NYMEX Light Sweet Crude Oil Future May 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 |
98.09 |
95.18 |
-2.91 |
-3.0% |
99.02 |
| High |
98.42 |
95.43 |
-2.99 |
-3.0% |
99.40 |
| Low |
95.14 |
93.67 |
-1.47 |
-1.5% |
93.67 |
| Close |
95.20 |
93.75 |
-1.45 |
-1.5% |
93.75 |
| Range |
3.28 |
1.76 |
-1.52 |
-46.3% |
5.73 |
| ATR |
1.16 |
1.20 |
0.04 |
3.7% |
0.00 |
| Volume |
11,430 |
28,053 |
16,623 |
145.4% |
71,470 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.56 |
98.42 |
94.72 |
|
| R3 |
97.80 |
96.66 |
94.23 |
|
| R2 |
96.04 |
96.04 |
94.07 |
|
| R1 |
94.90 |
94.90 |
93.91 |
94.59 |
| PP |
94.28 |
94.28 |
94.28 |
94.13 |
| S1 |
93.14 |
93.14 |
93.59 |
92.83 |
| S2 |
92.52 |
92.52 |
93.43 |
|
| S3 |
90.76 |
91.38 |
93.27 |
|
| S4 |
89.00 |
89.62 |
92.78 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.80 |
109.00 |
96.90 |
|
| R3 |
107.07 |
103.27 |
95.33 |
|
| R2 |
101.34 |
101.34 |
94.80 |
|
| R1 |
97.54 |
97.54 |
94.28 |
96.58 |
| PP |
95.61 |
95.61 |
95.61 |
95.12 |
| S1 |
91.81 |
91.81 |
93.22 |
90.85 |
| S2 |
89.88 |
89.88 |
92.70 |
|
| S3 |
84.15 |
86.08 |
92.17 |
|
| S4 |
78.42 |
80.35 |
90.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.53 |
93.67 |
5.86 |
6.3% |
1.62 |
1.7% |
1% |
False |
True |
15,375 |
| 10 |
99.53 |
93.67 |
5.86 |
6.3% |
1.21 |
1.3% |
1% |
False |
True |
15,849 |
| 20 |
99.53 |
93.67 |
5.86 |
6.3% |
1.06 |
1.1% |
1% |
False |
True |
16,783 |
| 40 |
99.53 |
92.38 |
7.15 |
7.6% |
1.13 |
1.2% |
19% |
False |
False |
14,441 |
| 60 |
100.11 |
92.38 |
7.73 |
8.2% |
1.13 |
1.2% |
18% |
False |
False |
12,930 |
| 80 |
100.11 |
92.38 |
7.73 |
8.2% |
1.10 |
1.2% |
18% |
False |
False |
10,671 |
| 100 |
101.55 |
92.38 |
9.17 |
9.8% |
1.02 |
1.1% |
15% |
False |
False |
9,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.91 |
|
2.618 |
100.04 |
|
1.618 |
98.28 |
|
1.000 |
97.19 |
|
0.618 |
96.52 |
|
HIGH |
95.43 |
|
0.618 |
94.76 |
|
0.500 |
94.55 |
|
0.382 |
94.34 |
|
LOW |
93.67 |
|
0.618 |
92.58 |
|
1.000 |
91.91 |
|
1.618 |
90.82 |
|
2.618 |
89.06 |
|
4.250 |
86.19 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.55 |
96.21 |
| PP |
94.28 |
95.39 |
| S1 |
94.02 |
94.57 |
|