NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.16 |
93.85 |
1.69 |
1.8% |
93.88 |
| High |
94.15 |
94.06 |
-0.09 |
-0.1% |
94.26 |
| Low |
92.13 |
93.15 |
1.02 |
1.1% |
91.35 |
| Close |
93.77 |
93.48 |
-0.29 |
-0.3% |
92.68 |
| Range |
2.02 |
0.91 |
-1.11 |
-55.0% |
2.91 |
| ATR |
1.29 |
1.26 |
-0.03 |
-2.1% |
0.00 |
| Volume |
42,586 |
26,456 |
-16,130 |
-37.9% |
141,236 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.29 |
95.80 |
93.98 |
|
| R3 |
95.38 |
94.89 |
93.73 |
|
| R2 |
94.47 |
94.47 |
93.65 |
|
| R1 |
93.98 |
93.98 |
93.56 |
93.77 |
| PP |
93.56 |
93.56 |
93.56 |
93.46 |
| S1 |
93.07 |
93.07 |
93.40 |
92.86 |
| S2 |
92.65 |
92.65 |
93.31 |
|
| S3 |
91.74 |
92.16 |
93.23 |
|
| S4 |
90.83 |
91.25 |
92.98 |
|
|
| 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 |
91.39 |
2.76 |
3.0% |
1.33 |
1.4% |
76% |
False |
False |
32,520 |
| 10 |
95.43 |
91.35 |
4.08 |
4.4% |
1.33 |
1.4% |
52% |
False |
False |
29,715 |
| 20 |
99.53 |
91.35 |
8.18 |
8.8% |
1.21 |
1.3% |
26% |
False |
False |
21,897 |
| 40 |
99.53 |
91.35 |
8.18 |
8.8% |
1.17 |
1.2% |
26% |
False |
False |
18,202 |
| 60 |
99.53 |
91.35 |
8.18 |
8.8% |
1.14 |
1.2% |
26% |
False |
False |
16,045 |
| 80 |
100.11 |
91.35 |
8.76 |
9.4% |
1.13 |
1.2% |
24% |
False |
False |
13,593 |
| 100 |
101.55 |
91.35 |
10.20 |
10.9% |
1.08 |
1.2% |
21% |
False |
False |
11,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.93 |
|
2.618 |
96.44 |
|
1.618 |
95.53 |
|
1.000 |
94.97 |
|
0.618 |
94.62 |
|
HIGH |
94.06 |
|
0.618 |
93.71 |
|
0.500 |
93.61 |
|
0.382 |
93.50 |
|
LOW |
93.15 |
|
0.618 |
92.59 |
|
1.000 |
92.24 |
|
1.618 |
91.68 |
|
2.618 |
90.77 |
|
4.250 |
89.28 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.61 |
93.27 |
| PP |
93.56 |
93.06 |
| S1 |
93.52 |
92.85 |
|