NYMEX Light Sweet Crude Oil Future February 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
97.43 |
98.76 |
1.33 |
1.4% |
93.00 |
High |
98.90 |
98.92 |
0.02 |
0.0% |
98.31 |
Low |
97.41 |
97.42 |
0.01 |
0.0% |
92.84 |
Close |
98.66 |
97.72 |
-0.94 |
-1.0% |
97.90 |
Range |
1.49 |
1.50 |
0.01 |
0.7% |
5.47 |
ATR |
1.49 |
1.49 |
0.00 |
0.0% |
0.00 |
Volume |
88,829 |
133,916 |
45,087 |
50.8% |
432,848 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.52 |
101.62 |
98.55 |
|
R3 |
101.02 |
100.12 |
98.13 |
|
R2 |
99.52 |
99.52 |
98.00 |
|
R1 |
98.62 |
98.62 |
97.86 |
98.32 |
PP |
98.02 |
98.02 |
98.02 |
97.87 |
S1 |
97.12 |
97.12 |
97.58 |
96.82 |
S2 |
96.52 |
96.52 |
97.45 |
|
S3 |
95.02 |
95.62 |
97.31 |
|
S4 |
93.52 |
94.12 |
96.90 |
|
|
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 |
98.92 |
97.23 |
1.69 |
1.7% |
1.17 |
1.2% |
29% |
True |
False |
106,187 |
10 |
98.92 |
92.10 |
6.82 |
7.0% |
1.53 |
1.6% |
82% |
True |
False |
83,454 |
20 |
98.92 |
92.10 |
6.82 |
7.0% |
1.46 |
1.5% |
82% |
True |
False |
68,122 |
40 |
102.49 |
92.10 |
10.39 |
10.6% |
1.47 |
1.5% |
54% |
False |
False |
52,587 |
60 |
103.73 |
92.10 |
11.63 |
11.9% |
1.50 |
1.5% |
48% |
False |
False |
43,116 |
80 |
106.22 |
92.10 |
14.12 |
14.4% |
1.51 |
1.5% |
40% |
False |
False |
35,453 |
100 |
106.22 |
92.10 |
14.12 |
14.4% |
1.45 |
1.5% |
40% |
False |
False |
30,039 |
120 |
106.22 |
90.05 |
16.17 |
16.5% |
1.38 |
1.4% |
47% |
False |
False |
26,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.30 |
2.618 |
102.85 |
1.618 |
101.35 |
1.000 |
100.42 |
0.618 |
99.85 |
HIGH |
98.92 |
0.618 |
98.35 |
0.500 |
98.17 |
0.382 |
97.99 |
LOW |
97.42 |
0.618 |
96.49 |
1.000 |
95.92 |
1.618 |
94.99 |
2.618 |
93.49 |
4.250 |
91.05 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
98.17 |
98.10 |
PP |
98.02 |
97.97 |
S1 |
97.87 |
97.85 |
|