NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.93 |
93.07 |
0.14 |
0.2% |
92.30 |
| High |
93.73 |
94.36 |
0.63 |
0.7% |
93.73 |
| Low |
92.80 |
92.68 |
-0.12 |
-0.1% |
91.00 |
| Close |
93.45 |
93.80 |
0.35 |
0.4% |
93.45 |
| Range |
0.93 |
1.68 |
0.75 |
80.6% |
2.73 |
| ATR |
1.22 |
1.25 |
0.03 |
2.7% |
0.00 |
| Volume |
36,530 |
33,675 |
-2,855 |
-7.8% |
240,003 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.65 |
97.91 |
94.72 |
|
| R3 |
96.97 |
96.23 |
94.26 |
|
| R2 |
95.29 |
95.29 |
94.11 |
|
| R1 |
94.55 |
94.55 |
93.95 |
94.92 |
| PP |
93.61 |
93.61 |
93.61 |
93.80 |
| S1 |
92.87 |
92.87 |
93.65 |
93.24 |
| S2 |
91.93 |
91.93 |
93.49 |
|
| S3 |
90.25 |
91.19 |
93.34 |
|
| S4 |
88.57 |
89.51 |
92.88 |
|
|
| 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 |
94.36 |
91.17 |
3.19 |
3.4% |
1.31 |
1.4% |
82% |
True |
False |
43,841 |
| 10 |
94.36 |
90.97 |
3.39 |
3.6% |
1.26 |
1.3% |
83% |
True |
False |
47,332 |
| 20 |
98.60 |
90.97 |
7.63 |
8.1% |
1.22 |
1.3% |
37% |
False |
False |
37,451 |
| 40 |
98.60 |
90.97 |
7.63 |
8.1% |
1.19 |
1.3% |
37% |
False |
False |
36,675 |
| 60 |
98.60 |
90.97 |
7.63 |
8.1% |
1.16 |
1.2% |
37% |
False |
False |
36,360 |
| 80 |
99.46 |
90.97 |
8.49 |
9.1% |
1.22 |
1.3% |
33% |
False |
False |
34,002 |
| 100 |
100.65 |
90.97 |
9.68 |
10.3% |
1.26 |
1.3% |
29% |
False |
False |
31,682 |
| 120 |
100.65 |
90.97 |
9.68 |
10.3% |
1.24 |
1.3% |
29% |
False |
False |
29,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.50 |
|
2.618 |
98.76 |
|
1.618 |
97.08 |
|
1.000 |
96.04 |
|
0.618 |
95.40 |
|
HIGH |
94.36 |
|
0.618 |
93.72 |
|
0.500 |
93.52 |
|
0.382 |
93.32 |
|
LOW |
92.68 |
|
0.618 |
91.64 |
|
1.000 |
91.00 |
|
1.618 |
89.96 |
|
2.618 |
88.28 |
|
4.250 |
85.54 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.71 |
93.69 |
| PP |
93.61 |
93.58 |
| S1 |
93.52 |
93.47 |
|