NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.36 |
92.95 |
-0.41 |
-0.4% |
98.14 |
| High |
93.78 |
93.42 |
-0.36 |
-0.4% |
98.50 |
| Low |
92.67 |
92.78 |
0.11 |
0.1% |
93.10 |
| Close |
92.84 |
92.84 |
0.00 |
0.0% |
93.24 |
| Range |
1.11 |
0.64 |
-0.47 |
-42.3% |
5.40 |
| ATR |
1.20 |
1.16 |
-0.04 |
-3.3% |
0.00 |
| Volume |
42,829 |
36,699 |
-6,130 |
-14.3% |
112,274 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.93 |
94.53 |
93.19 |
|
| R3 |
94.29 |
93.89 |
93.02 |
|
| R2 |
93.65 |
93.65 |
92.96 |
|
| R1 |
93.25 |
93.25 |
92.90 |
93.13 |
| PP |
93.01 |
93.01 |
93.01 |
92.96 |
| S1 |
92.61 |
92.61 |
92.78 |
92.49 |
| S2 |
92.37 |
92.37 |
92.72 |
|
| S3 |
91.73 |
91.97 |
92.66 |
|
| S4 |
91.09 |
91.33 |
92.49 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.15 |
107.59 |
96.21 |
|
| R3 |
105.75 |
102.19 |
94.73 |
|
| R2 |
100.35 |
100.35 |
94.23 |
|
| R1 |
96.79 |
96.79 |
93.74 |
95.87 |
| PP |
94.95 |
94.95 |
94.95 |
94.49 |
| S1 |
91.39 |
91.39 |
92.75 |
90.47 |
| S2 |
89.55 |
89.55 |
92.25 |
|
| S3 |
84.15 |
85.99 |
91.76 |
|
| S4 |
78.75 |
80.59 |
90.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.94 |
92.67 |
5.27 |
5.7% |
1.56 |
1.7% |
3% |
False |
False |
33,514 |
| 10 |
98.60 |
92.67 |
5.93 |
6.4% |
1.16 |
1.3% |
3% |
False |
False |
26,706 |
| 20 |
98.60 |
92.67 |
5.93 |
6.4% |
1.07 |
1.2% |
3% |
False |
False |
30,279 |
| 40 |
98.60 |
92.21 |
6.39 |
6.9% |
1.15 |
1.2% |
10% |
False |
False |
33,526 |
| 60 |
99.46 |
92.21 |
7.25 |
7.8% |
1.18 |
1.3% |
9% |
False |
False |
34,210 |
| 80 |
99.46 |
92.21 |
7.25 |
7.8% |
1.23 |
1.3% |
9% |
False |
False |
30,986 |
| 100 |
100.65 |
92.21 |
8.44 |
9.1% |
1.23 |
1.3% |
7% |
False |
False |
28,963 |
| 120 |
100.65 |
92.21 |
8.44 |
9.1% |
1.22 |
1.3% |
7% |
False |
False |
27,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.14 |
|
2.618 |
95.10 |
|
1.618 |
94.46 |
|
1.000 |
94.06 |
|
0.618 |
93.82 |
|
HIGH |
93.42 |
|
0.618 |
93.18 |
|
0.500 |
93.10 |
|
0.382 |
93.02 |
|
LOW |
92.78 |
|
0.618 |
92.38 |
|
1.000 |
92.14 |
|
1.618 |
91.74 |
|
2.618 |
91.10 |
|
4.250 |
90.06 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.10 |
93.79 |
| PP |
93.01 |
93.47 |
| S1 |
92.93 |
93.16 |
|