NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.38 |
97.66 |
0.28 |
0.3% |
92.71 |
High |
98.07 |
97.97 |
-0.10 |
-0.1% |
98.07 |
Low |
97.08 |
97.10 |
0.02 |
0.0% |
92.56 |
Close |
97.65 |
97.34 |
-0.31 |
-0.3% |
97.65 |
Range |
0.99 |
0.87 |
-0.12 |
-12.1% |
5.51 |
ATR |
1.59 |
1.54 |
-0.05 |
-3.2% |
0.00 |
Volume |
223,944 |
210,090 |
-13,854 |
-6.2% |
1,320,264 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.08 |
99.58 |
97.82 |
|
R3 |
99.21 |
98.71 |
97.58 |
|
R2 |
98.34 |
98.34 |
97.50 |
|
R1 |
97.84 |
97.84 |
97.42 |
97.66 |
PP |
97.47 |
97.47 |
97.47 |
97.38 |
S1 |
96.97 |
96.97 |
97.26 |
96.79 |
S2 |
96.60 |
96.60 |
97.18 |
|
S3 |
95.73 |
96.10 |
97.10 |
|
S4 |
94.86 |
95.23 |
96.86 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.62 |
110.65 |
100.68 |
|
R3 |
107.11 |
105.14 |
99.17 |
|
R2 |
101.60 |
101.60 |
98.66 |
|
R1 |
99.63 |
99.63 |
98.16 |
100.62 |
PP |
96.09 |
96.09 |
96.09 |
96.59 |
S1 |
94.12 |
94.12 |
97.14 |
95.11 |
S2 |
90.58 |
90.58 |
96.64 |
|
S3 |
85.07 |
88.61 |
96.13 |
|
S4 |
79.56 |
83.10 |
94.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.07 |
93.67 |
4.40 |
4.5% |
1.48 |
1.5% |
83% |
False |
False |
259,110 |
10 |
98.07 |
91.77 |
6.30 |
6.5% |
1.53 |
1.6% |
88% |
False |
False |
233,547 |
20 |
98.07 |
91.77 |
6.30 |
6.5% |
1.53 |
1.6% |
88% |
False |
False |
204,111 |
40 |
102.99 |
91.77 |
11.22 |
11.5% |
1.53 |
1.6% |
50% |
False |
False |
140,630 |
60 |
105.15 |
91.77 |
13.38 |
13.7% |
1.59 |
1.6% |
42% |
False |
False |
108,144 |
80 |
107.94 |
91.77 |
16.17 |
16.6% |
1.62 |
1.7% |
34% |
False |
False |
86,606 |
100 |
107.94 |
91.77 |
16.17 |
16.6% |
1.58 |
1.6% |
34% |
False |
False |
72,961 |
120 |
107.94 |
90.40 |
17.54 |
18.0% |
1.56 |
1.6% |
40% |
False |
False |
64,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.67 |
2.618 |
100.25 |
1.618 |
99.38 |
1.000 |
98.84 |
0.618 |
98.51 |
HIGH |
97.97 |
0.618 |
97.64 |
0.500 |
97.54 |
0.382 |
97.43 |
LOW |
97.10 |
0.618 |
96.56 |
1.000 |
96.23 |
1.618 |
95.69 |
2.618 |
94.82 |
4.250 |
93.40 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.54 |
97.54 |
PP |
97.47 |
97.47 |
S1 |
97.41 |
97.41 |
|