NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
92.46 |
92.41 |
-0.05 |
-0.1% |
97.34 |
| High |
92.73 |
92.41 |
-0.32 |
-0.3% |
97.34 |
| Low |
92.13 |
91.00 |
-1.13 |
-1.2% |
92.50 |
| Close |
92.16 |
91.07 |
-1.09 |
-1.2% |
92.61 |
| Range |
0.60 |
1.41 |
0.81 |
135.0% |
4.84 |
| ATR |
0.97 |
1.00 |
0.03 |
3.2% |
0.00 |
| Volume |
14,888 |
11,813 |
-3,075 |
-20.7% |
27,017 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.72 |
94.81 |
91.85 |
|
| R3 |
94.31 |
93.40 |
91.46 |
|
| R2 |
92.90 |
92.90 |
91.33 |
|
| R1 |
91.99 |
91.99 |
91.20 |
91.74 |
| PP |
91.49 |
91.49 |
91.49 |
91.37 |
| S1 |
90.58 |
90.58 |
90.94 |
90.33 |
| S2 |
90.08 |
90.08 |
90.81 |
|
| S3 |
88.67 |
89.17 |
90.68 |
|
| S4 |
87.26 |
87.76 |
90.29 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.67 |
105.48 |
95.27 |
|
| R3 |
103.83 |
100.64 |
93.94 |
|
| R2 |
98.99 |
98.99 |
93.50 |
|
| R1 |
95.80 |
95.80 |
93.05 |
94.98 |
| PP |
94.15 |
94.15 |
94.15 |
93.74 |
| S1 |
90.96 |
90.96 |
92.17 |
90.14 |
| S2 |
89.31 |
89.31 |
91.72 |
|
| S3 |
84.47 |
86.12 |
91.28 |
|
| S4 |
79.63 |
81.28 |
89.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.75 |
91.00 |
5.75 |
6.3% |
1.50 |
1.6% |
1% |
False |
True |
9,622 |
| 10 |
97.59 |
91.00 |
6.59 |
7.2% |
1.05 |
1.2% |
1% |
False |
True |
7,829 |
| 20 |
97.59 |
91.00 |
6.59 |
7.2% |
0.91 |
1.0% |
1% |
False |
True |
8,157 |
| 40 |
97.59 |
91.00 |
6.59 |
7.2% |
0.91 |
1.0% |
1% |
False |
True |
7,514 |
| 60 |
98.67 |
91.00 |
7.67 |
8.4% |
0.90 |
1.0% |
1% |
False |
True |
6,402 |
| 80 |
98.67 |
91.00 |
7.67 |
8.4% |
0.88 |
1.0% |
1% |
False |
True |
5,244 |
| 100 |
99.49 |
91.00 |
8.49 |
9.3% |
0.84 |
0.9% |
1% |
False |
True |
4,599 |
| 120 |
99.49 |
91.00 |
8.49 |
9.3% |
0.81 |
0.9% |
1% |
False |
True |
4,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.40 |
|
2.618 |
96.10 |
|
1.618 |
94.69 |
|
1.000 |
93.82 |
|
0.618 |
93.28 |
|
HIGH |
92.41 |
|
0.618 |
91.87 |
|
0.500 |
91.71 |
|
0.382 |
91.54 |
|
LOW |
91.00 |
|
0.618 |
90.13 |
|
1.000 |
89.59 |
|
1.618 |
88.72 |
|
2.618 |
87.31 |
|
4.250 |
85.01 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.71 |
92.06 |
| PP |
91.49 |
91.73 |
| S1 |
91.28 |
91.40 |
|