NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
94.00 |
94.04 |
0.04 |
0.0% |
92.49 |
| High |
94.38 |
94.26 |
-0.12 |
-0.1% |
94.56 |
| Low |
93.46 |
92.93 |
-0.53 |
-0.6% |
92.12 |
| Close |
93.88 |
93.12 |
-0.76 |
-0.8% |
93.88 |
| Range |
0.92 |
1.33 |
0.41 |
44.6% |
2.44 |
| ATR |
1.06 |
1.08 |
0.02 |
1.8% |
0.00 |
| Volume |
20,698 |
10,081 |
-10,617 |
-51.3% |
52,716 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.43 |
96.60 |
93.85 |
|
| R3 |
96.10 |
95.27 |
93.49 |
|
| R2 |
94.77 |
94.77 |
93.36 |
|
| R1 |
93.94 |
93.94 |
93.24 |
93.69 |
| PP |
93.44 |
93.44 |
93.44 |
93.31 |
| S1 |
92.61 |
92.61 |
93.00 |
92.36 |
| S2 |
92.11 |
92.11 |
92.88 |
|
| S3 |
90.78 |
91.28 |
92.75 |
|
| S4 |
89.45 |
89.95 |
92.39 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.84 |
99.80 |
95.22 |
|
| R3 |
98.40 |
97.36 |
94.55 |
|
| R2 |
95.96 |
95.96 |
94.33 |
|
| R1 |
94.92 |
94.92 |
94.10 |
95.44 |
| PP |
93.52 |
93.52 |
93.52 |
93.78 |
| S1 |
92.48 |
92.48 |
93.66 |
93.00 |
| S2 |
91.08 |
91.08 |
93.43 |
|
| S3 |
88.64 |
90.04 |
93.21 |
|
| S4 |
86.20 |
87.60 |
92.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.56 |
92.12 |
2.44 |
2.6% |
1.11 |
1.2% |
41% |
False |
False |
12,559 |
| 10 |
94.56 |
90.49 |
4.07 |
4.4% |
1.08 |
1.2% |
65% |
False |
False |
13,804 |
| 20 |
97.59 |
90.40 |
7.19 |
7.7% |
1.13 |
1.2% |
38% |
False |
False |
12,227 |
| 40 |
97.59 |
90.40 |
7.19 |
7.7% |
0.95 |
1.0% |
38% |
False |
False |
9,921 |
| 60 |
97.59 |
90.40 |
7.19 |
7.7% |
0.93 |
1.0% |
38% |
False |
False |
8,656 |
| 80 |
98.67 |
90.40 |
8.27 |
8.9% |
0.93 |
1.0% |
33% |
False |
False |
7,230 |
| 100 |
98.67 |
90.40 |
8.27 |
8.9% |
0.88 |
0.9% |
33% |
False |
False |
6,120 |
| 120 |
99.49 |
90.40 |
9.09 |
9.8% |
0.85 |
0.9% |
30% |
False |
False |
5,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.91 |
|
2.618 |
97.74 |
|
1.618 |
96.41 |
|
1.000 |
95.59 |
|
0.618 |
95.08 |
|
HIGH |
94.26 |
|
0.618 |
93.75 |
|
0.500 |
93.60 |
|
0.382 |
93.44 |
|
LOW |
92.93 |
|
0.618 |
92.11 |
|
1.000 |
91.60 |
|
1.618 |
90.78 |
|
2.618 |
89.45 |
|
4.250 |
87.28 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.60 |
93.75 |
| PP |
93.44 |
93.54 |
| S1 |
93.28 |
93.33 |
|