NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.20 |
92.93 |
-0.27 |
-0.3% |
92.30 |
| High |
93.43 |
93.73 |
0.30 |
0.3% |
93.73 |
| Low |
92.57 |
92.80 |
0.23 |
0.2% |
91.00 |
| Close |
92.89 |
93.45 |
0.56 |
0.6% |
93.45 |
| Range |
0.86 |
0.93 |
0.07 |
8.1% |
2.73 |
| ATR |
1.24 |
1.22 |
-0.02 |
-1.8% |
0.00 |
| Volume |
49,569 |
36,530 |
-13,039 |
-26.3% |
240,003 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.12 |
95.71 |
93.96 |
|
| R3 |
95.19 |
94.78 |
93.71 |
|
| R2 |
94.26 |
94.26 |
93.62 |
|
| R1 |
93.85 |
93.85 |
93.54 |
94.06 |
| PP |
93.33 |
93.33 |
93.33 |
93.43 |
| S1 |
92.92 |
92.92 |
93.36 |
93.13 |
| S2 |
92.40 |
92.40 |
93.28 |
|
| S3 |
91.47 |
91.99 |
93.19 |
|
| S4 |
90.54 |
91.06 |
92.94 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.92 |
99.91 |
94.95 |
|
| R3 |
98.19 |
97.18 |
94.20 |
|
| R2 |
95.46 |
95.46 |
93.95 |
|
| R1 |
94.45 |
94.45 |
93.70 |
94.96 |
| PP |
92.73 |
92.73 |
92.73 |
92.98 |
| S1 |
91.72 |
91.72 |
93.20 |
92.23 |
| S2 |
90.00 |
90.00 |
92.95 |
|
| S3 |
87.27 |
88.99 |
92.70 |
|
| S4 |
84.54 |
86.26 |
91.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.73 |
91.00 |
2.73 |
2.9% |
1.23 |
1.3% |
90% |
True |
False |
48,000 |
| 10 |
93.78 |
90.97 |
2.81 |
3.0% |
1.20 |
1.3% |
88% |
False |
False |
48,247 |
| 20 |
98.60 |
90.97 |
7.63 |
8.2% |
1.20 |
1.3% |
33% |
False |
False |
37,572 |
| 40 |
98.60 |
90.97 |
7.63 |
8.2% |
1.17 |
1.2% |
33% |
False |
False |
36,451 |
| 60 |
98.60 |
90.97 |
7.63 |
8.2% |
1.17 |
1.3% |
33% |
False |
False |
36,639 |
| 80 |
99.46 |
90.97 |
8.49 |
9.1% |
1.21 |
1.3% |
29% |
False |
False |
33,884 |
| 100 |
100.65 |
90.97 |
9.68 |
10.4% |
1.27 |
1.4% |
26% |
False |
False |
31,435 |
| 120 |
100.65 |
90.97 |
9.68 |
10.4% |
1.23 |
1.3% |
26% |
False |
False |
29,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.68 |
|
2.618 |
96.16 |
|
1.618 |
95.23 |
|
1.000 |
94.66 |
|
0.618 |
94.30 |
|
HIGH |
93.73 |
|
0.618 |
93.37 |
|
0.500 |
93.27 |
|
0.382 |
93.16 |
|
LOW |
92.80 |
|
0.618 |
92.23 |
|
1.000 |
91.87 |
|
1.618 |
91.30 |
|
2.618 |
90.37 |
|
4.250 |
88.85 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.39 |
93.19 |
| PP |
93.33 |
92.93 |
| S1 |
93.27 |
92.67 |
|