.2% |
3.42 |
| ATR |
1.45 |
1.48 |
0.03 |
1.8% |
0.00 |
| Volume |
199,526 |
244,861 |
45,335 |
22.7% |
764,922 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.12 |
99.36 |
95.97 |
|
| R3 |
98.31 |
97.55 |
95.47 |
|
| R2 |
96.50 |
96.50 |
95.30 |
|
| R1 |
95.74 |
95.74 |
95.14 |
96.12 |
| PP |
94.69 |
94.69 |
94.69 |
94.89 |
| S1 |
93.93 |
93.93 |
94.80 |
94.31 |
| S2 |
92.88 |
92.88 |
94.64 |
|
| S3 |
91.07 |
92.12 |
94.47 |
|
| S4 |
89.26 |
90.31 |
93.97 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.03 |
102.73 |
96.47 |
|
| R3 |
100.61 |
99.31 |
95.53 |
|
| R2 |
97.19 |
97.19 |
95.22 |
|
| R1 |
95.89 |
95.89 |
94.90 |
96.54 |
| PP |
93.77 |
93.77 |
93.77 |
94.10 |
| S1 |
92.47 |
92.47 |
94.28 |
93.12 |
| S2 |
90.35 |
90.35 |
93.96 |
|
| S3 |
86.93 |
89.05 |
93.65 |
|
| S4 |
83.51 |
85.63 |
92.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.46 |
91.73 |
3.73 |
3.9% |
1.48 |
1.6% |
87% |
True |
False |
182,069 |
| 10 |
95.46 |
91.47 |
3.99 |
4.2% |
1.46 |
1.5% |
88% |
True |
False |
146,179 |
| 20 |
100.79 |
91.47 |
9.32 |
9.8% |
1.41 |
1.5% |
38% |
False |
False |
98,125 |
| 40 |
100.79 |
91.47 |
9.32 |
9.8% |
1.39 |
1.5% |
38% |
False |
False |
74,709 |
| 60 |
100.79 |
91.47 |
9.32 |
9.8% |
1.34 |
1.4% |
38% |
False |
False |
63,231 |
| 80 |
101.81 |
91.47 |
10.34 |
10.9% |
1.38 |
1.5% |
34% |
False |
False |
55,510 |
| 100 |
104.37 |
91.47 |
12.90 |
13.6% |
1.41 |
1.5% |
27% |
False |
False |
47,942 |
| 120 |
104.37 |
91.47 |
12.90 |
13.6% |
1.39 |
1.5% |
27% |
False |
False |
41,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.15 |
|
2.618 |
100.20 |
|
1.618 |
98.39 |
|
1.000 |
97.27 |
|
0.618 |
96.58 |
|
HIGH |
95.46 |
|
0.618 |
94.77 |
|
0.500 |
94.56 |
|
0.382 |
94.34 |
|
LOW |
93.65 |
|
0.618 |
92.53 |
|
1.000 |
91.84 |
|
1.618 |
90.72 |
|
2.618 |
88.91 |
|
4.250 |
85.96 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.83 |
94.83 |
| PP |
94.69 |
94.69 |
| S1 |
94.56 |
94.56 |
|