NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.66 |
97.25 |
-0.41 |
-0.4% |
92.71 |
High |
97.97 |
98.74 |
0.77 |
0.8% |
98.07 |
Low |
97.10 |
97.24 |
0.14 |
0.1% |
92.56 |
Close |
97.34 |
98.51 |
1.17 |
1.2% |
97.65 |
Range |
0.87 |
1.50 |
0.63 |
72.4% |
5.51 |
ATR |
1.54 |
1.54 |
0.00 |
-0.2% |
0.00 |
Volume |
210,090 |
264,838 |
54,748 |
26.1% |
1,320,264 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.66 |
102.09 |
99.34 |
|
R3 |
101.16 |
100.59 |
98.92 |
|
R2 |
99.66 |
99.66 |
98.79 |
|
R1 |
99.09 |
99.09 |
98.65 |
99.38 |
PP |
98.16 |
98.16 |
98.16 |
98.31 |
S1 |
97.59 |
97.59 |
98.37 |
97.88 |
S2 |
96.66 |
96.66 |
98.24 |
|
S3 |
95.16 |
96.09 |
98.10 |
|
S4 |
93.66 |
94.59 |
97.69 |
|
|
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 |
98.74 |
96.30 |
2.44 |
2.5% |
1.12 |
1.1% |
91% |
True |
False |
248,224 |
10 |
98.74 |
91.77 |
6.97 |
7.1% |
1.54 |
1.6% |
97% |
True |
False |
232,945 |
20 |
98.74 |
91.77 |
6.97 |
7.1% |
1.54 |
1.6% |
97% |
True |
False |
213,326 |
40 |
102.99 |
91.77 |
11.22 |
11.4% |
1.53 |
1.6% |
60% |
False |
False |
144,972 |
60 |
105.15 |
91.77 |
13.38 |
13.6% |
1.59 |
1.6% |
50% |
False |
False |
112,251 |
80 |
107.94 |
91.77 |
16.17 |
16.4% |
1.62 |
1.6% |
42% |
False |
False |
89,675 |
100 |
107.94 |
91.77 |
16.17 |
16.4% |
1.58 |
1.6% |
42% |
False |
False |
75,406 |
120 |
107.94 |
90.40 |
17.54 |
17.8% |
1.55 |
1.6% |
46% |
False |
False |
66,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.12 |
2.618 |
102.67 |
1.618 |
101.17 |
1.000 |
100.24 |
0.618 |
99.67 |
HIGH |
98.74 |
0.618 |
98.17 |
0.500 |
97.99 |
0.382 |
97.81 |
LOW |
97.24 |
0.618 |
96.31 |
1.000 |
95.74 |
1.618 |
94.81 |
2.618 |
93.31 |
4.250 |
90.87 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.34 |
98.31 |
PP |
98.16 |
98.11 |
S1 |
97.99 |
97.91 |
|