NYMEX Light Sweet Crude Oil Future August 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 |
91.93 |
91.51 |
-0.42 |
-0.5% |
96.29 |
| High |
92.04 |
91.66 |
-0.38 |
-0.4% |
96.38 |
| Low |
91.46 |
90.33 |
-1.13 |
-1.2% |
91.96 |
| Close |
91.48 |
90.40 |
-1.08 |
-1.2% |
91.96 |
| Range |
0.58 |
1.33 |
0.75 |
129.3% |
4.42 |
| ATR |
0.86 |
0.90 |
0.03 |
3.9% |
0.00 |
| Volume |
4,876 |
5,271 |
395 |
8.1% |
15,140 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.79 |
93.92 |
91.13 |
|
| R3 |
93.46 |
92.59 |
90.77 |
|
| R2 |
92.13 |
92.13 |
90.64 |
|
| R1 |
91.26 |
91.26 |
90.52 |
91.03 |
| PP |
90.80 |
90.80 |
90.80 |
90.68 |
| S1 |
89.93 |
89.93 |
90.28 |
89.70 |
| S2 |
89.47 |
89.47 |
90.16 |
|
| S3 |
88.14 |
88.60 |
90.03 |
|
| S4 |
86.81 |
87.27 |
89.67 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.69 |
103.75 |
94.39 |
|
| R3 |
102.27 |
99.33 |
93.18 |
|
| R2 |
97.85 |
97.85 |
92.77 |
|
| R1 |
94.91 |
94.91 |
92.37 |
94.17 |
| PP |
93.43 |
93.43 |
93.43 |
93.07 |
| S1 |
90.49 |
90.49 |
91.55 |
89.75 |
| S2 |
89.01 |
89.01 |
91.15 |
|
| S3 |
84.59 |
86.07 |
90.74 |
|
| S4 |
80.17 |
81.65 |
89.53 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.31 |
|
2.618 |
95.14 |
|
1.618 |
93.81 |
|
1.000 |
92.99 |
|
0.618 |
92.48 |
|
HIGH |
91.66 |
|
0.618 |
91.15 |
|
0.500 |
91.00 |
|
0.382 |
90.84 |
|
LOW |
90.33 |
|
0.618 |
89.51 |
|
1.000 |
89.00 |
|
1.618 |
88.18 |
|
2.618 |
86.85 |
|
4.250 |
84.68 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.00 |
91.37 |
| PP |
90.80 |
91.04 |
| S1 |
90.60 |
90.72 |
|