NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.96 |
97.43 |
-0.53 |
-0.5% |
93.00 |
High |
98.18 |
98.90 |
0.72 |
0.7% |
98.31 |
Low |
97.28 |
97.41 |
0.13 |
0.1% |
92.84 |
Close |
97.56 |
98.66 |
1.10 |
1.1% |
97.90 |
Range |
0.90 |
1.49 |
0.59 |
65.6% |
5.47 |
ATR |
1.49 |
1.49 |
0.00 |
0.0% |
0.00 |
Volume |
95,091 |
88,829 |
-6,262 |
-6.6% |
432,848 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.79 |
102.22 |
99.48 |
|
R3 |
101.30 |
100.73 |
99.07 |
|
R2 |
99.81 |
99.81 |
98.93 |
|
R1 |
99.24 |
99.24 |
98.80 |
99.53 |
PP |
98.32 |
98.32 |
98.32 |
98.47 |
S1 |
97.75 |
97.75 |
98.52 |
98.04 |
S2 |
96.83 |
96.83 |
98.39 |
|
S3 |
95.34 |
96.26 |
98.25 |
|
S4 |
93.85 |
94.77 |
97.84 |
|
|
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 |
98.90 |
96.57 |
2.33 |
2.4% |
1.11 |
1.1% |
90% |
True |
False |
104,422 |
10 |
98.90 |
92.10 |
6.80 |
6.9% |
1.51 |
1.5% |
96% |
True |
False |
76,860 |
20 |
98.90 |
92.10 |
6.80 |
6.9% |
1.49 |
1.5% |
96% |
True |
False |
62,996 |
40 |
102.49 |
92.10 |
10.39 |
10.5% |
1.46 |
1.5% |
63% |
False |
False |
49,902 |
60 |
103.73 |
92.10 |
11.63 |
11.8% |
1.50 |
1.5% |
56% |
False |
False |
41,171 |
80 |
106.22 |
92.10 |
14.12 |
14.3% |
1.51 |
1.5% |
46% |
False |
False |
33,866 |
100 |
106.22 |
92.10 |
14.12 |
14.3% |
1.45 |
1.5% |
46% |
False |
False |
28,793 |
120 |
106.22 |
90.05 |
16.17 |
16.4% |
1.39 |
1.4% |
53% |
False |
False |
25,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.23 |
2.618 |
102.80 |
1.618 |
101.31 |
1.000 |
100.39 |
0.618 |
99.82 |
HIGH |
98.90 |
0.618 |
98.33 |
0.500 |
98.16 |
0.382 |
97.98 |
LOW |
97.41 |
0.618 |
96.49 |
1.000 |
95.92 |
1.618 |
95.00 |
2.618 |
93.51 |
4.250 |
91.08 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.49 |
98.47 |
PP |
98.32 |
98.28 |
S1 |
98.16 |
98.09 |
|