NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.53 |
97.60 |
0.07 |
0.1% |
93.00 |
High |
98.20 |
98.31 |
0.11 |
0.1% |
98.31 |
Low |
97.23 |
97.33 |
0.10 |
0.1% |
92.84 |
Close |
97.61 |
97.90 |
0.29 |
0.3% |
97.90 |
Range |
0.97 |
0.98 |
0.01 |
1.0% |
5.47 |
ATR |
1.58 |
1.54 |
-0.04 |
-2.7% |
0.00 |
Volume |
129,950 |
83,152 |
-46,798 |
-36.0% |
432,848 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.79 |
100.32 |
98.44 |
|
R3 |
99.81 |
99.34 |
98.17 |
|
R2 |
98.83 |
98.83 |
98.08 |
|
R1 |
98.36 |
98.36 |
97.99 |
98.60 |
PP |
97.85 |
97.85 |
97.85 |
97.96 |
S1 |
97.38 |
97.38 |
97.81 |
97.62 |
S2 |
96.87 |
96.87 |
97.72 |
|
S3 |
95.89 |
96.40 |
97.63 |
|
S4 |
94.91 |
95.42 |
97.36 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.76 |
110.80 |
100.91 |
|
R3 |
107.29 |
105.33 |
99.40 |
|
R2 |
101.82 |
101.82 |
98.90 |
|
R1 |
99.86 |
99.86 |
98.40 |
100.84 |
PP |
96.35 |
96.35 |
96.35 |
96.84 |
S1 |
94.39 |
94.39 |
97.40 |
95.37 |
S2 |
90.88 |
90.88 |
96.90 |
|
S3 |
85.41 |
88.92 |
96.40 |
|
S4 |
79.94 |
83.45 |
94.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.31 |
92.84 |
5.47 |
5.6% |
1.56 |
1.6% |
93% |
True |
False |
86,569 |
10 |
98.31 |
92.10 |
6.21 |
6.3% |
1.56 |
1.6% |
93% |
True |
False |
69,646 |
20 |
98.31 |
92.10 |
6.21 |
6.3% |
1.48 |
1.5% |
93% |
True |
False |
56,808 |
40 |
102.49 |
92.10 |
10.39 |
10.6% |
1.48 |
1.5% |
56% |
False |
False |
47,716 |
60 |
103.73 |
92.10 |
11.63 |
11.9% |
1.50 |
1.5% |
50% |
False |
False |
38,602 |
80 |
106.22 |
92.10 |
14.12 |
14.4% |
1.50 |
1.5% |
41% |
False |
False |
31,784 |
100 |
106.22 |
92.10 |
14.12 |
14.4% |
1.45 |
1.5% |
41% |
False |
False |
27,157 |
120 |
106.22 |
90.05 |
16.17 |
16.5% |
1.40 |
1.4% |
49% |
False |
False |
24,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.48 |
2.618 |
100.88 |
1.618 |
99.90 |
1.000 |
99.29 |
0.618 |
98.92 |
HIGH |
98.31 |
0.618 |
97.94 |
0.500 |
97.82 |
0.382 |
97.70 |
LOW |
97.33 |
0.618 |
96.72 |
1.000 |
96.35 |
1.618 |
95.74 |
2.618 |
94.76 |
4.250 |
93.17 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
97.87 |
97.75 |
PP |
97.85 |
97.59 |
S1 |
97.82 |
97.44 |
|