NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
94.23 |
97.04 |
2.81 |
3.0% |
94.55 |
High |
97.09 |
97.80 |
0.71 |
0.7% |
94.99 |
Low |
93.95 |
96.57 |
2.62 |
2.8% |
92.10 |
Close |
96.27 |
97.43 |
1.16 |
1.2% |
93.01 |
Range |
3.14 |
1.23 |
-1.91 |
-60.8% |
2.89 |
ATR |
1.64 |
1.63 |
-0.01 |
-0.5% |
0.00 |
Volume |
66,705 |
125,088 |
58,383 |
87.5% |
205,483 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.96 |
100.42 |
98.11 |
|
R3 |
99.73 |
99.19 |
97.77 |
|
R2 |
98.50 |
98.50 |
97.66 |
|
R1 |
97.96 |
97.96 |
97.54 |
98.23 |
PP |
97.27 |
97.27 |
97.27 |
97.40 |
S1 |
96.73 |
96.73 |
97.32 |
97.00 |
S2 |
96.04 |
96.04 |
97.20 |
|
S3 |
94.81 |
95.50 |
97.09 |
|
S4 |
93.58 |
94.27 |
96.75 |
|
|
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 |
97.80 |
92.10 |
5.70 |
5.9% |
1.89 |
1.9% |
94% |
True |
False |
60,721 |
10 |
97.80 |
92.10 |
5.70 |
5.9% |
1.69 |
1.7% |
94% |
True |
False |
58,299 |
20 |
97.80 |
92.10 |
5.70 |
5.9% |
1.54 |
1.6% |
94% |
True |
False |
49,769 |
40 |
102.49 |
92.10 |
10.39 |
10.7% |
1.54 |
1.6% |
51% |
False |
False |
43,793 |
60 |
103.73 |
92.10 |
11.63 |
11.9% |
1.51 |
1.6% |
46% |
False |
False |
35,587 |
80 |
106.22 |
92.10 |
14.12 |
14.5% |
1.50 |
1.5% |
38% |
False |
False |
29,321 |
100 |
106.22 |
92.10 |
14.12 |
14.5% |
1.45 |
1.5% |
38% |
False |
False |
25,188 |
120 |
106.22 |
90.05 |
16.17 |
16.6% |
1.40 |
1.4% |
46% |
False |
False |
22,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.03 |
2.618 |
101.02 |
1.618 |
99.79 |
1.000 |
99.03 |
0.618 |
98.56 |
HIGH |
97.80 |
0.618 |
97.33 |
0.500 |
97.19 |
0.382 |
97.04 |
LOW |
96.57 |
0.618 |
95.81 |
1.000 |
95.34 |
1.618 |
94.58 |
2.618 |
93.35 |
4.250 |
91.34 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.35 |
96.73 |
PP |
97.27 |
96.02 |
S1 |
97.19 |
95.32 |
|