NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
93.07 |
93.99 |
0.92 |
1.0% |
92.30 |
| High |
94.36 |
95.31 |
0.95 |
1.0% |
93.73 |
| Low |
92.68 |
93.95 |
1.27 |
1.4% |
91.00 |
| Close |
93.80 |
95.09 |
1.29 |
1.4% |
93.45 |
| Range |
1.68 |
1.36 |
-0.32 |
-19.0% |
2.73 |
| ATR |
1.25 |
1.27 |
0.02 |
1.5% |
0.00 |
| Volume |
33,675 |
34,368 |
693 |
2.1% |
240,003 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.86 |
98.34 |
95.84 |
|
| R3 |
97.50 |
96.98 |
95.46 |
|
| R2 |
96.14 |
96.14 |
95.34 |
|
| R1 |
95.62 |
95.62 |
95.21 |
95.88 |
| PP |
94.78 |
94.78 |
94.78 |
94.92 |
| S1 |
94.26 |
94.26 |
94.97 |
94.52 |
| S2 |
93.42 |
93.42 |
94.84 |
|
| S3 |
92.06 |
92.90 |
94.72 |
|
| S4 |
90.70 |
91.54 |
94.34 |
|
|
| 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 |
95.31 |
91.60 |
3.71 |
3.9% |
1.36 |
1.4% |
94% |
True |
False |
42,147 |
| 10 |
95.31 |
90.97 |
4.34 |
4.6% |
1.33 |
1.4% |
95% |
True |
False |
47,099 |
| 20 |
98.60 |
90.97 |
7.63 |
8.0% |
1.25 |
1.3% |
54% |
False |
False |
36,902 |
| 40 |
98.60 |
90.97 |
7.63 |
8.0% |
1.18 |
1.2% |
54% |
False |
False |
36,886 |
| 60 |
98.60 |
90.97 |
7.63 |
8.0% |
1.17 |
1.2% |
54% |
False |
False |
36,068 |
| 80 |
99.46 |
90.97 |
8.49 |
8.9% |
1.22 |
1.3% |
49% |
False |
False |
34,163 |
| 100 |
99.49 |
90.97 |
8.52 |
9.0% |
1.25 |
1.3% |
48% |
False |
False |
31,695 |
| 120 |
100.65 |
90.97 |
9.68 |
10.2% |
1.24 |
1.3% |
43% |
False |
False |
29,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.09 |
|
2.618 |
98.87 |
|
1.618 |
97.51 |
|
1.000 |
96.67 |
|
0.618 |
96.15 |
|
HIGH |
95.31 |
|
0.618 |
94.79 |
|
0.500 |
94.63 |
|
0.382 |
94.47 |
|
LOW |
93.95 |
|
0.618 |
93.11 |
|
1.000 |
92.59 |
|
1.618 |
91.75 |
|
2.618 |
90.39 |
|
4.250 |
88.17 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.94 |
94.73 |
| PP |
94.78 |
94.36 |
| S1 |
94.63 |
94.00 |
|