NYMEX Light Sweet Crude Oil Future February 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
93.00 |
94.23 |
1.23 |
1.3% |
94.55 |
| High |
94.34 |
97.09 |
2.75 |
2.9% |
94.99 |
| Low |
92.84 |
93.95 |
1.11 |
1.2% |
92.10 |
| Close |
94.10 |
96.27 |
2.17 |
2.3% |
93.01 |
| Range |
1.50 |
3.14 |
1.64 |
109.3% |
2.89 |
| ATR |
1.52 |
1.64 |
0.12 |
7.6% |
0.00 |
| Volume |
27,953 |
66,705 |
38,752 |
138.6% |
205,483 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.19 |
103.87 |
98.00 |
|
| R3 |
102.05 |
100.73 |
97.13 |
|
| R2 |
98.91 |
98.91 |
96.85 |
|
| R1 |
97.59 |
97.59 |
96.56 |
98.25 |
| PP |
95.77 |
95.77 |
95.77 |
96.10 |
| S1 |
94.45 |
94.45 |
95.98 |
95.11 |
| S2 |
92.63 |
92.63 |
95.69 |
|
| S3 |
89.49 |
91.31 |
95.41 |
|
| S4 |
86.35 |
88.17 |
94.54 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.04 |
100.41 |
94.60 |
|
| R3 |
99.15 |
97.52 |
93.80 |
|
| R2 |
96.26 |
96.26 |
93.54 |
|
| R1 |
94.63 |
94.63 |
93.27 |
94.00 |
| PP |
93.37 |
93.37 |
93.37 |
93.05 |
| S1 |
91.74 |
91.74 |
92.75 |
91.11 |
| S2 |
90.48 |
90.48 |
92.48 |
|
| S3 |
87.59 |
88.85 |
92.22 |
|
| S4 |
84.70 |
85.96 |
91.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.09 |
92.10 |
4.99 |
5.2% |
1.90 |
2.0% |
84% |
True |
False |
49,299 |
| 10 |
97.09 |
92.10 |
4.99 |
5.2% |
1.65 |
1.7% |
84% |
True |
False |
48,833 |
| 20 |
97.09 |
92.10 |
4.99 |
5.2% |
1.56 |
1.6% |
84% |
True |
False |
45,525 |
| 40 |
102.52 |
92.10 |
10.42 |
10.8% |
1.54 |
1.6% |
40% |
False |
False |
41,795 |
| 60 |
103.73 |
92.10 |
11.63 |
12.1% |
1.52 |
1.6% |
36% |
False |
False |
33,772 |
| 80 |
106.22 |
92.10 |
14.12 |
14.7% |
1.50 |
1.6% |
30% |
False |
False |
27,884 |
| 100 |
106.22 |
92.10 |
14.12 |
14.7% |
1.45 |
1.5% |
30% |
False |
False |
24,031 |
| 120 |
106.22 |
90.05 |
16.17 |
16.8% |
1.40 |
1.5% |
38% |
False |
False |
21,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.44 |
|
2.618 |
105.31 |
|
1.618 |
102.17 |
|
1.000 |
100.23 |
|
0.618 |
99.03 |
|
HIGH |
97.09 |
|
0.618 |
95.89 |
|
0.500 |
95.52 |
|
0.382 |
95.15 |
|
LOW |
93.95 |
|
0.618 |
92.01 |
|
1.000 |
90.81 |
|
1.618 |
88.87 |
|
2.618 |
85.73 |
|
4.250 |
80.61 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
96.02 |
95.76 |
| PP |
95.77 |
95.25 |
| S1 |
95.52 |
94.74 |
|