NYMEX Light Sweet Crude Oil Future May 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.61 |
95.70 |
1.09 |
1.2% |
92.78 |
| High |
96.01 |
96.45 |
0.44 |
0.5% |
94.34 |
| Low |
94.56 |
95.59 |
1.03 |
1.1% |
91.39 |
| Close |
95.82 |
95.95 |
0.13 |
0.1% |
94.03 |
| Range |
1.45 |
0.86 |
-0.59 |
-40.7% |
2.95 |
| ATR |
1.31 |
1.27 |
-0.03 |
-2.4% |
0.00 |
| Volume |
26,467 |
36,603 |
10,136 |
38.3% |
153,709 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.58 |
98.12 |
96.42 |
|
| R3 |
97.72 |
97.26 |
96.19 |
|
| R2 |
96.86 |
96.86 |
96.11 |
|
| R1 |
96.40 |
96.40 |
96.03 |
96.63 |
| PP |
96.00 |
96.00 |
96.00 |
96.11 |
| S1 |
95.54 |
95.54 |
95.87 |
95.77 |
| S2 |
95.14 |
95.14 |
95.79 |
|
| S3 |
94.28 |
94.68 |
95.71 |
|
| S4 |
93.42 |
93.82 |
95.48 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.10 |
101.02 |
95.65 |
|
| R3 |
99.15 |
98.07 |
94.84 |
|
| R2 |
96.20 |
96.20 |
94.57 |
|
| R1 |
95.12 |
95.12 |
94.30 |
95.66 |
| PP |
93.25 |
93.25 |
93.25 |
93.53 |
| S1 |
92.17 |
92.17 |
93.76 |
92.71 |
| S2 |
90.30 |
90.30 |
93.49 |
|
| S3 |
87.35 |
89.22 |
93.22 |
|
| S4 |
84.40 |
86.27 |
92.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.45 |
93.13 |
3.32 |
3.5% |
1.20 |
1.2% |
85% |
True |
False |
27,449 |
| 10 |
96.45 |
91.35 |
5.10 |
5.3% |
1.32 |
1.4% |
90% |
True |
False |
30,569 |
| 20 |
99.53 |
91.35 |
8.18 |
8.5% |
1.31 |
1.4% |
56% |
False |
False |
23,932 |
| 40 |
99.53 |
91.35 |
8.18 |
8.5% |
1.19 |
1.2% |
56% |
False |
False |
20,054 |
| 60 |
99.53 |
91.35 |
8.18 |
8.5% |
1.14 |
1.2% |
56% |
False |
False |
17,131 |
| 80 |
100.11 |
91.35 |
8.76 |
9.1% |
1.14 |
1.2% |
53% |
False |
False |
14,805 |
| 100 |
100.38 |
91.35 |
9.03 |
9.4% |
1.10 |
1.1% |
51% |
False |
False |
12,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.11 |
|
2.618 |
98.70 |
|
1.618 |
97.84 |
|
1.000 |
97.31 |
|
0.618 |
96.98 |
|
HIGH |
96.45 |
|
0.618 |
96.12 |
|
0.500 |
96.02 |
|
0.382 |
95.92 |
|
LOW |
95.59 |
|
0.618 |
95.06 |
|
1.000 |
94.73 |
|
1.618 |
94.20 |
|
2.618 |
93.34 |
|
4.250 |
91.94 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.02 |
95.56 |
| PP |
96.00 |
95.18 |
| S1 |
95.97 |
94.79 |
|