NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
91.54 |
92.16 |
0.62 |
0.7% |
93.88 |
| High |
92.67 |
94.15 |
1.48 |
1.6% |
94.26 |
| Low |
91.54 |
92.13 |
0.59 |
0.6% |
91.35 |
| Close |
92.32 |
93.77 |
1.45 |
1.6% |
92.68 |
| Range |
1.13 |
2.02 |
0.89 |
78.8% |
2.91 |
| ATR |
1.24 |
1.29 |
0.06 |
4.5% |
0.00 |
| Volume |
27,988 |
42,586 |
14,598 |
52.2% |
141,236 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.41 |
98.61 |
94.88 |
|
| R3 |
97.39 |
96.59 |
94.33 |
|
| R2 |
95.37 |
95.37 |
94.14 |
|
| R1 |
94.57 |
94.57 |
93.96 |
94.97 |
| PP |
93.35 |
93.35 |
93.35 |
93.55 |
| S1 |
92.55 |
92.55 |
93.58 |
92.95 |
| S2 |
91.33 |
91.33 |
93.40 |
|
| S3 |
89.31 |
90.53 |
93.21 |
|
| S4 |
87.29 |
88.51 |
92.66 |
|
|
| 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 |
94.15 |
91.35 |
2.80 |
3.0% |
1.44 |
1.5% |
86% |
True |
False |
33,690 |
| 10 |
98.42 |
91.35 |
7.07 |
7.5% |
1.57 |
1.7% |
34% |
False |
False |
28,212 |
| 20 |
99.53 |
91.35 |
8.18 |
8.7% |
1.21 |
1.3% |
30% |
False |
False |
21,049 |
| 40 |
99.53 |
91.35 |
8.18 |
8.7% |
1.17 |
1.3% |
30% |
False |
False |
17,751 |
| 60 |
99.53 |
91.35 |
8.18 |
8.7% |
1.14 |
1.2% |
30% |
False |
False |
15,697 |
| 80 |
100.11 |
91.35 |
8.76 |
9.3% |
1.13 |
1.2% |
28% |
False |
False |
13,303 |
| 100 |
101.55 |
91.35 |
10.20 |
10.9% |
1.08 |
1.1% |
24% |
False |
False |
11,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.74 |
|
2.618 |
99.44 |
|
1.618 |
97.42 |
|
1.000 |
96.17 |
|
0.618 |
95.40 |
|
HIGH |
94.15 |
|
0.618 |
93.38 |
|
0.500 |
93.14 |
|
0.382 |
92.90 |
|
LOW |
92.13 |
|
0.618 |
90.88 |
|
1.000 |
90.11 |
|
1.618 |
88.86 |
|
2.618 |
86.84 |
|
4.250 |
83.55 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.56 |
93.44 |
| PP |
93.35 |
93.10 |
| S1 |
93.14 |
92.77 |
|