NYMEX Light Sweet Crude Oil Future June 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
95.63 |
95.56 |
-0.07 |
-0.1% |
94.96 |
| High |
96.29 |
95.84 |
-0.45 |
-0.5% |
96.29 |
| Low |
95.36 |
94.73 |
-0.63 |
-0.7% |
93.67 |
| Close |
95.93 |
94.85 |
-1.08 |
-1.1% |
94.85 |
| Range |
0.93 |
1.11 |
0.18 |
19.4% |
2.62 |
| ATR |
1.23 |
1.23 |
0.00 |
-0.2% |
0.00 |
| Volume |
41,132 |
38,270 |
-2,862 |
-7.0% |
207,825 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.47 |
97.77 |
95.46 |
|
| R3 |
97.36 |
96.66 |
95.16 |
|
| R2 |
96.25 |
96.25 |
95.05 |
|
| R1 |
95.55 |
95.55 |
94.95 |
95.35 |
| PP |
95.14 |
95.14 |
95.14 |
95.04 |
| S1 |
94.44 |
94.44 |
94.75 |
94.24 |
| S2 |
94.03 |
94.03 |
94.65 |
|
| S3 |
92.92 |
93.33 |
94.54 |
|
| S4 |
91.81 |
92.22 |
94.24 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.80 |
101.44 |
96.29 |
|
| R3 |
100.18 |
98.82 |
95.57 |
|
| R2 |
97.56 |
97.56 |
95.33 |
|
| R1 |
96.20 |
96.20 |
95.09 |
95.57 |
| PP |
94.94 |
94.94 |
94.94 |
94.62 |
| S1 |
93.58 |
93.58 |
94.61 |
92.95 |
| S2 |
92.32 |
92.32 |
94.37 |
|
| S3 |
89.70 |
90.96 |
94.13 |
|
| S4 |
87.08 |
88.34 |
93.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.29 |
93.67 |
2.62 |
2.8% |
1.25 |
1.3% |
45% |
False |
False |
41,565 |
| 10 |
96.29 |
92.68 |
3.61 |
3.8% |
1.20 |
1.3% |
60% |
False |
False |
43,678 |
| 20 |
96.29 |
90.97 |
5.32 |
5.6% |
1.25 |
1.3% |
73% |
False |
False |
46,234 |
| 40 |
98.60 |
90.97 |
7.63 |
8.0% |
1.13 |
1.2% |
51% |
False |
False |
39,884 |
| 60 |
98.60 |
90.97 |
7.63 |
8.0% |
1.18 |
1.2% |
51% |
False |
False |
37,395 |
| 80 |
99.46 |
90.97 |
8.49 |
9.0% |
1.21 |
1.3% |
46% |
False |
False |
36,592 |
| 100 |
99.46 |
90.97 |
8.49 |
9.0% |
1.24 |
1.3% |
46% |
False |
False |
33,426 |
| 120 |
100.65 |
90.97 |
9.68 |
10.2% |
1.23 |
1.3% |
40% |
False |
False |
31,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.56 |
|
2.618 |
98.75 |
|
1.618 |
97.64 |
|
1.000 |
96.95 |
|
0.618 |
96.53 |
|
HIGH |
95.84 |
|
0.618 |
95.42 |
|
0.500 |
95.29 |
|
0.382 |
95.15 |
|
LOW |
94.73 |
|
0.618 |
94.04 |
|
1.000 |
93.62 |
|
1.618 |
92.93 |
|
2.618 |
91.82 |
|
4.250 |
90.01 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.29 |
95.43 |
| PP |
95.14 |
95.23 |
| S1 |
95.00 |
95.04 |
|