NYMEX Light Sweet Crude Oil Future April 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 |
94.06 |
94.10 |
0.04 |
0.0% |
93.02 |
| High |
94.83 |
95.34 |
0.51 |
0.5% |
94.83 |
| Low |
93.83 |
93.54 |
-0.29 |
-0.3% |
91.62 |
| Close |
94.44 |
94.80 |
0.36 |
0.4% |
94.44 |
| Range |
1.00 |
1.80 |
0.80 |
80.0% |
3.21 |
| ATR |
1.38 |
1.41 |
0.03 |
2.2% |
0.00 |
| Volume |
43,389 |
44,471 |
1,082 |
2.5% |
250,030 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.96 |
99.18 |
95.79 |
|
| R3 |
98.16 |
97.38 |
95.30 |
|
| R2 |
96.36 |
96.36 |
95.13 |
|
| R1 |
95.58 |
95.58 |
94.97 |
95.97 |
| PP |
94.56 |
94.56 |
94.56 |
94.76 |
| S1 |
93.78 |
93.78 |
94.64 |
94.17 |
| S2 |
92.76 |
92.76 |
94.47 |
|
| S3 |
90.96 |
91.98 |
94.31 |
|
| S4 |
89.16 |
90.18 |
93.81 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.26 |
102.06 |
96.21 |
|
| R3 |
100.05 |
98.85 |
95.32 |
|
| R2 |
96.84 |
96.84 |
95.03 |
|
| R1 |
95.64 |
95.64 |
94.73 |
96.24 |
| PP |
93.63 |
93.63 |
93.63 |
93.93 |
| S1 |
92.43 |
92.43 |
94.15 |
93.03 |
| S2 |
90.42 |
90.42 |
93.85 |
|
| S3 |
87.21 |
89.22 |
93.56 |
|
| S4 |
84.00 |
86.01 |
92.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.34 |
91.67 |
3.67 |
3.9% |
1.46 |
1.5% |
85% |
True |
False |
46,954 |
| 10 |
95.34 |
91.48 |
3.86 |
4.1% |
1.41 |
1.5% |
86% |
True |
False |
47,136 |
| 20 |
100.33 |
91.48 |
8.85 |
9.3% |
1.34 |
1.4% |
38% |
False |
False |
36,588 |
| 40 |
100.33 |
91.48 |
8.85 |
9.3% |
1.31 |
1.4% |
38% |
False |
False |
29,465 |
| 60 |
100.33 |
91.48 |
8.85 |
9.3% |
1.25 |
1.3% |
38% |
False |
False |
25,534 |
| 80 |
101.00 |
91.48 |
9.52 |
10.0% |
1.28 |
1.3% |
35% |
False |
False |
21,798 |
| 100 |
103.06 |
91.48 |
11.58 |
12.2% |
1.27 |
1.3% |
29% |
False |
False |
18,503 |
| 120 |
103.06 |
91.48 |
11.58 |
12.2% |
1.21 |
1.3% |
29% |
False |
False |
16,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.99 |
|
2.618 |
100.05 |
|
1.618 |
98.25 |
|
1.000 |
97.14 |
|
0.618 |
96.45 |
|
HIGH |
95.34 |
|
0.618 |
94.65 |
|
0.500 |
94.44 |
|
0.382 |
94.23 |
|
LOW |
93.54 |
|
0.618 |
92.43 |
|
1.000 |
91.74 |
|
1.618 |
90.63 |
|
2.618 |
88.83 |
|
4.250 |
85.89 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.68 |
94.68 |
| PP |
94.56 |
94.56 |
| S1 |
94.44 |
94.44 |
|