NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
89.71 |
90.16 |
0.45 |
0.5% |
91.45 |
| High |
90.45 |
90.16 |
-0.29 |
-0.3% |
91.72 |
| Low |
89.56 |
89.09 |
-0.47 |
-0.5% |
89.18 |
| Close |
90.10 |
89.34 |
-0.76 |
-0.8% |
90.10 |
| Range |
0.89 |
1.07 |
0.18 |
20.2% |
2.54 |
| ATR |
0.94 |
0.95 |
0.01 |
1.0% |
0.00 |
| Volume |
9,600 |
14,600 |
5,000 |
52.1% |
63,044 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.74 |
92.11 |
89.93 |
|
| R3 |
91.67 |
91.04 |
89.63 |
|
| R2 |
90.60 |
90.60 |
89.54 |
|
| R1 |
89.97 |
89.97 |
89.44 |
89.75 |
| PP |
89.53 |
89.53 |
89.53 |
89.42 |
| S1 |
88.90 |
88.90 |
89.24 |
88.68 |
| S2 |
88.46 |
88.46 |
89.14 |
|
| S3 |
87.39 |
87.83 |
89.05 |
|
| S4 |
86.32 |
86.76 |
88.75 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.95 |
96.57 |
91.50 |
|
| R3 |
95.41 |
94.03 |
90.80 |
|
| R2 |
92.87 |
92.87 |
90.57 |
|
| R1 |
91.49 |
91.49 |
90.33 |
90.91 |
| PP |
90.33 |
90.33 |
90.33 |
90.05 |
| S1 |
88.95 |
88.95 |
89.87 |
88.37 |
| S2 |
87.79 |
87.79 |
89.63 |
|
| S3 |
85.25 |
86.41 |
89.40 |
|
| S4 |
82.71 |
83.87 |
88.70 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.71 |
|
2.618 |
92.96 |
|
1.618 |
91.89 |
|
1.000 |
91.23 |
|
0.618 |
90.82 |
|
HIGH |
90.16 |
|
0.618 |
89.75 |
|
0.500 |
89.63 |
|
0.382 |
89.50 |
|
LOW |
89.09 |
|
0.618 |
88.43 |
|
1.000 |
88.02 |
|
1.618 |
87.36 |
|
2.618 |
86.29 |
|
4.250 |
84.54 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
89.63 |
89.77 |
| PP |
89.53 |
89.63 |
| S1 |
89.44 |
89.48 |
|