NYMEX Light Sweet Crude Oil Future April 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.10 |
95.00 |
0.90 |
1.0% |
93.02 |
| High |
95.34 |
96.58 |
1.24 |
1.3% |
94.83 |
| Low |
93.54 |
94.96 |
1.42 |
1.5% |
91.62 |
| Close |
94.80 |
96.37 |
1.57 |
1.7% |
94.44 |
| Range |
1.80 |
1.62 |
-0.18 |
-10.0% |
3.21 |
| ATR |
1.41 |
1.44 |
0.03 |
1.9% |
0.00 |
| Volume |
44,471 |
55,268 |
10,797 |
24.3% |
250,030 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.83 |
100.22 |
97.26 |
|
| R3 |
99.21 |
98.60 |
96.82 |
|
| R2 |
97.59 |
97.59 |
96.67 |
|
| R1 |
96.98 |
96.98 |
96.52 |
97.29 |
| PP |
95.97 |
95.97 |
95.97 |
96.12 |
| S1 |
95.36 |
95.36 |
96.22 |
95.67 |
| S2 |
94.35 |
94.35 |
96.07 |
|
| S3 |
92.73 |
93.74 |
95.92 |
|
| S4 |
91.11 |
92.12 |
95.48 |
|
|
| 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 |
96.58 |
92.47 |
4.11 |
4.3% |
1.52 |
1.6% |
95% |
True |
False |
50,026 |
| 10 |
96.58 |
91.48 |
5.10 |
5.3% |
1.50 |
1.6% |
96% |
True |
False |
49,235 |
| 20 |
100.33 |
91.48 |
8.85 |
9.2% |
1.38 |
1.4% |
55% |
False |
False |
37,988 |
| 40 |
100.33 |
91.48 |
8.85 |
9.2% |
1.31 |
1.4% |
55% |
False |
False |
30,487 |
| 60 |
100.33 |
91.48 |
8.85 |
9.2% |
1.26 |
1.3% |
55% |
False |
False |
26,108 |
| 80 |
101.00 |
91.48 |
9.52 |
9.9% |
1.29 |
1.3% |
51% |
False |
False |
22,402 |
| 100 |
101.62 |
91.48 |
10.14 |
10.5% |
1.26 |
1.3% |
48% |
False |
False |
18,998 |
| 120 |
103.06 |
91.48 |
11.58 |
12.0% |
1.22 |
1.3% |
42% |
False |
False |
16,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.47 |
|
2.618 |
100.82 |
|
1.618 |
99.20 |
|
1.000 |
98.20 |
|
0.618 |
97.58 |
|
HIGH |
96.58 |
|
0.618 |
95.96 |
|
0.500 |
95.77 |
|
0.382 |
95.58 |
|
LOW |
94.96 |
|
0.618 |
93.96 |
|
1.000 |
93.34 |
|
1.618 |
92.34 |
|
2.618 |
90.72 |
|
4.250 |
88.08 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.17 |
95.93 |
| PP |
95.97 |
95.50 |
| S1 |
95.77 |
95.06 |
|