NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.78 |
91.54 |
-1.24 |
-1.3% |
93.88 |
| High |
92.78 |
92.67 |
-0.11 |
-0.1% |
94.26 |
| Low |
91.39 |
91.54 |
0.15 |
0.2% |
91.35 |
| Close |
91.74 |
92.32 |
0.58 |
0.6% |
92.68 |
| Range |
1.39 |
1.13 |
-0.26 |
-18.7% |
2.91 |
| ATR |
1.24 |
1.24 |
-0.01 |
-0.7% |
0.00 |
| Volume |
30,835 |
27,988 |
-2,847 |
-9.2% |
141,236 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.57 |
95.07 |
92.94 |
|
| R3 |
94.44 |
93.94 |
92.63 |
|
| R2 |
93.31 |
93.31 |
92.53 |
|
| R1 |
92.81 |
92.81 |
92.42 |
93.06 |
| PP |
92.18 |
92.18 |
92.18 |
92.30 |
| S1 |
91.68 |
91.68 |
92.22 |
91.93 |
| S2 |
91.05 |
91.05 |
92.11 |
|
| S3 |
89.92 |
90.55 |
92.01 |
|
| S4 |
88.79 |
89.42 |
91.70 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.49 |
100.00 |
94.28 |
|
| R3 |
98.58 |
97.09 |
93.48 |
|
| R2 |
95.67 |
95.67 |
93.21 |
|
| R1 |
94.18 |
94.18 |
92.95 |
93.47 |
| PP |
92.76 |
92.76 |
92.76 |
92.41 |
| S1 |
91.27 |
91.27 |
92.41 |
90.56 |
| S2 |
89.85 |
89.85 |
92.15 |
|
| S3 |
86.94 |
88.36 |
91.88 |
|
| S4 |
84.03 |
85.45 |
91.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.81 |
91.35 |
2.46 |
2.7% |
1.37 |
1.5% |
39% |
False |
False |
29,818 |
| 10 |
98.74 |
91.35 |
7.39 |
8.0% |
1.47 |
1.6% |
13% |
False |
False |
25,537 |
| 20 |
99.53 |
91.35 |
8.18 |
8.9% |
1.17 |
1.3% |
12% |
False |
False |
19,589 |
| 40 |
99.53 |
91.35 |
8.18 |
8.9% |
1.14 |
1.2% |
12% |
False |
False |
17,375 |
| 60 |
99.53 |
91.35 |
8.18 |
8.9% |
1.12 |
1.2% |
12% |
False |
False |
15,218 |
| 80 |
100.11 |
91.35 |
8.76 |
9.5% |
1.11 |
1.2% |
11% |
False |
False |
12,819 |
| 100 |
101.55 |
91.35 |
10.20 |
11.0% |
1.06 |
1.1% |
10% |
False |
False |
10,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.47 |
|
2.618 |
95.63 |
|
1.618 |
94.50 |
|
1.000 |
93.80 |
|
0.618 |
93.37 |
|
HIGH |
92.67 |
|
0.618 |
92.24 |
|
0.500 |
92.11 |
|
0.382 |
91.97 |
|
LOW |
91.54 |
|
0.618 |
90.84 |
|
1.000 |
90.41 |
|
1.618 |
89.71 |
|
2.618 |
88.58 |
|
4.250 |
86.74 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.25 |
92.31 |
| PP |
92.18 |
92.29 |
| S1 |
92.11 |
92.28 |
|