NYMEX Light Sweet Crude Oil Future January 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.30 |
97.69 |
0.39 |
0.4% |
97.66 |
High |
98.01 |
99.17 |
1.16 |
1.2% |
98.75 |
Low |
97.02 |
97.50 |
0.48 |
0.5% |
96.26 |
Close |
97.80 |
98.77 |
0.97 |
1.0% |
96.60 |
Range |
0.99 |
1.67 |
0.68 |
68.7% |
2.49 |
ATR |
1.41 |
1.43 |
0.02 |
1.3% |
0.00 |
Volume |
84,627 |
17,021 |
-67,606 |
-79.9% |
1,188,032 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.49 |
102.80 |
99.69 |
|
R3 |
101.82 |
101.13 |
99.23 |
|
R2 |
100.15 |
100.15 |
99.08 |
|
R1 |
99.46 |
99.46 |
98.92 |
99.81 |
PP |
98.48 |
98.48 |
98.48 |
98.65 |
S1 |
97.79 |
97.79 |
98.62 |
98.14 |
S2 |
96.81 |
96.81 |
98.46 |
|
S3 |
95.14 |
96.12 |
98.31 |
|
S4 |
93.47 |
94.45 |
97.85 |
|
|
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 |
99.17 |
96.21 |
2.96 |
3.0% |
1.28 |
1.3% |
86% |
True |
False |
128,505 |
10 |
99.17 |
96.21 |
2.96 |
3.0% |
1.22 |
1.2% |
86% |
True |
False |
182,134 |
20 |
99.17 |
91.77 |
7.40 |
7.5% |
1.46 |
1.5% |
95% |
True |
False |
210,138 |
40 |
99.17 |
91.77 |
7.40 |
7.5% |
1.43 |
1.4% |
95% |
True |
False |
159,825 |
60 |
103.34 |
91.77 |
11.57 |
11.7% |
1.52 |
1.5% |
61% |
False |
False |
127,003 |
80 |
107.94 |
91.77 |
16.17 |
16.4% |
1.60 |
1.6% |
43% |
False |
False |
101,808 |
100 |
107.94 |
91.77 |
16.17 |
16.4% |
1.58 |
1.6% |
43% |
False |
False |
85,577 |
120 |
107.94 |
91.77 |
16.17 |
16.4% |
1.52 |
1.5% |
43% |
False |
False |
74,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.27 |
2.618 |
103.54 |
1.618 |
101.87 |
1.000 |
100.84 |
0.618 |
100.20 |
HIGH |
99.17 |
0.618 |
98.53 |
0.500 |
98.34 |
0.382 |
98.14 |
LOW |
97.50 |
0.618 |
96.47 |
1.000 |
95.83 |
1.618 |
94.80 |
2.618 |
93.13 |
4.250 |
90.40 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.63 |
98.54 |
PP |
98.48 |
98.31 |
S1 |
98.34 |
98.09 |
|