NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
96.55 |
96.75 |
0.20 |
0.2% |
95.65 |
| High |
96.63 |
96.75 |
0.12 |
0.1% |
97.59 |
| Low |
96.10 |
93.93 |
-2.17 |
-2.3% |
95.63 |
| Close |
96.45 |
93.95 |
-2.50 |
-2.6% |
97.18 |
| Range |
0.53 |
2.82 |
2.29 |
432.1% |
1.96 |
| ATR |
0.81 |
0.95 |
0.14 |
17.9% |
0.00 |
| Volume |
6,132 |
4,459 |
-1,673 |
-27.3% |
23,277 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.34 |
101.46 |
95.50 |
|
| R3 |
100.52 |
98.64 |
94.73 |
|
| R2 |
97.70 |
97.70 |
94.47 |
|
| R1 |
95.82 |
95.82 |
94.21 |
95.35 |
| PP |
94.88 |
94.88 |
94.88 |
94.64 |
| S1 |
93.00 |
93.00 |
93.69 |
92.53 |
| S2 |
92.06 |
92.06 |
93.43 |
|
| S3 |
89.24 |
90.18 |
93.17 |
|
| S4 |
86.42 |
87.36 |
92.40 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.68 |
101.89 |
98.26 |
|
| R3 |
100.72 |
99.93 |
97.72 |
|
| R2 |
98.76 |
98.76 |
97.54 |
|
| R1 |
97.97 |
97.97 |
97.36 |
98.37 |
| PP |
96.80 |
96.80 |
96.80 |
97.00 |
| S1 |
96.01 |
96.01 |
97.00 |
96.41 |
| S2 |
94.84 |
94.84 |
96.82 |
|
| S3 |
92.88 |
94.05 |
96.64 |
|
| S4 |
90.92 |
92.09 |
96.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.59 |
93.93 |
3.66 |
3.9% |
1.07 |
1.1% |
1% |
False |
True |
5,660 |
| 10 |
97.59 |
93.93 |
3.66 |
3.9% |
0.84 |
0.9% |
1% |
False |
True |
6,804 |
| 20 |
97.59 |
93.93 |
3.66 |
3.9% |
0.79 |
0.8% |
1% |
False |
True |
7,833 |
| 40 |
97.59 |
91.97 |
5.62 |
6.0% |
0.88 |
0.9% |
35% |
False |
False |
6,893 |
| 60 |
98.67 |
91.97 |
6.70 |
7.1% |
0.88 |
0.9% |
30% |
False |
False |
5,839 |
| 80 |
98.67 |
91.97 |
6.70 |
7.1% |
0.85 |
0.9% |
30% |
False |
False |
4,764 |
| 100 |
99.49 |
91.97 |
7.52 |
8.0% |
0.82 |
0.9% |
26% |
False |
False |
4,249 |
| 120 |
99.49 |
91.97 |
7.52 |
8.0% |
0.78 |
0.8% |
26% |
False |
False |
3,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.74 |
|
2.618 |
104.13 |
|
1.618 |
101.31 |
|
1.000 |
99.57 |
|
0.618 |
98.49 |
|
HIGH |
96.75 |
|
0.618 |
95.67 |
|
0.500 |
95.34 |
|
0.382 |
95.01 |
|
LOW |
93.93 |
|
0.618 |
92.19 |
|
1.000 |
91.11 |
|
1.618 |
89.37 |
|
2.618 |
86.55 |
|
4.250 |
81.95 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.34 |
95.64 |
| PP |
94.88 |
95.07 |
| S1 |
94.41 |
94.51 |
|