NYMEX Light Sweet Crude Oil Future June 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 |
91.68 |
93.20 |
1.52 |
1.7% |
93.36 |
| High |
93.57 |
93.43 |
-0.14 |
-0.1% |
93.78 |
| Low |
91.60 |
92.57 |
0.97 |
1.1% |
90.97 |
| Close |
93.18 |
92.89 |
-0.29 |
-0.3% |
92.24 |
| Range |
1.97 |
0.86 |
-1.11 |
-56.3% |
2.81 |
| ATR |
1.27 |
1.24 |
-0.03 |
-2.3% |
0.00 |
| Volume |
56,593 |
49,569 |
-7,024 |
-12.4% |
242,472 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.54 |
95.08 |
93.36 |
|
| R3 |
94.68 |
94.22 |
93.13 |
|
| R2 |
93.82 |
93.82 |
93.05 |
|
| R1 |
93.36 |
93.36 |
92.97 |
93.16 |
| PP |
92.96 |
92.96 |
92.96 |
92.87 |
| S1 |
92.50 |
92.50 |
92.81 |
92.30 |
| S2 |
92.10 |
92.10 |
92.73 |
|
| S3 |
91.24 |
91.64 |
92.65 |
|
| S4 |
90.38 |
90.78 |
92.42 |
|
|
| 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 |
93.57 |
91.00 |
2.57 |
2.8% |
1.28 |
1.4% |
74% |
False |
False |
51,542 |
| 10 |
94.90 |
90.97 |
3.93 |
4.2% |
1.29 |
1.4% |
49% |
False |
False |
48,790 |
| 20 |
98.60 |
90.97 |
7.63 |
8.2% |
1.19 |
1.3% |
25% |
False |
False |
36,956 |
| 40 |
98.60 |
90.97 |
7.63 |
8.2% |
1.16 |
1.2% |
25% |
False |
False |
36,240 |
| 60 |
98.60 |
90.97 |
7.63 |
8.2% |
1.18 |
1.3% |
25% |
False |
False |
36,490 |
| 80 |
99.46 |
90.97 |
8.49 |
9.1% |
1.21 |
1.3% |
23% |
False |
False |
33,694 |
| 100 |
100.65 |
90.97 |
9.68 |
10.4% |
1.26 |
1.4% |
20% |
False |
False |
31,286 |
| 120 |
100.65 |
90.97 |
9.68 |
10.4% |
1.23 |
1.3% |
20% |
False |
False |
28,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.09 |
|
2.618 |
95.68 |
|
1.618 |
94.82 |
|
1.000 |
94.29 |
|
0.618 |
93.96 |
|
HIGH |
93.43 |
|
0.618 |
93.10 |
|
0.500 |
93.00 |
|
0.382 |
92.90 |
|
LOW |
92.57 |
|
0.618 |
92.04 |
|
1.000 |
91.71 |
|
1.618 |
91.18 |
|
2.618 |
90.32 |
|
4.250 |
88.92 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.00 |
92.72 |
| PP |
92.96 |
92.54 |
| S1 |
92.93 |
92.37 |
|