NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
92.30 |
92.71 |
0.41 |
0.4% |
94.15 |
High |
93.90 |
94.08 |
0.18 |
0.2% |
94.69 |
Low |
92.06 |
92.56 |
0.50 |
0.5% |
91.77 |
Close |
92.72 |
93.82 |
1.10 |
1.2% |
92.72 |
Range |
1.84 |
1.52 |
-0.32 |
-17.4% |
2.92 |
ATR |
1.59 |
1.58 |
0.00 |
-0.3% |
0.00 |
Volume |
143,205 |
234,800 |
91,595 |
64.0% |
805,121 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.05 |
97.45 |
94.66 |
|
R3 |
96.53 |
95.93 |
94.24 |
|
R2 |
95.01 |
95.01 |
94.10 |
|
R1 |
94.41 |
94.41 |
93.96 |
94.71 |
PP |
93.49 |
93.49 |
93.49 |
93.64 |
S1 |
92.89 |
92.89 |
93.68 |
93.19 |
S2 |
91.97 |
91.97 |
93.54 |
|
S3 |
90.45 |
91.37 |
93.40 |
|
S4 |
88.93 |
89.85 |
92.98 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.82 |
100.19 |
94.33 |
|
R3 |
98.90 |
97.27 |
93.52 |
|
R2 |
95.98 |
95.98 |
93.26 |
|
R1 |
94.35 |
94.35 |
92.99 |
93.71 |
PP |
93.06 |
93.06 |
93.06 |
92.74 |
S1 |
91.43 |
91.43 |
92.45 |
90.79 |
S2 |
90.14 |
90.14 |
92.18 |
|
S3 |
87.22 |
88.51 |
91.92 |
|
S4 |
84.30 |
85.59 |
91.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.69 |
91.77 |
2.92 |
3.1% |
1.57 |
1.7% |
70% |
False |
False |
207,984 |
10 |
95.63 |
91.77 |
3.86 |
4.1% |
1.53 |
1.6% |
53% |
False |
False |
214,597 |
20 |
95.74 |
91.77 |
3.97 |
4.2% |
1.51 |
1.6% |
52% |
False |
False |
160,680 |
40 |
103.34 |
91.77 |
11.57 |
12.3% |
1.59 |
1.7% |
18% |
False |
False |
115,747 |
60 |
106.03 |
91.77 |
14.26 |
15.2% |
1.59 |
1.7% |
14% |
False |
False |
88,532 |
80 |
107.94 |
91.77 |
16.17 |
17.2% |
1.60 |
1.7% |
13% |
False |
False |
71,828 |
100 |
107.94 |
91.77 |
16.17 |
17.2% |
1.57 |
1.7% |
13% |
False |
False |
60,967 |
120 |
107.94 |
90.40 |
17.54 |
18.7% |
1.55 |
1.7% |
19% |
False |
False |
53,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.54 |
2.618 |
98.06 |
1.618 |
96.54 |
1.000 |
95.60 |
0.618 |
95.02 |
HIGH |
94.08 |
0.618 |
93.50 |
0.500 |
93.32 |
0.382 |
93.14 |
LOW |
92.56 |
0.618 |
91.62 |
1.000 |
91.04 |
1.618 |
90.10 |
2.618 |
88.58 |
4.250 |
86.10 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
93.65 |
93.52 |
PP |
93.49 |
93.22 |
S1 |
93.32 |
92.93 |
|