NYMEX Light Sweet Crude Oil Future April 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 |
98.44 |
95.53 |
-2.91 |
-3.0% |
99.82 |
| High |
98.92 |
95.80 |
-3.12 |
-3.2% |
100.15 |
| Low |
95.46 |
93.98 |
-1.48 |
-1.6% |
93.98 |
| Close |
95.55 |
95.55 |
0.00 |
0.0% |
95.55 |
| Range |
3.46 |
1.82 |
-1.64 |
-47.4% |
6.17 |
| ATR |
1.27 |
1.31 |
0.04 |
3.1% |
0.00 |
| Volume |
27,366 |
42,439 |
15,073 |
55.1% |
119,866 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.57 |
99.88 |
96.55 |
|
| R3 |
98.75 |
98.06 |
96.05 |
|
| R2 |
96.93 |
96.93 |
95.88 |
|
| R1 |
96.24 |
96.24 |
95.72 |
96.59 |
| PP |
95.11 |
95.11 |
95.11 |
95.28 |
| S1 |
94.42 |
94.42 |
95.38 |
94.77 |
| S2 |
93.29 |
93.29 |
95.22 |
|
| S3 |
91.47 |
92.60 |
95.05 |
|
| S4 |
89.65 |
90.78 |
94.55 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.07 |
111.48 |
98.94 |
|
| R3 |
108.90 |
105.31 |
97.25 |
|
| R2 |
102.73 |
102.73 |
96.68 |
|
| R1 |
99.14 |
99.14 |
96.12 |
97.85 |
| PP |
96.56 |
96.56 |
96.56 |
95.92 |
| S1 |
92.97 |
92.97 |
94.98 |
91.68 |
| S2 |
90.39 |
90.39 |
94.42 |
|
| S3 |
84.22 |
86.80 |
93.85 |
|
| S4 |
78.05 |
80.63 |
92.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.33 |
93.98 |
6.35 |
6.6% |
1.73 |
1.8% |
25% |
False |
True |
25,795 |
| 10 |
100.33 |
93.98 |
6.35 |
6.6% |
1.30 |
1.4% |
25% |
False |
True |
24,456 |
| 20 |
100.33 |
93.98 |
6.35 |
6.6% |
1.15 |
1.2% |
25% |
False |
True |
25,302 |
| 40 |
100.33 |
92.42 |
7.91 |
8.3% |
1.26 |
1.3% |
40% |
False |
False |
22,040 |
| 60 |
101.00 |
92.42 |
8.58 |
9.0% |
1.28 |
1.3% |
36% |
False |
False |
19,430 |
| 80 |
101.00 |
92.42 |
8.58 |
9.0% |
1.25 |
1.3% |
36% |
False |
False |
16,170 |
| 100 |
103.06 |
92.42 |
10.64 |
11.1% |
1.21 |
1.3% |
29% |
False |
False |
13,809 |
| 120 |
103.06 |
92.42 |
10.64 |
11.1% |
1.15 |
1.2% |
29% |
False |
False |
12,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.54 |
|
2.618 |
100.56 |
|
1.618 |
98.74 |
|
1.000 |
97.62 |
|
0.618 |
96.92 |
|
HIGH |
95.80 |
|
0.618 |
95.10 |
|
0.500 |
94.89 |
|
0.382 |
94.68 |
|
LOW |
93.98 |
|
0.618 |
92.86 |
|
1.000 |
92.16 |
|
1.618 |
91.04 |
|
2.618 |
89.22 |
|
4.250 |
86.25 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.33 |
96.64 |
| PP |
95.11 |
96.27 |
| S1 |
94.89 |
95.91 |
|