NYMEX Light Sweet Crude Oil Future June 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 |
92.30 |
91.22 |
-1.08 |
-1.2% |
93.36 |
| High |
92.32 |
92.26 |
-0.06 |
-0.1% |
93.78 |
| Low |
91.00 |
91.17 |
0.17 |
0.2% |
90.97 |
| Close |
91.35 |
91.85 |
0.50 |
0.5% |
92.24 |
| Range |
1.32 |
1.09 |
-0.23 |
-17.4% |
2.81 |
| ATR |
1.23 |
1.22 |
-0.01 |
-0.8% |
0.00 |
| Volume |
54,469 |
42,842 |
-11,627 |
-21.3% |
242,472 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.03 |
94.53 |
92.45 |
|
| R3 |
93.94 |
93.44 |
92.15 |
|
| R2 |
92.85 |
92.85 |
92.05 |
|
| R1 |
92.35 |
92.35 |
91.95 |
92.60 |
| PP |
91.76 |
91.76 |
91.76 |
91.89 |
| S1 |
91.26 |
91.26 |
91.75 |
91.51 |
| S2 |
90.67 |
90.67 |
91.65 |
|
| S3 |
89.58 |
90.17 |
91.55 |
|
| S4 |
88.49 |
89.08 |
91.25 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
99.31 |
93.79 |
|
| R3 |
97.95 |
96.50 |
93.01 |
|
| R2 |
95.14 |
95.14 |
92.76 |
|
| R1 |
93.69 |
93.69 |
92.50 |
93.01 |
| PP |
92.33 |
92.33 |
92.33 |
91.99 |
| S1 |
90.88 |
90.88 |
91.98 |
90.20 |
| S2 |
89.52 |
89.52 |
91.72 |
|
| S3 |
86.71 |
88.07 |
91.47 |
|
| S4 |
83.90 |
85.26 |
90.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.24 |
90.97 |
2.27 |
2.5% |
1.30 |
1.4% |
39% |
False |
False |
52,051 |
| 10 |
97.94 |
90.97 |
6.97 |
7.6% |
1.43 |
1.6% |
13% |
False |
False |
42,782 |
| 20 |
98.60 |
90.97 |
7.63 |
8.3% |
1.15 |
1.3% |
12% |
False |
False |
34,232 |
| 40 |
98.60 |
90.97 |
7.63 |
8.3% |
1.14 |
1.2% |
12% |
False |
False |
35,717 |
| 60 |
98.60 |
90.97 |
7.63 |
8.3% |
1.17 |
1.3% |
12% |
False |
False |
35,978 |
| 80 |
99.46 |
90.97 |
8.49 |
9.2% |
1.21 |
1.3% |
10% |
False |
False |
32,912 |
| 100 |
100.65 |
90.97 |
9.68 |
10.5% |
1.25 |
1.4% |
9% |
False |
False |
30,629 |
| 120 |
100.65 |
90.97 |
9.68 |
10.5% |
1.22 |
1.3% |
9% |
False |
False |
28,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.89 |
|
2.618 |
95.11 |
|
1.618 |
94.02 |
|
1.000 |
93.35 |
|
0.618 |
92.93 |
|
HIGH |
92.26 |
|
0.618 |
91.84 |
|
0.500 |
91.72 |
|
0.382 |
91.59 |
|
LOW |
91.17 |
|
0.618 |
90.50 |
|
1.000 |
90.08 |
|
1.618 |
89.41 |
|
2.618 |
88.32 |
|
4.250 |
86.54 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.81 |
91.85 |
| PP |
91.76 |
91.84 |
| S1 |
91.72 |
91.84 |
|