NYMEX Light Sweet Crude Oil Future January 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
97.55 |
97.58 |
0.03 |
0.0% |
97.66 |
| High |
98.18 |
97.62 |
-0.56 |
-0.6% |
98.75 |
| Low |
97.31 |
96.26 |
-1.05 |
-1.1% |
96.26 |
| Close |
97.50 |
96.60 |
-0.90 |
-0.9% |
96.60 |
| Range |
0.87 |
1.36 |
0.49 |
56.3% |
2.49 |
| ATR |
1.49 |
1.48 |
-0.01 |
-0.6% |
0.00 |
| Volume |
205,749 |
233,161 |
27,412 |
13.3% |
1,188,032 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.91 |
100.11 |
97.35 |
|
| R3 |
99.55 |
98.75 |
96.97 |
|
| R2 |
98.19 |
98.19 |
96.85 |
|
| R1 |
97.39 |
97.39 |
96.72 |
97.11 |
| PP |
96.83 |
96.83 |
96.83 |
96.69 |
| S1 |
96.03 |
96.03 |
96.48 |
95.75 |
| S2 |
95.47 |
95.47 |
96.35 |
|
| S3 |
94.11 |
94.67 |
96.23 |
|
| S4 |
92.75 |
93.31 |
95.85 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.67 |
103.13 |
97.97 |
|
| R3 |
102.18 |
100.64 |
97.28 |
|
| R2 |
99.69 |
99.69 |
97.06 |
|
| R1 |
98.15 |
98.15 |
96.83 |
97.68 |
| PP |
97.20 |
97.20 |
97.20 |
96.97 |
| S1 |
95.66 |
95.66 |
96.37 |
95.19 |
| S2 |
94.71 |
94.71 |
96.14 |
|
| S3 |
92.22 |
93.17 |
95.92 |
|
| S4 |
89.73 |
90.68 |
95.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.75 |
96.26 |
2.49 |
2.6% |
1.23 |
1.3% |
14% |
False |
True |
237,606 |
| 10 |
98.75 |
92.56 |
6.19 |
6.4% |
1.42 |
1.5% |
65% |
False |
False |
250,829 |
| 20 |
98.75 |
91.77 |
6.98 |
7.2% |
1.44 |
1.5% |
69% |
False |
False |
226,017 |
| 40 |
101.77 |
91.77 |
10.00 |
10.4% |
1.48 |
1.5% |
48% |
False |
False |
158,002 |
| 60 |
103.48 |
91.77 |
11.71 |
12.1% |
1.54 |
1.6% |
41% |
False |
False |
122,663 |
| 80 |
107.94 |
91.77 |
16.17 |
16.7% |
1.62 |
1.7% |
30% |
False |
False |
97,719 |
| 100 |
107.94 |
91.77 |
16.17 |
16.7% |
1.57 |
1.6% |
30% |
False |
False |
82,071 |
| 120 |
107.94 |
91.40 |
16.54 |
17.1% |
1.53 |
1.6% |
31% |
False |
False |
71,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.40 |
|
2.618 |
101.18 |
|
1.618 |
99.82 |
|
1.000 |
98.98 |
|
0.618 |
98.46 |
|
HIGH |
97.62 |
|
0.618 |
97.10 |
|
0.500 |
96.94 |
|
0.382 |
96.78 |
|
LOW |
96.26 |
|
0.618 |
95.42 |
|
1.000 |
94.90 |
|
1.618 |
94.06 |
|
2.618 |
92.70 |
|
4.250 |
90.48 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.94 |
97.51 |
| PP |
96.83 |
97.20 |
| S1 |
96.71 |
96.90 |
|